## Content

### 2018, Volume 128, Issue 8

**2489-2537 Discretizing Malliavin calculus***by*Bender, Christian & Parczewski, Peter**2538-2556 Equivalent martingale measures for Lévy-driven moving averages and related processes***by*Basse-O’Connor, Andreas & Nielsen, Mikkel Slot & Pedersen, Jan**2557-2580 Weak order in averaging principle for stochastic wave equation with a fast oscillation***by*Fu, Hongbo & Wan, Li & Liu, Jicheng & Liu, Xianming**2581-2604 Large deviations for the empirical measure of a diffusion via weak convergence methods***by*Dupuis, Paul & Lipshutz, David**2605-2641 Random-field solutions to linear hyperbolic stochastic partial differential equations with variable coefficients***by*Ascanelli, Alessia & Süß, André**2642-2687 Time inhomogeneous Stochastic Differential Equations involving the local time of the unknown process, and associated parabolic operators***by*Étoré, Pierre & Martinez, Miguel**2688-2709 Asymptotical properties of distributions of isotropic Lévy processes***by*Kim, Panki & Mimica, Ante**2710-2749 Optimal control for two-dimensional stochastic second grade fluids***by*Chemetov, Nikolai & Cipriano, Fernanda**2750-2778 A one-dimensional version of the random interlacements***by*Camargo, Darcy & Popov, Serguei**2779-2815 Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices***by*Heiny, Johannes & Mikosch, Thomas**2816-2855 Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage***by*Steland, Ansgar & von Sachs, Rainer

### 2018, Volume 128, Issue 7

**2153-2178 Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications***by*Gairing, Jan & Högele, Michael & Kosenkova, Tetiana**2179-2227 Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales***by*Ganguly, Arnab**2228-2269 The enhanced Sanov theorem and propagation of chaos***by*Deuschel, Jean-Dominique & Friz, Peter K. & Maurelli, Mario & Slowik, Martin**2270-2296 Law of large numbers for the many-server earliest-deadline-first queue***by*Atar, Rami & Biswas, Anup & Kaspi, Haya**2297-2324 Asymptotic behaviour of high Gaussian minima***by*Chakrabarty, Arijit & Samorodnitsky, Gennady**2325-2340 Spread of a catalytic branching random walk on a multidimensional lattice***by*Bulinskaya, Ekaterina Vl.**2341-2366 Branching random walk with trapping zones***by*Biard, Romain & Mallein, Bastien & Rabehasaina, Landy**2367-2403 Homogenization of dissipative, noisy, Hamiltonian dynamics***by*Birrell, Jeremiah & Wehr, Jan**2404-2426 Lévy area with a drift as a renormalization limit of Markov chains on periodic graphs***by*Lopusanschi, Olga & Simon, Damien**2427-2447 Fractional diffusion-type equations with exponential and logarithmic differential operators***by*Beghin, Luisa**2448-2462 On the local times of stationary processes with conditional local limit theorems***by*Denker, Manfred & Zheng, Xiaofei**2463-2488 Weak atomic convergence of finite voter models toward Fleming–Viot processes***by*Chen, Yu-Ting & Cox, J. Theodore

### 2018, Volume 128, Issue 6

**1797-1829 Absolute continuity of the invariant measure in piecewise deterministic Markov Processes having degenerate jumps***by*Löcherbach, E.**1830-1848 Estimation error for occupation time functionals of stationary Markov processes***by*Altmeyer, Randolf & Chorowski, Jakub**1849-1856 A sharp bound on the expected number of upcrossings of an L2-bounded Martingale***by*Gilat, David & Meilijson, Isaac & Sacerdote, Laura**1857-1888 Systems of stochastic Poisson equations: Hitting probabilities***by*Sanz-Solé, Marta & Viles, Noèlia**1889-1928 Asymptotics for the normalized error of the Ninomiya–Victoir scheme***by*Al Gerbi, A. & Jourdain, B. & Clément, E.**1929-1957 Parametric inference for discrete observations of diffusion processes with mixed effects***by*Delattre, Maud & Genon-Catalot, Valentine & Larédo, Catherine**1958-1987 Estimating spot volatility in the presence of infinite variation jumps***by*Liu, Qiang & Liu, Yiqi & Liu, Zhi**1988-2006 The relation between quenched and annealed Lyapunov exponents in random potential on trees***by*Wiegel, Gundelinde Maria**2007-2059 Exact asymptotics in eigenproblems for fractional Brownian covariance operators***by*Chigansky, Pavel & Kleptsyna, Marina**2060-2082 Limit theory for the empirical extremogram of random fields***by*Buhl, Sven & Klüppelberg, Claudia**2083-2130 Quadratic–exponential growth BSDEs with jumps and their Malliavin’s differentiability***by*Fujii, Masaaki & Takahashi, Akihiko**2131-2151 Stochastic porous media equation on general measure spaces with increasing Lipschitz nonlinearities***by*Röckner, Michael & Wu, Weina & Xie, Yingchao

