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Papers to Appear in Subsequent Issues

The shape of multidimensional Brunet--Derrida particle systems

Nathanael Berestycki and Lee Zhuo Zhao

Can one make a laser out of cardboard?

Krzysztof Burdzy and Tvrtko Tadić

Hydrodynamic Limits and Propagation of Chaos for Interacting Random Walks in Domains

Zhen-Qing Chen and Wai-Tong (Louis) Fan

New Kolmogorov Berry-Esseen bounds for functionals of binomial point processes

Raphael Lachieze-Rey and Giovanni Peccati

The Number of Potential Winners in Bradley-Terry Model in Random Environment

Raphael Chetrite, Roland Diel, and Matthieu Lerasle

Maximally Persistent Cycles in Random Geometric Complexes

Omer Bobrowski, Matthew Kahle, and Primoz Skraba

On the Distribution of the Largest Real Eigenvalue for the Real Ginibre Ensemble

Mihail Poplavskyi, Roger P Tribe, and Oleg V Zaboronski

Portfolio optimisation beyond semimartingales: shadow prices and fractional Brownian motion

Christoph Czichowsky and Walter Schachermayer

Model-free Superhedging Duality

Marco Frittelli, Marco Maggis, and Matteo Burzoni

Exact simulation of the Wright-Fisher diffusion

Paul Anthony Jenkins and Dario Spano

Mesoscopic eigenvalue statistics of Wigner matrices

Yukun He and Antti Knowles

Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm

Alain Durmus and Eric Moulines

Minimal Spanning Trees and Stein's Method

Sourav Chatterjee and Sanchayan Sen

The shape of the one-dimensional phylogenetic likelihood function

Vu Dinh and Frederick A. Matsen IV

On the capacity functional of the infinite cluster of a Boolean model

Günter Last, Mathew David Penrose, and Sergei Zuyev

On the Robust Dynkin Game

Erhan Bayraktar and Song Yao

Extended convergence of the extremal process of branching Brownian motion

Anton Bovier and Lisa Hartung

Branching Brownian motion and Selection in the Spatial Lambda-Fleming-Viot Process

Alison Etheridge, Nic Freeman, Sarah Penington, and Daniel Straulino

The pricing of contingent claims and optimal positions in asymptotically complete markets

Michail Anthropelos, Scott Robertson, and Konstantinos Spiliopoulos

Continuous Inventory Models of Diffusion Type: Long-term Average Cost Criterion

Kurt L Helmes, Richard H Stockbridge, and Chao Zhu

One-dimensional long-range Diffusion Limited Aggregation II: the transient case

Gady Kozma

Contact processes on random regular graphs

Steven Lalley and Wei Su

Phase transition in a sequential assignment problem on graphs

Antal A. Jarai

Metastability for Glauber Dynamics on Random Graphs

Sander Dommers, Frank den Hollander, Oliver Jovanovski, and Francesca Nardi

Wright--Fisher construction of the two-parameter Poisson--Dirichlet diffusion

Cristina Costantini, Pierpaolo De Blasi, Stewart N. Ethier, Matteo Ruggiero, Dario Spanò

The Glauber dynamics of colorings on trees is rapidly mixing throughout the non-reconstruction regime

Allan Sly and Yumeng Zhang

Contagious sets in random graphs

Daniel Reichman, Uriel Feige, and Michael Krivelevich

Randomized Hamiltonian Monte Carlo

Nawaf Bou-Rabee and Jesus Maria Sanz-Serna

A Stochastic McKean--Vlasov equation for absorbing diffusions on the half-line

Sean Ledger

Fast Langevin based algorithm for MCMC in high dimensions

Konstantinos Zygalakis, Gareth Roberts, Gilles Vilmart, and Alain Durmus

Discrete Bochner inequalities via the Bochner-Bakry-Emery approach for Markov chains

Ansgar Jüngel and Wen Yue

Semi-static completeness and robust pricing by informed investors

Beatrice Acciaio and Martin Larsson

The L2-cutoffs for reversible Markov chains

Guan-Yu Chen, Jui-Ming Hsu, and Yuan-Chung Sheu

High order expansions for renewal functions and applications to ruin theory

Clément Dombry and Landy Rabehasaina

A Strong Order 1/2 Method for Multidimensional SDEs with Discontinuous Drift

Gunther Leobacher and Michaela Szölgyenyi

An application of the KMT construction to the pathwise weak error in the Euler approximation of one-dimensional diffusion process with linear diffusion coefficient

Emmanuelle Clément and Arnaud Gloter

Asymptotic Lower Bounds for Optimal Tracking: a Linear Programming Approach

Jiatu Cai, Mathieu Rosenbaum, and Peter Tankov

A Functional Limit Theorem for Limit Order Books with State Dependent Price Dynamics

Christian Bayer, Ulrich Horst, and Jinniao Qiu

Minimax Optimality in Robust Detection of a Disorder Time in Doubly Stochastic Poisson Process

Nicole El Karoui, Stéphane Loisel, and Yahia Salhi

Stochastic particle approximation of the Keller-Segel equation and two-dimensional generalization of Bessel processes

Benjamin Jourdain and Nicolas Fournier

Non-extensive condensation in reinforced branching processes

Steffen Dereich, Cecile Mailler, and Peter Morters

Asymptotically optimal control for a multiclass queueing model in the moderate deviation heavy traffic regime

Rami Atar and Asaf Cohen

Structures in supercritical scale-free percolation

Markus Heydenreich, Tim Hulshof, and Joost Jorritsma

Reinforcement learning from comparisons: Three alternatives is enough, two is not

Benoit Laslier and Jean-Francois Laslier

Asymptotic Bias of Stochastic Gradient Search

Vladislav B Tadic and Arnaud Doucet

Distance-based species tree estimation under the coalescent: information-theoretic trade-off between number of loci and sequence length

Elchanan Mossel and Sebastien Roch

Central limit Theorem for an Adaptive Randomly Reinforced Urn Model

Andrea Ghiglietti, Anand N. Vidyashankar, and William F. Rosenberger

Ergodicity of inhomogeneous Markov chains through asymptotic pseudotrajectories

Michel Benaïm, Florian Bouguet, and Bertrand Cloez

Universality in marginally relevant disordered systems

Francesco Caravenna, Rongfeng Sun, and Nikos Zygouras

Finite System Scheme for Mutually Catalytic Branching with infinite branching rate

Achim Klenke, Leif Döring, and Leonid Mytnik

Reflected BSDEs when the obstacle is not right-continuous and optimal stopping

Miryana Grigorova, Peter Imkeller, Elias Offen, Youssef Ouknine, and Marie-Claire Quenez

Ballistic and sub-ballistic motion of interfaces in a field of random obstacles

Patrick W. Dondl and Michael Scheutzow

A Mean-field Stochastic Control Problem with Partial Observations

Rainer Buckdahn, Juan Li, and Jin Ma

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

Erratum: First passage percolation on random graphs with finite mean degrees. Ann. Appl. Probab. 20(5): 1907--1965, (2010)

Remco van der Hofstad, Shankar Bhamidi, and Gerard Hooghiemstra

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
 
   
 
 

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