Papers to Appear in Subsequent Issues

A shape theorem for the scaling limit of the IPDSAW at criticality Philippe Carmona and Nicolas Pétrélis
Exponential random graphs behave like mixtures of stochastic block models Ronen Eldan and Renan Gross
On the asymptotic optimality of the comb strategy for prediction with expert advice Erhan Bayraktar, Ibrahim Ekren, and Yili Zhang
Markov selection for the stochastic compressible Navier–Stokes system Dominic Breit, Eduard Feireisl, and Martina Hofmanova
Stochastic Methods for the Neutron  Transport Equation I: Linear Semigroup asymptotics Andreas Kyprianou, Emma Horton, and Denis Villemonais
A second order analysis of McKean-Vlasov semigroups Pierre Del Moral and Marc Arnaudon
Utility maximization via decoupling fields Alexander Fromm and Peter Imkeller
Sample-path large deviations for Levy processes and random walks with Weibull increments Mihail Bazhba, Jose Blanchet, Chang-Han Rhee, and Bert Zwart
From Tick Data to Semimartingales Yacine Ait-Sahalia and Jean Jacod
Applications of mesoscopic CLTs in Random Matrix Theory Benjamin Landon and Philippe Sosoe
How fragile are information cascades? Yuval Peres, Miklos Z. Racz, Allan Sly, and Izabella Stuhl
Stochastic Methods for the Neutron Transport Equation II: Almost sure growth Andreas Kyprianou, Emma Horton, and Simon Colin Harris
Bulk eigenvalue fluctuations of sparse random matrices Yukun He
Extinction time for the weaker of two competing SIS epidemics Fabio Lopes and Malwina Luczak
Modelling information flow in stochastic optimal control: How Meyer-$\sigma$-fields settle the clash between exogenous and endogenous jumps Peter Bank and David Besslich
Splitting algorithms for rare event simulation over long time intervals Anne Buijsrogge, Paul Dupuis, and Michael Snarski
Homogeneous mappings of regularly varying vectors Piotr Dyszewski and Thomas Mikosch
Optimal subgraph structures in scale-free configuration models Remco van der Hofstad, Johan S. H. van Leeuwaarden, and Clara Stegehuis
Nonparametric Estimation for Linear SPDES From Local Measurements Randolf Altmeyer and Markus Reiß
Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions Yaozhong Hu, Yanghui Liu, and David Nualart
The interchange process on high-dimensional products Jonathan Hermon and Justin Salez
The Slow Bond Random Walk and the  Snapping Out Brownian Motion Dirk Erhard, Tertuliano Franco, and Diogo S. da Silva
The random connection model and functions of edge-marked Poisson processes: second order properties and normal approximation Günter Last, Franz Nestmann, and Matthias Schulte
The Majority Vote Process and other Consensus Processes on Trees Maury Bramson and Lawrence F. Gray
Absence of Warm Percolation in the Very Strong Reinforcement Regime Christian Hirsch, Mark Holmes, and Victor Kleptsyn
Polluted Bootstrap Percolation in Three Dimensions Janko Gravner, Alexander E. Holroyd, and David Sivakoff
Cramer-type Moderate Deviation Theorems for Nonnormal Approximation Qi-Man Shao, Mengchen Zhang, and Zhuo-Song Zhang
Fluctuations of the arctic curve in the tilings of the Aztec diamond on restricted domains Patrik L. Ferrari and Balint Veto
GUE x GUE limit law at hard shocks in ASEP Peter Nejjar
Band-limited mimicry of point processes by point processes supported on a lattice Brad Rodgers and Jeffrey C. Lagarias
Optimal corrector estimates on percolation clusters Paul Dario
A new McKean-Vlasov stochastic interpretation of the  parabolic-parabolic Keller-Segel model: The two-dimensional case Milica Tomasevic
Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients: Closed-Loop Representation of Open-Loop Optimal Controls Jiongmin Yong, Jingrui Sun, and Jie Xiong
Stochastic analysis of emergence of evolutionary cyclic behavior in population dynamics with transfer Nicolas Champagnat, Sylvie Méléard, and Viet Chi Tran
Point process convergence for the off-diagonal entries of sample covariance matrices Johannes Heiny, Thomas Mikosch, and Jorge Yslas Altamirano
Periodicity induced by noise and interaction in the kinetic mean-field FitzHugh-Nagumo model Eric Luçon and Christophe Poquet
Long exit times near a repelling equilibrium Yuri Bakhtin and Hong-Bin Chen
Stein’s method for the Poisson-Dirichlet distribution and the Ewens Sampling Formula, with applications to  Wright-Fisher models Han L Gan and Nathan F Ross
Cutoff for the Square Plaquette Model on a Critical Length Scale Paul Chleboun and Aaron Smith
Regeneration-enriched Markov processes with application to Monte Carlo Andi Q Wang, Murray Pollock, Gareth O Roberts, and David Steinsaltz
On a rough perturbation of the Navier-Stokes system and its vorticity formulation Torstein Nilssen, James-Michael Leahy, and Martina Hofmanova
A Characterization of Martingale-Equivalent Mixed Compound Poisson Processes Demetrios P. Lyberopoulos, and Nikolaos D. Macheras
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling Viacheslav Natarovskii, Daniel Rudolf, and Björn Sprungk
Chromosome Painting: how recombination mixes ancestral colors Amaury Lambert, Verónica Miró Pina, and Emmanuel Schertzer
Gambler’s ruin estimates on finite inner uniform domains Persi Diaconis, Kelsey Houston-Edwards, and Laurent Saloff-Coste
Precise asymptotics: robust stochastic volatility models Peter Friz, Paul Gassia, and Paolo Pigato
Induced Idleness Leads to Deterministic Heavy Traffic Limits for Queue-Based Random-Access Algorithms Eyal Castiel, Sem Borst, Laurent Miclo, Florian Simatos, and Phil Whiting
Preferential attachment without vertex growth: emergence of the giant component Svante Janson and Lutz Warnke
Variance Estimation in Adaptive Sequential Monte Carlo Qiming Du and Arnaud Guyader
Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities Jure Vogrinc and Wilfird Stephen Kendall
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence Rami Atar, Amarjit Budhiraja, Paul Dupuis, and Ruoyu Wu
Antithetic multilevel particle system sampling method for McKean-Vlasov SDEs Lukasz Szpruch and Alvi Tse
‘Regression anytime’ with brute-force SVD truncation Christian Bender and Nikolaus Schweizer
Random Conductance Models with Stable-like Jumps: Quenched Invariance Principle Xin Chen, Takashi Kumagai, and Jian Wang
Path Dependent Optimal Transport and Model Calibration on Exotic Derivatives Ivan Guo and Gregoire Loeper
Statistical inference for Bures-Wasserstein barycenters Alexey Kroshnin, Vladimir Spokoiny, and Alexandra Suvorikova
Diffusion-approximation for a kinetic equation with perturbed velocity redistribution process Nils Caillerie and Julien Vovelle
Conservative stochastic 2-dimensional Cahn-Hilliard equation Huanyu Yang, Michael Roeckner, and Rongchan Zhu
Semimartingales and Shrinkage of Filtration Tomasz Bielecki, Jacek Jakubowski, Monique Jeanblanc, and Mariusz Nieweglowski
Corrigendum for “Second-order reflected backward stochastic differential equations” and “Second-order BSDEs with general reflection and game options under uncertainty” Anis Matoussi, Dylan Possamai, and Chao Zhou