### 2018, Volume 128, Issue 5

**1439-1465 Limit theorems for Hilbert space-valued linear processes under long range dependence***by*Düker, Marie-Christine**1466-1484 Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability***by*Sato, Ryosuke & Miyabe, Kenshi & Takemura, Akimichi**1485-1524 Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions***by*Arapostathis, Ari & Biswas, Anup**1525-1557 Favorite sites of randomly biased walks on a supercritical Galton–Watson tree***by*Chen, Dayue & de Raphélis, Loïc & Hu, Yueyun**1558-1589 Metastability for small random perturbations of a PDE with blow-up***by*Groisman, Pablo & Saglietti, Santiago & Saintier, Nicolas**1590-1614 Latent voter model on locally tree-like random graphs***by*Huo, Ran & Durrett, Rick**1615-1634 Products of random variables and the first digit phenomenon***by*Chenavier, Nicolas & Massé, Bruno & Schneider, Dominique**1635-1651 Covariance of stochastic integrals with respect to fractional Brownian motion***by*Maayan, Yohaï & Mayer-Wolf, Eddy**1652-1677 Convex integral functionals of regular processes***by*Pennanen, Teemu & Perkkiö, Ari-Pekka**1678-1710 Lower bounds for moments of global scores of pairwise Markov chains***by*Lember, Jüri & Matzinger, Heinrich & Sova, Joonas & Zucca, Fabio**1711-1749 Itô’s calculus under sublinear expectations via regularity of PDEs and rough paths***by*Guo, Xin & Pan, Chen**1750-1771 Persistence probabilities for stationary increment processes***by*Aurzada, Frank & Guillotin-Plantard, Nadine & Pène, Françoise**1772-1796 Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion***by*Wang, Ran & Xu, Lihu

### 2018, Volume 128, Issue 4

**1073-1094 Convergence results for a class of time-varying simulated annealing algorithms***by*Gerber, Mathieu & Bornn, Luke**1095-1113 On optimal investment with processes of long or negative memory***by*Chau, Huy N. & Rásonyi, Miklós**1114-1134 Monotonicity preserving transformations of MOT and SEP***by*Huesmann, Martin & Stebegg, Florian**1135-1164 Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations***by*Barczy, Mátyás & Ben Alaya, Mohamed & Kebaier, Ahmed & Pap, Gyula**1165-1207 Self-duality and shock dynamics in the n-species priority ASEP***by*Belitsky, V. & Schütz, G.M.**1208-1237 Bounds to the normal for proximity region graphs***by*Goldstein, Larry & Johnson, Tobias & Lachièze-Rey, Raphaël**1238-1293 Paracontrolled calculus and Funaki–Quastel approximation for the KPZ equation***by*Hoshino, Masato**1294-1315 Strong local nondeterminism and exact modulus of continuity for spherical Gaussian fields***by*Lan, Xiaohong & Marinucci, Domenico & Xiao, Yimin**1316-1332 On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes***by*Korshunov, Dmitry**1333-1346 On the normal approximation for random fields via martingale methods***by*Peligrad, Magda & Zhang, Na**1347-1385 On the Komlós, Major and Tusnády strong approximation for some classes of random iterates***by*Cuny, Christophe & Dedecker, Jérôme & Merlevède, Florence**1386-1404 A characterization of Wishart processes and Wishart distributions***by*Graczyk, Piotr & Małecki, Jacek & Mayerhofer, Eberhard**1405-1437 Irreducible recurrence, ergodicity, and extremality of invariant measures for resolvents***by*Beznea, Lucian & Cîmpean, Iulian & Röckner, Michael

