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Papers to Appear in Subsequent Issues

Stochastic Target Games with Controlled Loss

Bruno Bouchard, Ludovic Moreau, and Marcel Nutz

Universality of Covariance Matrices

Natesh S Pillai and Jun Yin

Asymptotically optimal discretization of hedging strategies with jumps

Mathieu Rosenbaum and Peter Tankov

Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme

Aurélien Alfonsi, Benjamin Jourdain, and Arturo Kohatsu-Higa

Epidemics on random intersection graphs

Frank Ball, David Sirl, and Pieter Trapman

Simulation of BSDEs by Wiener Chaos Expansion

Philippe Briand and Céline Labart

Moments and Lyapunov exponents for the parabolic Anderson model

Alexei Borodin and Ivan Zachary Corwin

Limiting Spectral Distribution of a Symmetrized Auto-Cross Covariance Matrix

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

Stochastically-Induced Bistability in Chemical Reaction Systems

Lea Popovic and John McSweeney

Characterization of stationary distributions of reflected diffusions

Weining Kang and Kavita Ramanan

Search trees: Metric aspects and strong limit theorems

Rudolf Gruebel

On the existence of accessible paths in various models of fitness landscapes

Peter Hegarty and Anders Martinsson

Propagation of chaos in neural fields

Jonathan D Touboul

On the stability of sequential Monte Carlo methods in high dimensions

Alexandros Beskos, Dan Crisan, and Ajay Jasra

Poisson-Dirichlet Statistics for the extremes of a log-correlated Gaussian field

Louis-Pierre Arguin and Olivier Zindy

On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic

Christophe Andrieu, Vladislav Tadic, and Matti Vihola

Concentration of measure for systems of Brownian particles interacting through their ranks

Mykhaylo Shkolnikov and Soumik Pal

Progressive Enlargements of Filtrations with Pseudo-Honest Times

Li Libo and Marek Rutkowski

Monotonicity of the Value Function for a Two-Dimensional Optimal Stopping Problem

Sigurd Assing, Saul Jacka, and Adriana Ocejo

Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Levy area simulation

Michael Giles B. Giles and Lukasz Szpruch

Extremal laws for the real Ginibre ensemble

Brian Rider and Christopher Sinclair

Almost sure optimal hedging strategy

Emmanuel Gobet and Nicolas Landon

On the Conditional Distributions and the Efficient Simulations of Exponential Integrals of Gaussian Random Fields

Jingchen Liu and Gongjun Xu

Filtration shrinkage, strict local martingales and the Föllmer measure

Martin Larsson

Long-term stability of sequential Monte Carlo methods under verifiable conditions

Randal Douc, Eric Moulines, and Jimmy Olsson

Discrete-time probabilistic approximation of path-dependent stochastic control problems

Xiaolu Tan

Mixing time of the Card-Cyclic-to-Random shuffle

Ben Morris, Weiyang Ning, and Yuval Peres

Limit Theorems for the Empirical Distribution Function of Scaled Increments of Ito Semimartingales at high frequencies

Viktor Todorov and George Tauchen

The Williams Bjerknes Model on Regular Trees

Oren Louidor, Ran Tessler, and Alexander Vandenberg-Rodes

Sensitivity analysis for diffusion processes constrained to an orthant

Antonius Bernardus Dieker and Xuefeng Gao

Mean field limit for disordered diffusions with singular interactions

Eric Lucon and Wilhelm Stannat

Simulation of forward-reverse stochastic representations for conditional diffusions

Christian Bayer and John G. M. Schoenmakers

Optimal Queue-Size Scaling in Switched Networks

Devavrat Shah, Neil Walton, and Yuan Zhong

Control of the multiclass G/G/1 queue in the moderate deviation regime

Rami Atar and Anup Biswas

Performance of the Metropolis algorithm on a disordered tree: the Einstein relation

Pascal Maillard and Ofer Zeitouni

Queueing With Future Information

Joel Spencer, Madhu Sudan, and Kuang Xu

Rare event simulation for processes generated via stochastic fixed point equations

Jeffrey F. Collamore, Guoqing Diao, and Anand N. Vidyashankar

Long runs under a conditional limit distribution

Broniatowski Michel and Caron Virgile

On the stochastic behaviour of optional processes up to random times

Constantinos Kardaras

Approximating Stochastic Volatility by Recombinant Trees

Halil Mete Soner, Erdinc Akyildirim, and Yan Dolinsky

Cutting down trees with a Markov chainsaw

Louigi Addario-Berry, Nicolas Broutin, and Cecilia Holmgren

Quickest Detection of a Hidden Target and Extremal Surfaces

Goran Peskir

First order global asymptotics for confined particles with singular pair repulsion

Djalil Chafaï, Nathaël Gozlan, and Pierre-André Zitt

Belief propagation for optimal edge-cover in the random complete graph

Mustafa Khandwawala and Rajesh Sundaresan

Spectral Gaps for a Metropolis-Hastings Algorithm in Infinite Dimensions

Andrew Mark Stuart, Martin Hairer, and Sebastian Josef Vollmer

Limit theorems for non-degenerate U-statistics of continuous semimartingales

Mark Podolskij, Christian Schmidt, and Johanna F. Ziegel

Diffusion Models and steady-state approximations for exponentially ergodic Markovian queues

Itai Gurvich

The component sizes of a critical random graph with pre-described degree sequence

Adrien Joseph

A zero-sum game between a singular stochastic controller and a discretionary stopper

