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Papers to Appear in Subsequent Issues

On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic

Christophe Andrieu, Vladislav Tadic, and Matti Vihola

Optimal Queue-Size Scaling in Switched Networks

Devavrat Shah, Neil Walton, and Yuan Zhong

Long runs under a conditional limit distribution

Michel Broniatowski and Virgile Caron

On the stochastic behaviour of optional processes up to random times

Constantinos Kardaras

Cutting down trees with a Markov chainsaw

Louigi Addario-Berry, Nicolas Broutin, and Cecilia Holmgren

Quickest Detection of a Hidden Target and Extremal Surfaces

Goran Peskir

First order global asymptotics for confined particles with singular pair repulsion

Djalil Chafaï, Nathaël Gozlan, and Pierre-André Zitt

Belief propagation for optimal edge-cover in the random complete graph

Mustafa Khandwawala and Rajesh Sundaresan

Spectral Gaps for a Metropolis-Hastings Algorithm in Infinite Dimensions

Andrew Mark Stuart, Martin Hairer, and Sebastian Josef Vollmer

Limit theorems for non-degenerate U-statistics of continuous semimartingales

Mark Podolskij, Christian Schmidt, and Johanna F. Ziegel

Diffusion Models and steady-state approximations for exponentially ergodic Markovian queues

Itai Gurvich

The component sizes of a critical random graph with pre-described degree sequence

Adrien Joseph

A zero-sum game between a singular stochastic controller and a discretionary stopper

Daniel Hernandez-Hernandez, Robert Simon, and Mihail Zervos

A class of nonergodic interacting particle systems with unique invariant measure

Christof Kuelske and Benedikt Jahnel

Supercritical percolation on large scale-free random trees

Jean Bertoin and Geronimo Uribe Bravo

Spatial Moran Models I. Stochastic tunneling in the neutral case

Rick Durrett

Regularity conditions in the realisability problem with applications to point processes and random closed sets

Raphael Lachieze-Rey and Ilya Molchanov

On an Integral Equation for the Free-Boundary of Stochastic, Irreversible Investment Problems

Giorgio Ferrari

Surface order scaling in stochastic geometry

Joseph E Yukich

Central Limit Theorem for the Multilevel Monte Carlo Euler Method

Ahmed Kebaier and Mohamed Ben Alaya

A family of density expansions for Lévy-type processes with default

Matthew Lorig, Stefano Pagliarani, and Andrea Pascucci

Interacting growth processes and invariant percolation

Sebastian Mueller

Bootstrap Percolation on the Hamming Torus

Janko Gravner, Christopher Hoffman, James Pfeiffer, and David Sivakoff

A PTAS for Computing the Supremum of Gaussian Processes

Raghu Meka

Resource Dependent Branching Processes and the Envelope of Societies

F. Thomas Bruss and Mitia Duerinckx

Limiting geodesics for first-passage percolation on subsets of Z^2

Michael Damron, Antonio Auffinger, and Jack Hanson

Viral Processes by Random Walks on Random Regular Graphs

Mohammed Abdullah, Colin Cooper, and Moez Draief

Necessary Condition for Null Controllability in Many-Server Heavy Traffic

Gennady Shaikhet

Central limit theorems for an Indian buffet model with random weights

Patrizia Berti, Irene Crimaldi, Luca Pratelli, and Pietro Rigo

Large Deviations for Markovian Nonlinear Hawkes Processes

Lingjiong Zhu

A generalized backwards scheme for solving non-monotonic stochastic recursions

Pascal Moyal

Limit theorems for nearly unstable Hawkes processes

Thibault Jaisson and Mathieu Rosenbaum

Spatial Preferential Attachment Networks: Power Laws and Clustering Coefficients

Peter Morters and Emmanuel Jacob

On the Expected Total Number of Infections for Virus Spread on a Finite Network

Antar Bandyopadhyay and Farkhondeh Sajadi

Limit theorems for Smoluchowski dynamics associated with critical continuous-state branching processes

Nicholas Leger, Robert L. Pego, and Gautam Iyer

Exponential Moments of Affine Processes

Martin Keller-Ressel and Eberhard Mayerhofer

Universality in Polytope Phase Transitions and Message Passing Algorithms

Mohsen Bayati, Marc Lelarge, and Andrea Montanari

Arbitrage and Duality in Nondominated Discrete-Time Models

Bruno Bouchard and Marcel Nutz

Finiteness of entropy for the homogeneous Boltzmann equation with measure initial condition

Nicolas Fournier

Gibbs measures on permutations over one-dimensional discrete point sets

Marek Biskup and Thomas Richthammer

Large deviations for cluster size distributions in a continuous classical many-body system