### 2018, Volume 128, Issue 3

**727-755 Conjugate processes: Theory and application to risk forecasting***by*Horta, Eduardo & Ziegelmann, Flavio**756-802 Martingale problems for some degenerate Kolmogorov equations***by*Menozzi, Stéphane**803-818 On the regularity of American options with regime-switching uncertainty***by*Jacka, Saul D. & Ocejo, Adriana**819-846 On a notion of partially conditionally identically distributed sequences***by*Fortini, Sandra & Petrone, Sonia & Sporysheva, Polina**847-883 Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering***by*Pagès, Gilles & Sagna, Abass**884-896 Hausdorff measure of SLE curves***by*Rezaei, Mohammad A.**897-938 Density analysis of non-Markovian BSDEs and applications to biology and finance***by*Mastrolia, Thibaut**939-962 On the block counting process and the fixation line of the Bolthausen–Sznitman coalescent***by*Kukla, Jonas & Möhle, Martin**963-978 Time change equations for Lévy-type processes***by*Krühner, Paul & Schnurr, Alexander**979-1006 Smooth solutions to portfolio liquidation problems under price-sensitive market impact***by*Graewe, Paulwin & Horst, Ulrich & Séré, Eric**1007-1033 The strong predictable representation property in initially enlarged filtrations under the density hypothesis***by*Fontana, Claudio**1034-1071 The asymptotic smile of a multiscaling stochastic volatility model***by*Caravenna, Francesco & Corbetta, Jacopo

### 2018, Volume 128, Issue 2

**373-403 The free energy of the random walk pinning model***by*Nakashima, Makoto**404-425 Central limit theorem for functionals of a generalized self-similar Gaussian process***by*Harnett, Daniel & Nualart, David**426-444 The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields***by*Sönmez, Ercan**445-460 Limit theorems for critical first-passage percolation on the triangular lattice***by*Yao, Chang-Long**461-486 Ornstein–Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility***by*Benth, Fred Espen & Rüdiger, Barbara & Süss, Andre**487-504 Renewal structure of the Brownian taut string***by*Schertzer, Emmanuel**505-544 Functional limit theorems for a new class of non-stationary shot noise processes***by*Pang, Guodong & Zhou, Yuhang**545-594 Stochastic Komatu–Loewner evolutions and BMD domain constant***by*Chen, Zhen-Qing & Fukushima, Masatoshi**595-621 Distribution dependent SDEs for Landau type equations***by*Wang, Feng-Yu**622-643 A regularity theory for quasi-linear Stochastic PDEs in weighted Sobolev spaces***by*Kim, Ildoo & Kim, Kyeong-Hun**644-688 Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities***by*Bensoussan, Alain & Li, Yiqun & Yam, Sheung Chi Phillip**689-706 Dynamic uniqueness for stochastic chains with unbounded memory***by*Gallesco, Christophe & Gallo, Sandro & Takahashi, Daniel Y.**707-725 On purely discontinuous additive functionals of subordinate Brownian motions***by*Vondraček, Zoran & Wagner, Vanja

### 2018, Volume 128, Issue 1

**1-38 Potential kernels, probabilities of hitting a ball, harmonic functions and the boundary Harnack inequality for unimodal Lévy processes***by*Grzywny, Tomasz & Kwaśnicki, Mateusz**39-78 Domain and range symmetries of operator fractional Brownian fields***by*Didier, Gustavo & Meerschaert, Mark M. & Pipiras, Vladas**79-107 A random flight process associated to a Lorentz gas with variable density in a gravitational field***by*Burdzy, Krzysztof & Rizzolo, Douglas**108-131 Asymptotic results for exponential functionals of Lévy processes***by*Li, Zenghu & Xu, Wei**132-155 Non parametric estimation for random walks in random environment***by*Diel, Roland & Lerasle, Matthieu**156-181 Ergodic properties of generalized Ornstein–Uhlenbeck processes***by*Kevei, Péter**182-210 Branching random walks, stable point processes and regular variation***by*Bhattacharya, Ayan & Hazra, Rajat Subhra & Roy, Parthanil**211-232 Stability problems for Cantor stochastic differential equations***by*Hashimoto, Hiroya & Tsuchiya, Takahiro**233-254 Semimartingale: Itô or not ?***by*Aït-Sahalia, Yacine & Jacod, Jean**255-290 Spectrally negative Lévy processes with Parisian reflection below and classical reflection above***by*Avram, Florin & Pérez, José-Luis & Yamazaki, Kazutoshi**291-305 Functional limit theorems for Galton–Watson processes with very active immigration***by*Iksanov, Alexander & Kabluchko, Zakhar**306-331 On the refracted–reflected spectrally negative Lévy processes***by*Pérez, José-Luis & Yamazaki, Kazutoshi**332-353 A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos***by*Del Moral, Pierre & Jasra, Ajay**354-371 A sharp first order analysis of Feynman–Kac particle models, Part II: Particle Gibbs samplers***by*Del Moral, Pierre & Jasra, Ajay

