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Papers to Appear in Subsequent Issues

The shape of multidimensional Brunet--Derrida particle systems

Nathanael Berestycki and Lee Zhuo Zhao

Asymptotic Bias of Stochastic Gradient Search

Vladislav B Tadic and Arnaud Doucet

Unbiased simulation of stochastic differential equations

Pierre Henry-Labordère, Xiaolu TAN, and Nizar Touzi

On Dynamic Deviation Measures and Continuous-Time Portfolio Optimisation

Mitja Stadje and Martijn Pistorius

On the Instability of Matching Queues

Pascal Moyal and Ohad Perry

Dynamic Approaches for Some Time Inconsistent Optimization Problems

Chandrasekhar Karnam, Jin Ma, and Jianfeng Zhang

General Edgeworth expansions with applications to profiles of random trees

Zakhar Kabluchko, Alexander Marynych, and Henning Sulzbach

The dividend problem with a finite horizon

Tiziano De Angelis and Erik Ekstrom

Large deviations for the exclusion process with a slow bond

Tertuliano Franco and Adriana Neumann

Optimal Dividend and Investment Problems under Sparre Andersen Model

Lihua Bai, Jin Ma, and Xiaojing Xing

Mixing times of random walks on dynamic configuration models

Luca Avena, Hakan Guldas, Remco van der Hofstad, and Frank den Hollander

Optimal control of branching diffusion processes: a finite horizon problem

Julien Claisse

Improved Fréchet-Hoeffding bounds on d-copulas and applications in model-free finance

Thibaut Lux and Antonis Papapantoleon

Asymptotic Lyapunov exponents for large random matrices

Hoi H. Nguyen

Robust bounds in multivariate extremes

Sebastian Engelke and Jevgenijs Ivanovs

Financial Markets with a Large Trader

Tilmann Bluemmel and Thorsten Rheinlaender

Synchronization of Reinforced Stochastic Processes with a Network-based Interaction

Giacomo Aletti, Irene Crimaldi, and Andrea Ghiglietti

Change Point Detection in Network Models: Preferential Attachment and Long Range Dependence

Shankar Bhamidi, Jimmy Jin, and Andrew Nobel

The Widom-Rowlinson model under spin flip: Immediate loss and sharp recovery of quasilocality

Christof Kuelske and Benedikt Jahnel

On directional derivatives of Skorokhod maps in convex polyhedral domains

David Lipshutz and Kavita Ramanan

Ergodic Theory for Controlled Markov Chains with Stationary Inputs

Sean Peter Meyn, Ana Busic, and Yue Chen

Nash equilibria of threshold type for two-player nonzero-sum games of stopping

Tiziano De Angelis, Giorgio Ferrari, and John Moriarty

Local inhomogeneous circular law

Johannes Alt, Laszlo Erdos, and Torben Krüger

Diffusion Approximations for Controlled Weakly Interacting Large Finite State Systems with Simultaneous Jumps

Amarjit Budhiraja and Eric Friedlander

On the Unique Crossing Conjecture of Diaconis and Perlman on Convolutions of Gamma Random Variables

Yaming Yu

Duality and fixation for Ξ-Wright-Fisher processes with frequency-dependent selection

Adrian Gonzalez Casanova and Dario Spanò

Combinatorial Levy processes

Harry Crane

Eigenvalue vs perimeter in a shape theorem for self-interacting random walks

Marek Biskup and Eviatar Procaccia

Volatility and arbitrage

Johannes Ruf, E. Robert Fernholz, and Ioannis Karatzas

A Skorokhod Map on Measure-Valued Paths with Applications to Priority Queues

Rami Atar, Anup Biswas, Haya Kaspi, and Kavita Ramanan

BSDEs with mean reflection

Philippe Briand, Romuald Elie, and Ying Hu

Limit Theorems for Integrated Local Empirical Characteristic Exponents from Noisy High-Frequency Data with Application to Volatility and Jump Activity Estimation

Jean Jacod and Viktor Todorov

Disorder and wetting transition: the pinned harmonic crystal in dimension three or larger

Giambattista Giacomin and Hubert Lacoin

Consistency of modularity clustering on random geometric graphs

Erik Davis and Sunder Sethuraman

Law of large numbers for the largest component in a hyperbolic model of complex networks

Nikolaos Fountoulakis and Tobias Müller

Critical parameter of random loop model on trees

Jakob E. Björnberg and Daniel Ueltschi

Spatial Gibbs random graphs

Jean-Christophe Mourrat and Daniel Valesin

On the stability and the uniform propagation of chaos properties of Ensemble Kalman-Bucy filters

Pierre Del Moral and Julian Tugaut

A Large Scale Analysis of Unreliable Stochastic Networks

Mohammadreza Aghajani, Philippe Robert, and Wen Sun

Reflected Backward Stochastic Differential Equations with Resistance

Zhongmin Qian and Mingyu Xu

Zooming in on a Lévy process at its supremum

Jevgenijs Ivanovs

Order statistics of vectors with dependent coordinates, and the Karhunen--Loeve basis

Alexander E. Litvak and Konstantin Tikhomirov

Beating the Omega Clock: An Optimal Stopping Problem with Random Time-Horizon Under Spectrally Negative Lévy Models

Neofytos Rodosthenous and Hongzhong Zhang

Spectral Gap of Random Hyperbolic Graphs and Related Parameters

Marcos Kiwi and Dieter Mitsche

A phase transition regarding the evolution of bootstrap processes in inhomogeneous random graphs

