The shape of multidimensional BrunetDerrida particle systems 
Nathanael Berestycki and Lee Zhuo Zhao

Glassy phase and freezing of logcorrelated Gaussian potentials 
Thomas Madaule, Rémi Rhodes, and Vincent Vargas

The maximum maximum of a martingale with given n marginals 
Pierre HenryLabordere, 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 Levydriven 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 JeanFrançois 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 CramerLundberg 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

HighFrequency Asymptotics for LipschitzKilling 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 halfflat initial data 
Janosch Ortmann, Jeremy Quastel, and Daniel Remenik

The Symplectic Geometry of Closed Equilateral Random Walks in 3Space 
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, quasistationary, 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 seedbank models 
Jochen Blath, Adrian Gon'alez Casanova, Noemi Kurt, and Maite WilkeBerenguer

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

Multilevel 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 2coloring 
Victor Bapst, Amin CojaOghlan, 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 
JeanFrançois 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 TailDependence Compatibility 
Paul Embrechts, Marius Hofert, and Ruodu Wang

Beyond Universality in Random Matrix Theory 
Alice Guionnet, Alan Edelman, and Sandrine Péché

Superreplication 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 nonindexable restless bandits 
I.M. Verloop

Markovian Nash equilibrium in financial markets with asymmetric information and related forwardbackward 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

BeardwoodHaltonHammersley 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 qHahn asymmetric exclusion process 
Guillaume Barraquand and Ivan Corwin

The maximizing set of the asymptotic normalized loglikelihood 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 discretetime and continuoustime Markov chains 
Chen Jia, Daquan Jiang, and Minping Qian

Strongly reinforced P olya urns with graphbased 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 firstpassage percolation on the ncube 
Anders Olle Martinsson

Secondorder Markov random fields for independent sets on the infinite Cayley tree 
David Alan Goldberg

Selfsimilar 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 onesided errors with applications to limit order books 
Markus Reiß, Moritz Jirak, and Markus Bibinger

Shortest path through random points 
Sung Jin Hwang, Steven B. Damelin, and Alfred O. Hero