### 2017, Volume 127, Issue 12

**3825-3869 Fluctuations of the total number of critical points of random spherical harmonics***by*Cammarota, V. & Wigman, I.**3870-3912 Mean-field limit of generalized Hawkes processes***by*Chevallier, Julien**3913-3927 The value of foresight***by*Ernst, Philip A. & Rogers, L.C.G. & Zhou, Quan**3928-3942 Expected number of real roots of random trigonometric polynomials***by*Flasche, Hendrik**3943-3965 Dynamics of multivariate default system in random environment***by*El Karoui, Nicole & Jeanblanc, Monique & Jiao, Ying**3966-3996 Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs***by*Ekren, Ibrahim**3997-4028 Functional Itô calculus, path-dependence and the computation of Greeks***by*Jazaerli, Samy & F. Saporito, Yuri**4029-4052 Stochastic Burgers equation from long range exclusion interactions***by*Gonçalves, Patrícia & Jara, Milton**4053-4082 A Dirichlet form approach to MCMC optimal scaling***by*Zanella, Giacomo & Bédard, Mylène & Kendall, Wilfrid S.**4083-4125 Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes***by*Majka, Mateusz B.**4126-4138 Stability of the phase transition of critical-field Ising model on Cayley trees under inhomogeneous external fields***by*Bissacot, Rodrigo & Endo, Eric Ossami & van Enter, Aernout C.D.**4139-4189 Weak Dirichlet processes with jumps***by*Bandini, Elena & Russo, Francesco

### 2017, Volume 127, Issue 11

**3465-3511 Lp solutions of backward stochastic differential equations with jumps***by*Yao, Song**3512-3535 Heavy-tailed fractional Pearson diffusions***by*Leonenko, N.N. & Papić, I. & Sikorskii, A. & Šuvak, N.**3536-3557 SDEs with constraints driven by semimartingales and processes with bounded p-variation***by*Falkowski, Adrian & Słomiński, Leszek**3558-3595 Edgeworth expansion for the pre-averaging estimator***by*Podolskij, Mark & Veliyev, Bezirgen & Yoshida, Nakahiro**3596-3642 Rough path properties for local time of symmetric α stable process***by*Wang, Qingfeng & Zhao, Huaizhong**3643-3660 Local times of stochastic differential equations driven by fractional Brownian motions***by*Lou, Shuwen & Ouyang, Cheng**3661-3688 A stroll along the gamma***by*Arras, Benjamin & Swan, Yvik**3689-3718 Adaptive estimation for stochastic damping Hamiltonian systems under partial observation***by*Comte, Fabienne & Prieur, Clémentine & Samson, Adeline**3719-3753 Continuous spin models on annealed generalized random graphs***by*Dommers, S. & Külske, C. & Schriever, P.**3754-3775 On the asymptotic normality of estimating the affine preferential attachment network models with random initial degrees***by*Gao, Fengnan & van der Vaart, Aad**3776-3791 Decimation of the Dyson–Ising ferromagnet***by*van Enter, Aernout & Le Ny, Arnaud**3792-3824 Singular SDEs with critical non-local and non-symmetric Lévy type generator***by*Xie, Longjie

### 2017, Volume 127, Issue 10

**3135-3158 Certain properties related to well posedness of switching diffusions***by*Nguyen, Dang Hai & Yin, George & Zhu, Chao**3159-3186 Supercritical loop percolation on Zd for d≥3***by*Chang, Yinshan**3187-3227 Random version of Dvoretzky’s theorem in ℓpn***by*Paouris, Grigoris & Valettas, Petros & Zinn, Joel**3228-3250 Stochastic integrals and BDG’s inequalities in Orlicz-type spaces***by*Xie, Yingchao & Zhang, Xicheng**3251-3267 Generalized immediate exchange models and their symmetries***by*Redig, Frank & Sau, Federico**3268-3290 Limit theorems for random walks***by*Bendikov, Alexander & Cygan, Wojciech & Trojan, Bartosz**3291-3330 The intermediate disorder regime for a directed polymer model on a hierarchical lattice***by*Alberts, Tom & Clark, Jeremy & Kocić, Saša**3331-3353 Arbitrage theory for non convex financial market models***by*Lepinette, Emmanuel & Tran, Tuan**3354-3371 Quasilinear parabolic stochastic partial differential equations: Existence, uniqueness***by*Hofmanová, Martina & Zhang, Tusheng**3372-3411 Large deviations for generalized Polya urns with arbitrary urn function***by*Franchini, Simone**3412-3446 A CLT concerning critical points of random functions on a Euclidean space***by*Nicolaescu, Liviu I.**3447-3464 Integral equations for Rost’s reversed barriers: Existence and uniqueness results***by*De Angelis, Tiziano & Kitapbayev, Yerkin