Nikolaos Fountoulakis, Mihyun Kang, Christoph Koch, and Tamás Makai

Thresholds for contagious sets in random graphs

Brett Kolesnik and Omer Angel

The sample size required in importance sampling

Sourav Chatterjee and Persi Diaconis

Uniqueness and propagation of chaos for the Boltzmann equation with moderately soft potentials

Liping Xu

A Random Matrix Approach to Neural Networks

Cosme Louart, Zhenyu Liao, and Romain Couillet

Phase Transitions in the One-dimensional Coulomb Gas Ensembles

Tatiana S. Turova

Weakly Harmonic Oscillators Perturbed by a Conservative Noise

Cedric Bernardin, Patricia Goncalves, and Milton Jara

Disorder chaos in some diluted spin glass models

Wei-Kuo Chen and Dmitry Panchenko

A Liouville theorem for elliptic systems with degenerate ergodic coefficients

Benjamin Fehrman, Peter Bella, and Felix Otto

A characterization of product-form exchangeable feature probability functions

Marco Battiston, Stefano Favaro, Daniel M. Roy, and Yee Whye Teh

Stochastic coagulation-fragmentation processes with a finite number of particles and applications

Nathanael Hoze and David Holcman

Random cluster dynamics for the Ising model is rapidly mixing

Heng Guo and Mark Jerrum

Rigorous results for the Stigler-Luckock model for the evolution of an order book

Jan M. Swart

Max κ-CUT and the inhomogeneous Potts spin glass

Aukosh Jagannath, Justin Ko, and Subhabrata Sen

Limit distributions for KPZ growth models with spatially homogeneous random initial conditions

Sunil Chhita, Patrik L. Ferrari, and Herbert Spohn

Border aggregation model

Stanislav Volkov and Debleena Thacker

Backward SDEs for optimal control of partially observed path-dependent stochastic systems: a control randomization approach

Elena Bandini, Andrea Cosso, Marco Fuhrman, and Huyên Pham

A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices

Xiucai Ding, and Fan Yang

Distances in the directed configuration model

Mariana Olvera-Cravioto and Pim van der Hoorn

Ordered and size-biased frequencies in GEM and Gibbs models for species sampling

Jim Pitman and Yuri Yakubovich

Large deviations theory for Markov jump models of chemical reaction networks

Andrea Agazzi, Amir Dembo, and Jean-Pierre Eckmann

Cluster size distributions of extreme values for the Poisson-Voronoi tessellation

Nicolas Chenavier and Christian Robert

Multiple-Priors Optimal Investment in Discrete Time for Unbounded Utility Function

Blanchard Romain and Carassus Laurence

Coexistence and extinction for stochastic Kolmogorov systems

Alexandru Hening and Dang H Nguyen

Initial-Boundary Value Problem for the heat equation - A stochastic algorithm

Samuel Herrmann and Madalina Deaconu

Rate Control under Heavy Traffic with Strategic Servers

Erhan Bayraktar, Amarjit Budhiraja, and Asaf Cohen

Limiting behavior of 3-color excitable media on arbitrary graphs

Janko Gravner, Hanbaek Lyu, and David Sivakoff

The Length of the Longest Common Subsequence of Two Independent Mallows Permutations

Ke Jin

Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients

Daniel Conus, Arnulf Jentzen, and Ryan Kurniawan

Mutations on a Random Binary Tree with Measured Boundary

Jean-Jil Duchamps and Amaury Lambert

N-player games and mean field games with absorption

Luciano Campi and Markus Fischer

Hypoelliptic stochastic FitzHugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate

José R Leòn and Adeline Samson

Thresholds for Detecting an Anomalous Path from Noisy Environments

Shirshendu Chatterjee and Ofer Zeitouni

Exceptional times of the critical dynamical Erdős-Rényi graph

Matthew Roberts and Bati Sengul

Which ergodic averages have finite asymptotic variance?

George Deligiannidis and Anthony Lee

A stochastic Stefan-type problem under first order boundary conditions

Marvin S. Mueller

Stochastic approximation of Quasi-Stationary Distributions on compact spaces and Applications

Michel Benaïm, Bertrand Cloez, and Fabien Panloup

Glivenko--Cantelli Theory, Ornstein--Weiss quasi-tilings, and uniform Ergodic Theorems for distribution-valued fields over amenable groups

Christoph Schumacher, Fabian Schwarzenberger, and Ivan Veselic

Determinant of Sample Correlation Matrix with Application

Tiefeng Jiang

Polynomial jump-diffusions on the unit simplex

Martin Larsson, Christa Cuchiero, and Sara Svaluto-Ferro

Weighted Multilevel Langevin Simulation of Invariant Measures

Gilles Pagès and Fabien Panloup

Rapid Mixing of Geodesic Walks on Manifolds with Positive Curvature

Oren Mangoubi and Aaron Smith

Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth

Arnaud Lionnet, Gonçalo dos Reis, and Lukasz Szpruch

Option pricing with linear market impact and non-linear Black-Scholes equations

Gregoire Loeper

Change-point detection for Levy processes

Jose E. Figueroa-Lopez, and Sveinn Olafsson

The gradient condition and the contribution of the dynamical part of Green-Kubo formula to the diffusion coefficient

Makiko Sasada

Uniform control of local times of spectrally positive stable processes

Noah Forman, Soumik Pal, Douglas Rizzolo, and Matthias Winkel

Limit theorems for persistence diagrams

Khanh Duy Trinh, Yasuaki Hiraoka, and Tomoyuki Shirai

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