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Papers to Appear in Subsequent Issues

Explicit solution of an inverse first-passage time problem for Levy processes and counterparty credit risk

Mark H. A. Davis and Martijn R Pistorius

Space-Time Percolation and Detection by Mobile Nodes

Alexandre Stauffer

Twitter Event Networks and the Superstar Model

Shankar Bhamidi, John Michael Steele, and Tauhid Zaman

Optimal Stopping under Adverse Nonlinear Expectation and Related Games

Marcel Nutz and Jianfeng Zhang

Weak approximation of second order BSDEs

Dylan Possamai and Xiaolu Tan

Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs

Arnaud Lionnet, Goncalo dos Reis, and Lukasz Szpruch

A Stochastic Analysis of Resource Sharing with Logarithmic Weights

Philippe Robert and Amandine Veber

Shadow Price in The Power Utility Case

Vilmos Prokaj and Attila Herczegh

A model for a large investor trading at market indifference prices. II: continuous-time case

Dmitry Kramkov and Peter Bank

The Set of Solutions of Random XORSAT Formulae

Morteza Ibrahimi, Yashodhan Kanoria, Matt Kraning, and Andrea Montanari

Can local particle filters beat the curse of dimensionality?

Patrick Rebeschini and Ramon Van Handel

The shape of multidimensional Brunet--Derrida particle systems

Nathanael Berestycki and Lee Zhuo Zhao

Second Order BSDEs with Jumps: Aggregation and Uniqueness

Nabil Kazi-Tani, Dylan Possamai, and Chao Zhou

Escaping from an Attractor: Importance Sampling and Rest Points I

Paul Dupuis, Konstantinos Spiliopoulos, and Xiang Zhou

Semi-discrete semi-linear parabolic SPDEs

Nicos Georgiou, Mathew Joseph, Davar Khoshnevisan, and Shang-Yuan Shiu

A Diffusion Process Associated with Fréchet Means

Huiling Le

Isotropic Gaussian random fields on the sphere: regularity, fast simulation, and stochastic partial differential equations

Annika Lang and Christoph Schwab

A probabilistic interpretation of the parametrix method

Arturo Kohatsu-Hig and Vlad Bally

Extinction Window of Mean Field Branching Annihilating Random Walk

Idan Perl, Arnab Sen, and Ariel Yadin

Scaling limits of spatial chemical reaction networks

Lea Popovic and Peter Pffafelhuber

Glassy phase and freezing of log-correlated Gaussian potentials

Thomas Madaule, Rémi Rhodes, and Vincent Vargas

Steady-state Simulation of Reflected Brownian Motion and Related Stochastic Networks

Xinyun Chen and Jose Blanchet

Weak reflection principle for spectrally negative Levy processes

Erhan Bayraktar and Sergey Nadtochiy

A geometric Achlioptas process

Tobias Müller and Reto Spöhel

On the Topology of Random Complexes Built Over Stationary Point Processes

Yogeshwaran D and Robert J. Adler

Diffusion Limits for Shortest Remaining Processing Time Queues Under Nonstandard Spatial Scaling

Amber Puha

The fixation line in the Lambda-coalescent

Olivier Hénard

Robustness of the N-CUSUM stopping rule in a Wiener disorder problem

Hongzhong Zhang, Neofytos Rodosthenous, and Olympia Hadjiliadis

Coexistence of grass, saplings and trees in the Staver-Levin forest model

Rick Durrett and Yuan Zhang

Community Detection in Sparse Random Networks

Ery Arias-Castro and Nicolas Verzelen

Ergodic Control of Multi-Class M/M/N+M Queues in the Halfin-Whitt Regime

Ari Arapostathis, Anup Biswas, and Guodong Pang

Asymptotic distribution of the maximum interpoint distance in a sample of random vectors with a spherically symmetric distribution

Sreenivasa Rao Jammalamadaka and Svante Janson

Stability of Adversarial Markov Chains, with an Application to Adaptive MCMC Algorithms

Radu V. Craiu, Lawrence Gray, Krzysztof Latuszynski, Neal Madras, Gareth O. Roberts, and Jeffrey S. Rosenthal

The maximum maximum of a martingale with given n marginals

Pierre Henry-Labordere, Jan Krzysztof Obloj, Peter Spoida, and Nizar Touzi

A Uniform Law for Convergence to the Local Times of Linear Fractional Stable Motions

James Duffy

Second order properties and central limit theorems for geometric functionals of Boolean models

Daniel Hug, Guenter Last, and Matthias Schulte

Multilevel Monte Carlo for Levy-driven SDEs: central limit theorems for adaptive Euler schemes

Steffen Dereich and Sangmeng Li

Gambling in Contests with Random Initial Law

David Graham Hobson and Han Feng

High dimensional Hawkes processes

Sylvain Delattre, Nicolas Fournier, and Marc Hoffmann

Numerical simulation of quadratic BSDEs

Adrien Richou and Jean-François Chassagneux

The densest subgraph problem in sparse random graphs

Venkat Anantharam and Justin Salez

Strong Limit of the Extreme Eigenvalues of a Symmetrized Auto-Cross Covariance Matrix