### 2017, Volume 127, Issue 9

**2781-2815 Backward doubly SDEs and semilinear stochastic PDEs in a convex domain***by*Matoussi, Anis & Sabbagh, Wissal & Zhang, Tusheng**2816-2840 An Itô calculus for a class of limit processes arising from random walks on the complex plane***by*Bonaccorsi, Stefano & Calcaterra, Craig & Mazzucchi, Sonia**2841-2863 Pathwise estimates for an effective dynamics***by*Legoll, Frédéric & Lelièvre, Tony & Olla, Stefano**2864-2899 One dimensional random walks killed on a finite set***by*Uchiyama, Kôhei**2900-2925 Dynamical moderate deviations for the Curie–Weiss model***by*Collet, Francesca & Kraaij, Richard C.**2926-2960 Estimation of the realized (co-)volatility vector: Large deviations approach***by*Djellout, Hacène & Guillin, Arnaud & Samoura, Yacouba**2961-3004 Stochastic non-isotropic degenerate parabolic–hyperbolic equations***by*Gess, Benjamin & Souganidis, Panagiotis E.**3005-3013 Monotone martingale transport plans and Skorokhod embedding***by*Beiglböck, Mathias & Henry-Labordère, Pierre & Touzi, Nizar**3014-3041 Thin tails of fixed points of the nonhomogeneous smoothing transform***by*Alsmeyer, Gerold & Dyszewski, Piotr**3042-3067 Young differential equations with power type nonlinearities***by*León, Jorge A. & Nualart, David & Tindel, Samy**3068-3109 Elementary bounds on mixing times for decomposable Markov chains***by*Pillai, Natesh S. & Smith, Aaron**3110-3134 Strong-majority bootstrap percolation on regular graphs with low dissemination threshold***by*Mitsche, Dieter & Pérez-Giménez, Xavier & Prałat, Paweł

### 2017, Volume 127, Issue 8

**2447-2481 A one-level limit order book model with memory and variable spread***by*Chávez-Casillas, Jonathan A. & Figueroa-López, José E.**2482-2507 Approximating a diffusion by a finite-state hidden Markov model***by*Kontoyiannis, I. & Meyn, S.P.**2508-2541 Fluctuations, stability and instability of a distributed particle filter with local exchange***by*Heine, Kari & Whiteley, Nick**2542-2559 Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient***by*Menoukeu Pamen, Olivier & Taguchi, Dai**2560-2585 Intrinsic expansions for averaged diffusion processes***by*Pagliarani, S. & Pascucci, A. & Pignotti, M.**2586-2629 Optimal stopping with random maturity under nonlinear expectations***by*Bayraktar, Erhan & Yao, Song**2630-2649 Scaling limit of subcritical contact process***by*Deshayes, Aurelia & Rolla, Leonardo T.**2650-2678 Interacting generalized Friedman’s urn systems***by*Aletti, Giacomo & Ghiglietti, Andrea**2679-2698 On future drawdowns of Lévy processes***by*Baurdoux, E.J. & Palmowski, Z. & Pistorius, M.R.**2699-2724 Splitting and time reversal for Markov additive processes***by*Ivanovs, Jevgenijs**2725-2750 Study of almost everywhere convergence of series by mean of martingale methods***by*Cuny, Christophe & Fan, Ai Hua**2751-2779 Scaling transition for nonlinear random fields with long-range dependence***by*Pilipauskaitė, Vytautė & Surgailis, Donatas

