1. On a Multivariate Strong Renewal Theorem

   • Zhiyi Chi

   OriginalPaper 24 March 2017 Pages: 1235 - 1272

2. Weak Convergence of the Empirical Spectral Distribution of High-Dimensional Band Sample Covariance Matrices

   • Kamil Jurczak

   OriginalPaper 08 March 2017 Pages: 1273 - 1302

   

3. Polar Decomposition of Scale-Homogeneous Measures with Application to Lévy Measures of Strictly Stable Laws

   • Steven N. Evans
   • Ilya Molchanov

   OriginalPaper 12 April 2017 Pages: 1303 - 1321

4. On the Nonexplosion and Explosion for Nonhomogeneous Markov Pure Jump Processes

   • Yi Zhang

   OriginalPaper 25 April 2017 Pages: 1322 - 1355

5. A Central Limit Theorem for Stochastic Heat Equations in Random Environment

   • Lu Xu

   OriginalPaper 01 March 2017 Pages: 1356 - 1379

   

6. The Transition Density of Brownian Motion Killed on a Bounded Set

   • Kôhei Uchiyama

   OriginalPaper 17 April 2017 Pages: 1380 - 1410

   

7. Two Constructions of Markov Chains on the Dual of U(n)

   • Jeffrey Kuan

   OriginalPaper 06 April 2017 Pages: 1411 - 1428

   

8. Anderson Polymer in a Fractional Brownian Environment: Asymptotic Behavior of the Partition Function

   • Kamran Kalbasi
   • Thomas S. Mountford
   • Frederi G. Viens

   OriginalPaper 01 April 2017 Pages: 1429 - 1468

9. Typical Behavior of the Harmonic Measure in Critical Galton–Watson Trees with Infinite Variance Offspring Distribution

   • Shen Lin

   OriginalPaper 16 March 2017 Pages: 1469 - 1511

   

10. Segregating Markov Chains

    • Timo Hirscher
    • Anders Martinsson

    OriginalPaper Open access 29 March 2017 Pages: 1512 - 1538

    

11. Asymptotic Behavior of Weighted Power Variations of Fractional Brownian Motion in Brownian Time

    • Raghid Zeineddine

    OriginalPaper 10 March 2017 Pages: 1539 - 1589

12. Approximate Central Limit Theorems

    • Ben Berckmoes
    • Geert Molenberghs

    OriginalPaper 27 February 2017 Pages: 1590 - 1605

13. Large Deviations of the Threshold Estimator of Integrated (Co-)Volatility Vector in the Presence of Jumps

    • Hacène Djellout
    • Hui Jiang

    OriginalPaper 07 April 2017 Pages: 1606 - 1624

14. Sensitivity to Small Delays of Pathwise Stability for Stochastic Retarded Evolution Equations

    • Kai Liu

    OriginalPaper Open access 09 March 2017 Pages: 1625 - 1646

15. Bounds on Lifting Continuous-State Markov Chains to Speed Up Mixing

    • Kavita Ramanan
    • Aaron Smith

    OriginalPaper 09 March 2017 Pages: 1647 - 1678

16. Existence Condition of Strong Stationary Times for Continuous Time Markov Chains on Discrete Graphs

    • Guillaume Copros

    OriginalPaper 28 February 2017 Pages: 1679 - 1728

    

17. Central Limit Theorem for Lipschitz–Killing Curvatures of Excursion Sets of Gaussian Random Fields

    • Marie Kratz
    • Sreekar Vadlamani

    OriginalPaper 17 April 2017 Pages: 1729 - 1758

18. Moments of the Hermitian Matrix Jacobi Process

    • Luc Deleaval
    • Nizar Demni

    OriginalPaper 17 April 2017 Pages: 1759 - 1778

19. Large Deviations for Brownian Particle Systems with Killing

    • Amarjit Budhiraja
    • Wai-Tong (Louis) Fan
    • Ruoyu Wu

    OriginalPaper 27 April 2017 Pages: 1779 - 1818

20. Heavy-Tailed Random Walks on Complexes of Half-Lines

    • Mikhail V. Menshikov
    • Dimitri Petritis
    • Andrew R. Wade

    OriginalPaper Open access 20 March 2017 Pages: 1819 - 1859

    

21. Existence, Uniqueness and Stability of \(L^1\) Solutions for Multidimensional Backward Stochastic Differential Equations with Generators of One-Sided Osgood Type

    • Sheng Jun Fan

    OriginalPaper 25 March 2017 Pages: 1860 - 1899

22. Conservative and Semiconservative Random Walks: Recurrence and Transience

    • Vyacheslav M. Abramov

    OriginalPaper 27 February 2017 Pages: 1900 - 1922