Chen Wang, Baisuo Jin, Zhidong Bai, Krishnan K. Nair, and Matthew Harding

Approximating Levy processes with completely monotone jumps

Daniel Hackmann and Alexey Kuznetsov

Sample path behavior of a Levy insurance risk process approaching ruin, under the Cramer-Lundberg and convolution equivalent conditions

Philip Griffin

On the values of repeated games with signals

Hugo Gimbert, Jérôme Renault, Sylvain Sorin, Xavier Venel, and Wieslaw Zielonka

Rough path recursions and diffusion approximations

David Kelly

High-Frequency Asymptotics for Lipschitz-Killing Curvatures of Excursion Sets on the Sphere

Domenico Marinucci and Sreekar Vadlamani

Dynamic random networks and their graph limits

Harry Crane

Exact formulas for random growth with half-flat initial data

Janosch Ortmann, Jeremy Quastel, and Daniel Remenik

The Symplectic Geometry of Closed Equilateral Random Walks in 3-Space

Jason Cantarella and Clayton Shonkwiler

The Mean Euler Characteristic and Excursion Probability of Gaussian Random Fields with Stationary Increments

Yimin Xiao and Dan Cheng

Conditioned, quasi-stationary, restricted measures and escape from metastable states

Roberto Fernandez, Francesco Manzo, Francesca Nardi, Elisabetta Scoppola, and Julien Sohier

A system of quadratic BSDEs arising in a price impact model

Dmitry Kramkov and Sergio Pulido

Randomized Interior Point Methods for Sampling and Optimization

Hariharan Narayanan

A Weak Approximation with Asymptotic Expansion and Multidimensional Malliavin Weights

Akihiko Takahashi and Toshihiro Yamada

A new coalescent for seed-bank models

Jochen Blath, Adrian Gon'alez Casanova, Noemi Kurt, and Maite Wilke-Berenguer

Quantitative propagation of chaos for generalized Kac particle systems

Roberto Cortez and Joaquin Fontbona

Cutoff for the Noisy Voter Model

Ted Cox, Yuval Peres, and Jeffrey Steif

Multi-level Stochastic Approximation Algorithms

Noufel Frikha

Connectivity of soft random geometric graphs

Mathew David Penrose

A consistency estimate for Kac's model of elastic collisions in a dilute gas

James Norris

Stochastic Perron for Stochastic Target Games

Erhan Bayraktar and Jiaqi Li

On the Convergence of Adaptive Sequential Monte Carlo Methods

Alexandros Beskos, Ajay Jasra, Nikolas Kantas, and Alex Thiery

Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions

Yaozhong Hu, Yanghui Liu, and David Nualart

Backward SDE Representation for Stochastic Control Problems with Non Dominated Controlled Intensity

Sébastien Choukroun and Andrea Cosso

Optimal Stopping Under Model Uncertainty: Randomized Stopping Times Approach

Denis Belomestny and Volker Kraetschmer

Social Contact Processes and the Partner Model

Eric Thomas Foxall, Roderick Edwards, and Pauline van den Driessche

Diverse Market Models of Competing Brownian Particles with Splits and Mergers

Andrey Sarantsev and Ioannis Karatzas

A positive temperature phase transition in random hypergraph 2-coloring

Victor Bapst, Amin Coja-Oghlan, and Felicia Rassmann

Propagation of chaos for interacting particles subject to environmental noise

Franco Flandoli

A Note on the Expansion of the Smallest Eigenvalue Distribution of the LUE at the Hard Edge

Folkmar Bornemann

Approximations of Stochastic Partial Differential Equations

Tusheng Zhang and Giulia Di Nunno

Local asymptotics for controlled martingales

Scott Armstrong and Ofer Zeitouni

Stein estimation of the intensity of a spatial homogeneous Poisson point process

Jean-François Coeurjolly, Marianne Clausel, and Jérôme Lelong

A Probabilistic Approach to Mean Field Games with Major and Minor Players

Rene Carmona and Geoffrey Zhu

Estimation for Stochastic Damping Hamiltonian Systems under partial observation. III. Diffusion term

Patrick Cattiaux, Jose R. León, and Clémentine Prieur

From transience to recurrence with Poisson tree frogs

Christopher Hoffman, Tobias Johnson, and Matthew Junge

Bernoulli and Tail-Dependence Compatibility

Paul Embrechts, Marius Hofert, and Ruodu Wang

Beyond Universality in Random Matrix Theory

Alice Guionnet, Alan Edelman, and Sandrine Péché

Super-replication with nonlinear transaction costs and volatility uncertainty

Yan Dolinsky, Peter Bank, and Selim Gokay

The snapping out Brownian motion

Antoine Lejay

Backward stochastic differential equations driven by a marked point process: an elementary approach, with an application to optimal control

Fulvia Confortola, Marco Fuhrman, and Jean Jacod

Entropic Ricci curvature bounds for discrete interacting systems

Max Fathi and Jan Maas

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