Papers to Appear in Subsequent Issues

A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations Anselm Hudde, Martin Hutzenthaler, and Sara Mazzonetto
The mean-field quantum Heisenberg ferromagnet via representation theory Gil Alon and Gady Kozma
Liouville quantum gravity surfaces with boundary as matings of trees Morris Ang and Ewain Gwynne
Equidistribution of random walks on compact groups Bence Borda
On the critical branching random walk III: the critical dimension Qingsan Zhu
Global observables for random walks: law of large numbers Dmitry Dolgopyat, Marco Lenci, and Peter Nandori
Some Random Paths with Angle Constraints Clément Berenfeld and Ery Arias-Castro
Skorohod and Rough Integration for Stochastic Differential Equations Driven by Volterra Processes Nengli Lim and Thomas Cass
Derivation of viscous Burgers equations from weakly asymmetric exclusion processes Kenkichi Tsunoda, Milton Jara, and Claudio Landim
Estimating a density, a hazard rate, and a transition intensity via the rho-estimation method Mathieu Sart
Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps Martin Friesen, Peng Jin, and Barbara Rüdiger
Correction to the paper “Central limit theorems for eigenvalues in a spiked population model” [Annales IHP, 2008, 44(3), 447-474]]8 Jianfeng Yao
Phase transition for the interchange and quantum Heisenberg models on the Hamming graph Radosław Adamczak, Michał Kotowski, and Piotr Miłoś
Poisson statistics for Gibbs measures at high temperature Gaultier Lambert
Efficient Estimation of Smooth Functionals in Gaussian Shift Model Vladimir Koltchinskii and Mayya Zhilova
Sharp phase transition for the continuum Widom-Rowlinson model David Dereudre and Pierre Houdebert
The geometry of random walk isomorphism theorems Roland Bauerschmidt, Tyler Helmuth, and Andrew Swan
Continuity in κ in SLEκ theory using a constructive method and Rough Path Theory Vlad Margarint, Dmitry Belyaev, and Terry Lyons
Edgeworth Expansions for Weakly Dependent Random Variables Carlangelo Liverani
Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices Yiting Li, Kevin Schnelli, and Yuanyuan Xu
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations Michael Röckner, Xiaobin Sun, and Yingchao Xie
Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method Gaurav Dhariwal, Florian Huber, Ansgar Jüngel, Christian Kuehn, and Alexandra Neamtu
New Lower Bounds for Trace Reconstruction Zachary Chase
The spectral gap of sparse random digraphs Simon Coste
Two-temperatures overlap distribution for the 2D discrete Gaussian free field Michel Pain and Olivier Zindy
Stochastic optimal transport with free end time Samer Dweik
Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain Michel Benaim, Nicolas Champagnat, and Denis Villemonais
Total variation estimates in the Breuer-Major theorem David Nualart and Hongjuan Zhou
Fractional moments of the Stochastic Heat Equation Sayan Das and Li-Cheng Tsai
The Schelling model on ℤ Maria Deijfen and Timo Hirscher
Asymptotics of maximum likelihood estimators based on Markov chain Monte Carlo methods Błażej Miasojedow, Wojciech Niemiro, and Wojciech Rejchel
Limit Law for the Cover Time of a Random Walk on a Binary Tree Amir Dembo, Ofer Zeitouni, and Jay Rosen
Conditional measures for Pfaffian point processes: conditioning on a bounded domain Alexander I. Bufetov, Fabio Deelan Cunden, and Yanqi Qiu
Gaussian fluctuations for the directed polymer partition function in dimension d ≥ 3 and in the whole L2-region Clément Cosco and Shuta Nakajima
A Reverse Aldous/Broder Algorithm Russell Lyons, Yiping Hu, and Pengfei Tang
Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps Alexandra Carpentier, Céline Duval, and Ester Mariucci
Brownian motion on stable looptrees Eleanor Archer
Scaling limits and fluctuations for random growth under capacity rescaling George Liddle and Amanda Turner
Conformal covariance of the Liouville quantum gravity metric for γ ∈ (0,2) Ewain Gwynne and Jason Miller
McKean–Vlasov SDEs under Measure Dependent Lyapunov Conditions William Hammersley, David Siska, and Lukasz Szpruch
Random interlacements for vertex-reinforced jump processes Franz Merkl, Silke Rolles, and Pierre Tarrès
Directed Polymer in γ-Stable random Environments Roberto Viveros
Rare event process and entry times distribution for arbitrary null sets on compact manifolds Fan Yang
On conditioning a  self-similar growth-fragmentation  by its  intrinsic area Jean Bertoin, Nicolas Curien, and Igor Kortchemski
Quantitative homogenization of differential forms Paul Dario
μ-bootstrap percolation: critical probability, exponential decay and applications Ivailo Hartarsky
On a Stochastic Representation Theorem for Meyer-measurable Processes and its Applications in Stochastic Optimal Control and Optimal Stopping Peter Bank and David Besslich
Persistence exponents in Markov chains Frank Aurzada, Sumit Mukherjee, and Ofer Zeitouni
Strongly vertex-reinforced jump process on a complete graph Olivier Raimond and Tuan-Minh Nguyen
Conformal welding for critical Liouville quantum gravity Nina Holden and Ellen Powell
The TAZRP speed process Ofer Busani, Gideon Amir, Patricia Goncalves, and James Martin
Incompressible viscous fluids in ℝ2 and SPDEs on graphs, in presence of  fast advection and non smooth noise Sandra Cerrai and Guangyu Xi
Uniform spanning forests on biased Euclidean lattices Zhan Shi, Vladas Sidoravicius, He Song, Longmin Wang, and Kainan Xiang
Testing Degree Corrections In Stochastic Block Models Rajarshi Mukherjee and Subhabrata Sen
Non-uniqueness for reflected rough differential equations Paul Gassiat
Probabilistic potential theory and induction of dynamical systems Damien Thomine and Françoise Pène
Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise Mingjie Liang, Mateusz B. Majka, and Jian Wang
Stochastic processes on surfaces in three-dimensional contact sub-Riemannian manifolds Davide Barilari, Ugo Boscain, Daniele Cannarsa, and Karen Habermann
Piecewise Deterministic Markov Processes and their invariant measure Alain Durmus, Arnaud Guillin, and Pierre Monmarché
On consistent and rate optimal estimation of the missing mass Fadhel Ayed, Marco Battiston, Federico Camerlenghi, and Stefano Favaro
Cutoff for polymer pinning dynamics in the repulsive phase Shangjie Yang
Adaptive regression with Brownian path covariate Karine Bertin and Nicolas Klutchnikoff
Asymptotics of PDE in random environment by paracontrolled calculus Tadahisa Funaki, Masato Hoshino, Sunder Sethuraman, and Bin Xie
Longest common substring for random subshifts of finite type Jerome Rousseau
Derivative martingale of the branching Brownian motion in dimension d ≥ 1 Roman Stasiński, Julien Berestycki, and Bastien Mallein
Spike and slab Polya tree posterior densities: adaptive inference Ismaël Castillo and Romain Mismer
A family of fractional diffusion equations derived from stochastic harmonic chains with long-range interactions Hayate Suda