Wolfgang Koenig, Sabine Jansen, and Bernd Metzger

Approximation algorithms for the normalizing constant of Gibbs distributions

Mark Huber

A Decreasing Step Method for Strongly Oscillating Stochastic Models

Camilo Andres Garcia Trillos

Tracer diffusion at low temperature in kinetically constrained models

Oriane Blondel

Evolutionary games on the lattice: payoffs affecting birth and death rates

Nicolas Lanchier

Multidimensional sticky Brownian motions as limits of exclusion processes

Miklos Z. Racz and Mykhaylo Shkolnikov

A probabilistic weak formulation of mean field games and applications

Rene Carmona and Daniel Lacker

Asymptotic domino statistics in the Aztec diamond

Sunil Chhita, Kurt Johansson, and Benjamin Young

Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms

Christophe Andrieu and Matti Vihola

Balanced routing of random calls

Malwina Luczak and Colin McDiarmid

The internal branch lengths of the Kingman coalescent

Iulia Dahmer and Götz Kersting

Scaling Limit for Brownian Motions with One-sided Collisions

Thomas Weiss, Patrik Lino Ferrari, and Herbert Spohn

Utility Maximization with Addictive Consumption Habit Formation in Incomplete Semimartingale Markets

Xiang Yu

Distribution-valued heavy traffic limits for the G/GI/Infinity Queue

Joshua E Reed and Rishi Talreja

A quickest detection problem with an observation cost

Robert C. Dalang and Albert N. Shiryaev

Strong renewal theorems with infinite mean beyond local large deviations

Zhiyi Chi

A Monotone Scheme for High Dimensional Fully Nonlinear PDEs

Jianfeng Zhang, Wenjie Guo, and Jia Zhuo

Mixing Time of Metropolis Chain Based on Random Transposition Walk Converging to Multivariate Ewens Distribution

Yunjiang Jiang

A particle system with cooperative branching and coalescence

Anja Sturm and Jan M. Swart

Random Lattice Triangulations: Structure and Algorithms

Pietro Caputo, Fabio Martinelli, Alexandre Stauffer, and Alistair Sinclair

The Diameter of Weighted Random Graphs

Hamed Amini and Marc Lelarge

On meteors, earthworms and WIMPs

Sara Billey, Krzysztof Burdzy, Soumik Pal, and Bruce E. Sagan

Degree distribution of shortest path trees and bias of network sampling algorithms

Shankar Bhamidi, Jesse Goodman, Remco van der Hofstad, and Julia Komjathy

Strict local martingales and bubbles

Constantinos Kardaras, Doerte Kreher, and Ashkan Nikeghbali

On Gerber-Shiu functions and optimal dividend distribution for a Levy risk-process in the presence of a penalty function

Florin Avram, Zbigniew Palmowski, and Martijn Roger Pistorius

Title: Critical population and error threshold on the sharp peak landscape for the Wright--Fisher model

Cerf Raphael

Branching random walks and multi-type contact-processes on the percolation cluster of Zd

Daniela Bertacchi and Fabio Zucca

Jigsaw percolation: What social networks can collaboratively solve a puzzle?

Charles D. Brummitt, Shirshendu Chatterjee, Partha S. Dey, and David Sivakoff

An integral equation for Root's barrier and the generation of Brownian increments

Paul Gassiat, Aleksandar Mijatovic, and Harald Oberhauser

Hedging, arbitrage, and optimality with superlinear frictions

Paolo Guasoni and Miklos Rasonyi

Global solvability of a networked integrate-and-fire model of McKean-Vlasov type

François Delarue, James Inglis, Sylvain Rubenthaler, and Etienne Tanré

Randomized and backward SDE representation for optimal control of non-Markovian SDEs

Marco Fuhrman and Huyên Pham

On Wellposedness of Forward-Backward SDEs --- A Unified Approach

Jin Ma, Zhen Wu, Detao Zhang, and Jianfeng Zhang

The vertex-cut-tree of Galton-Watson trees converging to a stable tree

Daphné Dieuleveut

Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit

Benjamin Jourdain, Tony Lelievre, and Blazej Miasojedow

Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps

Idriss Kharroubi, Nicolas Langrene, and Huyên Pham

Limit shapes for growing extreme characters of U(∞)

Alexei Borodin, Alexey Bufetov, and Grigori Olshanski

Explicit solution of an inverse first-passage time problem for Levy processes and counterparty credit risk

Mark H. A. Davis and Martijn R Pistorius

Space-Time Percolation and Detection by Mobile Nodes

Alexandre Stauffer

Twitter Event Networks and the Superstar Model

Shankar Bhamidi, John Michael Steele, and Tauhid Zaman

Optimal Stopping under Adverse Nonlinear Expectation and Related Games

Marcel Nutz and Jianfeng Zhang

Weak approximation of second order BSDEs

Dylan Possamai and Xiaolu Tan

Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs

Arnaud Lionnet, Goncalo dos Reis, and Lukasz Szpruch

A Stochastic Analysis of Resource Sharing with Logarithmic Weights

Philippe Robert and Amandine Veber

Shadow Price in The Power Utility Case

Vilmos Prokaj and Attila Herczegh

A model for a large investor trading at market indifference prices. II: continuous-time case

Dmitry Kramkov and Peter Bank
 
   
 
 

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