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Papers to Appear in Subsequent Issues

The shape of multidimensional Brunet--Derrida particle systems

Nathanael Berestycki and Lee Zhuo Zhao

Glassy phase and freezing of log-correlated Gaussian potentials

Thomas Madaule, Rémi Rhodes, and Vincent Vargas

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

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

Hack's law in a drainage network model: a Brownian web approach

Kumarjit Saha, Rahul Roy, and Anish Sarkar

Gaussian fluctuations for linear spectral statistics of large random covariance matrices

Jamal Najim and Jianfeng Yao

Duality Theory for Portfolio Optimisation under Transaction Costs

Christoph Czichowsky and Walter Schachermayer

Asymptotically optimal priority policies for indexable and non-indexable restless bandits

I.M. Verloop
Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems Umut Cetin and Albina Danilova

Fluctuations of TASEP and LPP with general initial data

Ivan Zachary Corwin, Zhipeng Liu, and Dong Wang

Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients

Sotirios Sabanis

Gaussian approximation of nonlinear Hawkes processes

Giovanni Luca Torrisi

Beardwood-Halton-Hammersley Theorem for Stationary Ergodic Sequences: a Counterexample

Alessandro Arlotto, J. Michael Steele

Pathwise Stability of Likelihood Estimators for Diffusions Via Rough Paths

Peter Friz, Joscha Diehl, and Hilmar Mai

Dense Graph Limits Under Respondent Driven Sampling

Siva Ramachandran Athreya and Adrian Rollin

Belief Propagation, Robust Reconstruction and Optimal Recovery of Block Models

Elchanan Mossel, Joe Neeman, and Allan Sly

Random reversible Markov matrices with tunable extremal eigenvalues

Zhiyi Chi

Mimicking martingales

David Graham Hobson

The q-Hahn asymmetric exclusion process

Guillaume Barraquand and Ivan Corwin

The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains

Randal Douc, François Roueff, and Tepmony Sim

Poisson approximation for two scan statistics with rates of convergence

Xiao Fang and David Siegmund

The winner takes it all

Maria Deijfen and Remco van der Hofstad

Cycle symmetries and circulation fluctuations for discrete-time and continuous-time Markov chains

Chen Jia, Daquan Jiang, and Minping Qian

Strongly reinforced P olya urns with graph-based competition

Remco van der Hofstad, Mark Holmes, Alexey Kuznetsov, and Wioletta Ruszel

Convergence of empirical distributions in an interpretation of quantum mechanics

Ian W. McKeague and Bruce Levin

Unoriented first-passage percolation on the n-cube

Anders Olle Martinsson

Second-order Markov random fields for independent sets on the infinite Cayley tree

David Alan Goldberg

Self-similar scaling limits of Markov chains on the positive integers

Jean Bertoin and Igor Kortchemski

Establishing some order amongst exact approximations of MCMCs

Christophe Andrieu and Matti Vihola

Stochastic differential equations with Sobolev diffusion and singular drifts and applications

Xicheng Zhang

What is the Probability That a Large Random Matrix Has No Real Eigenvalues?

Eugene Kanzieper, Mihail Poplavskyi, Carsten Timm, Roger Tribe, and Oleg Zaboronski

Improved volatility estimation under one-sided errors with applications to limit order books

Markus Reiß, Moritz Jirak, and Markus Bibinger

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