### 2017, Volume 127, Issue 7

**2093-2137 On the interpretation of the Master Equation***by*Bensoussan, A. & Frehse, J. & Yam, S.C.P.**2138-2178 The jamming constant of uniform random graphs***by*Bermolen, Paola & Jonckheere, Matthieu & Moyal, Pascal**2179-2207 Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: The iid case***by*Heiny, Johannes & Mikosch, Thomas**2208-2242 Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing***by*Buchmann, Boris & Kaehler, Benjamin & Maller, Ross & Szimayer, Alexander**2243-2261 On the multi-step MLE-process for ergodic diffusion***by*Kutoyants, Yu.A.**2262-2280 Stochastic PDEs with heavy-tailed noise***by*Chong, Carsten**2281-2315 Stochastic differential equation for Brox diffusion***by*Hu, Yaozhong & Lê, Khoa & Mytnik, Leonid**2316-2338 Intermittency for the Hyperbolic Anderson Model with rough noise in space***by*Balan, Raluca M. & Jolis, Maria & Quer-Sardanyons, Lluís**2339-2345 A condition for distinguishing sceneries on non-abelian groups***by*Hildebrand, Martin**2346-2372 Law of large numbers for random walks on attractive spin-flip dynamics***by*Bethuelsen, Stein Andreas & Heydenreich, Markus**2373-2395 Invariance for rough differential equations***by*Coutin, Laure & Marie, Nicolas**2396-2427 Stochastic maximum principle for SPDEs with delay***by*Guatteri, Giuseppina & Masiero, Federica & Orrieri, Carlo**2428-2445 Doob–Martin compactification of a Markov chain for growing random words sequentially***by*Choi, Hye Soo & Evans, Steven N.

### 2017, Volume 127, Issue 6

**1721-1737 Long-time behaviour and propagation of chaos for mean field kinetic particles***by*Monmarché, Pierre**1738-1762 On the convergence of monotone schemes for path-dependent PDEs***by*Ren, Zhenjie & Tan, Xiaolu**1763-1784 Ergodic decompositions of stationary max-stable processes in terms of their spectral functions***by*Dombry, Clément & Kabluchko, Zakhar**1785-1799 Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients***by*Baños, David & Krühner, Paul**1800-1839 Statistical inference for ergodic point processes and application to Limit Order Book***by*Clinet, Simon & Yoshida, Nakahiro**1840-1869 Multi-class oscillating systems of interacting neurons***by*Ditlevsen, Susanne & Löcherbach, Eva**1870-1896 Reciprocal classes of random walks on graphs***by*Conforti, Giovanni & Léonard, Christian**1897-1925 Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle***by*Ge, Hao & Jia, Chen & Jiang, Da-Quan**1926-1959 Weak solution for a class of fully nonlinear stochastic Hamilton–Jacobi–Bellman equations***by*Qiu, Jinniao**1960-1997 On dynamical systems perturbed by a null-recurrent motion: The general case***by*Pajor-Gyulai, Zs. & Salins, M.**1998-2035 Truncated Realized Covariance when prices have infinite variation jumps***by*Mancini, Cecilia**2036-2067 A central limit theorem for the Euler integral of a Gaussian random field***by*Naitzat, Gregory & Adler, Robert J.**2068-2087 Stochastic Komatu–Loewner evolutions and SLEs***by*Chen, Zhen-Qing & Fukushima, Masatoshi & Suzuki, Hiroyuki

### 2017, Volume 127, Issue 5

**1375-1416 Two-parameter process limits for an infinite-server queue with arrival dependent service times***by*Pang, Guodong & Zhou, Yuhang**1417-1440 Multilevel sequential Monte Carlo samplers***by*Beskos, Alexandros & Jasra, Ajay & Law, Kody & Tempone, Raul & Zhou, Yan**1441-1474 Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes***by*Bandini, Elena & Fuhrman, Marco**1475-1495 Least squares estimators for stochastic differential equations driven by small Lévy noises***by*Long, Hongwei & Ma, Chunhua & Shimizu, Yasutaka**1496-1516 Finite dimensional Fokker–Planck equations for continuous time random walk limits***by*Busani, Ofer**1517-1543 Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale***by*Hoffmann, Michael & Vetter, Mathias**1544-1564 A random cell splitting scheme on the sphere***by*Deuss, Christian & Hörrmann, Julia & Thäle, Christoph**1565-1598 Change of measure up to a random time: Details***by*Kreher, Dörte**1599-1621 Multidimensional Lévy white noise in weighted Besov spaces***by*Fageot, Julien & Fallah, Alireza & Unser, Michael**1622-1636 Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals***by*Zheng, Guangqu**1637-1648 New deviation inequalities for martingales with bounded increments***by*Rio, Emmanuel**1649-1675 Tail generating functions for extendable branching processes***by*Sagitov, Serik**1676-1720 On the limiting law of the length of the longest common and increasing subsequences in random words***by*Breton, Jean-Christophe & Houdré, Christian

### 2017, Volume 127, Issue 4

**1045-1124 Level lines of Gaussian Free Field I: Zero-boundary GFF***by*Wang, Menglu & Wu, Hao