ISSN 1050-5164
Affine processes on positive semidefinite matrices
Christa Cuchiero, Damir Filipović, Eberhard Mayerhofer and Josef Teichmann; 397-463
Nonnormal approximation by Stein’s method of exchangeable pairs with application to the Curie–Weiss model
Sourav Chatterjee and Qi-Man Shao; 464-483
Heavy traffic analysis for EDF queues with reneging
Łukasz Kruk, John Lehoczky, Kavita Ramanan and Steven Shreve; 484-545
Limit theorems for power variations of pure-jump processes with application to activity estimation
Viktor Todorov and George Tauchen; 546-588
The Longstaff–Schwartz algorithm for Lévy models: Results on fast and slow convergence
Stefan Gerhold; 589-608
Hybrid Atlas models
Tomoyuki Ichiba, Vassilios Papathanakos, Adrian Banner, Ioannis Karatzas and Robert Fernholz; 609-644
On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case
Mariana Olvera-Cravioto, Jose Blanchet and Peter Glynn; 645-668
Sampling conditioned hypoelliptic diffusions
Martin Hairer, Andrew M. Stuart and Jochen Voss; 669-698
Traveling waves of selective sweeps
Rick Durrett and John Mayberry; 699-744
Diffusion limits of limited processor sharing queues
Jiheng Zhang, J. G. Dai and Bert Zwart; 745-799