Daniel Hernandez-Hernandez, Robert Simon, and Mihail Zervos

A class of nonergodic interacting particle systems with unique invariant measure

Christof Kuelske and Benedikt Jahnel

Supercritical percolation on large scale-free random trees

Jean Bertoin and Geronimo Uribe Bravo

Spatial Moran Models I. Stochastic tunneling in the neutral case

Rick Durrett

Regularity conditions in the realisability problem with applications to point processes and random closed sets

Raphael Lachieze-Rey and Ilya Molchanov

On an Integral Equation for the Free-Boundary of Stochastic, Irreversible Investment Problems

Giorgio Ferrari

Surface order scaling in stochastic geometry

Joseph E Yukich

Central Limit Theorem for the Multilevel Monte Carlo Euler Method

Ahmed Kebaier and Mohamed Ben Alaya

A family of density expansions for Lévy-type processes with default

Matthew Lorig, Stefano Pagliarani, and Andrea Pascucci

Interacting growth processes and invariant percolation

Sebastian Mueller

Bootstrap Percolation on the Hamming Torus

Janko Gravner, Christopher Hoffman, James Pfeiffer, and David Sivakoff

A PTAS for Computing the Supremum of Gaussian Processes

Raghu Meka

Resource Dependent Branching Processes and the Envelope of Societies

F. Thomas Bruss and Mitia Duerinckx

Limiting geodesics for first-passage percolation on subsets of Z^2

Michael Damron, Antonio Auffinger, and Jack Hanson

Viral Processes by Random Walks on Random Regular Graphs

Mohammed Abdullah, Colin Cooper, and Moez Draief

Necessary Condition for Null Controllability in Many-Server Heavy Traffic

Gennady Shaikhet

Central limit theorems for an Indian buffet model with random weights

Patrizia Berti, Irene Crimaldi, Luca Pratelli, and Pietro Rigo

Large Deviations for Markovian Nonlinear Hawkes Processes

Lingjiong Zhu

A generalized backwards scheme for solving non-monotonic stochastic recursions

Pascal Moyal

Limit theorems for nearly unstable Hawkes processes

Thibault Jaisson and Mathieu Rosenbaum

Spatial Preferential Attachment Networks: Power Laws and Clustering Coefficients

Peter Morters and Emmanuel Jacob

On the Expected Total Number of Infections for Virus Spread on a Finite Network

Antar Bandyopadhyay and Farkhondeh Sajadi

Limit theorems for Smoluchowski dynamics associated with critical continuous-state branching processes

Nicholas Leger, Robert L. Pego, and Gautam Iyer

Exponential Moments of Affine Processes

Martin Keller-Ressel and Eberhard Mayerhofer

Universality in Polytope Phase Transitions and Message Passing Algorithms

Mohsen Bayati, Marc Lelarge, and Andrea Montanari

Arbitrage and Duality in Nondominated Discrete-Time Models

Bruno Bouchard and Marcel Nutz

Finiteness of entropy for the homogeneous Boltzmann equation with measure initial condition

Nicolas Fournier

Gibbs measures on permutations over one-dimensional discrete point sets

Marek Biskup and Thomas Richthammer

Large deviations for cluster size distributions in a continuous classical many-body system

Wolfgang Koenig, Sabine Jansen, and Bernd Metzger

Approximation algorithms for the normalizing constant of Gibbs distributions

Mark Huber

A Decreasing Step Method for Strongly Oscillating Stochastic Models

Camilo Andres Garcia Trillos

Tracer diffusion at low temperature in kinetically constrained models

Oriane Blondel

Evolutionary games on the lattice: payoffs affecting birth and death rates

Nicolas Lanchier

Multidimensional sticky Brownian motions as limits of exclusion processes

Miklos Z. Racz and Mykhaylo Shkolnikov

A probabilistic weak formulation of mean field games and applications

Rene Carmona and Daniel Lacker

Asymptotic domino statistics in the Aztec diamond

Sunil Chhita, Kurt Johansson, and Benjamin Young

Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms

Christophe Andrieu and Matti Vihola

Balanced routing of random calls

Malwina Luczak and Colin McDiarmid

The internal branch lengths of the Kingman coalescent

Iulia Dahmer and Götz Kersting

Scaling Limit for Brownian Motions with One-sided Collisions

Thomas Weiss, Patrik Lino Ferrari, and Herbert Spohn

Utility Maximization with Addictive Consumption Habit Formation in Incomplete Semimartingale Markets

Xiang Yu

Distribution-valued heavy traffic limits for the G/GI/Infinity Queue

Joshua E Reed and Rishi Talreja

A quickest detection problem with an observation cost

Robert C. Dalang and Albert N. Shiryaev

Strong renewal theorems with infinite mean beyond local large deviations

Zhiyi Chi

A Monotone Scheme for High Dimensional Fully Nonlinear PDEs

Jianfeng Zhang, Wenjie Guo, and Jia Zhuo

Mixing Time of Metropolis Chain Based on Random Transposition Walk Converging to Multivariate Ewens Distribution

Yunjiang Jiang

A particle system with cooperative branching and coalescence

Anja Sturm and Jan M. Swart

Random Lattice Triangulations: Structure and Algorithms

Pietro Caputo, Fabio Martinelli, Alexandre Stauffer, and Alistair Sinclair

The Diameter of Weighted Random Graphs

Hamed Amini and Marc Lelarge
 
   
 
 

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