Stochastic Processes and their Applications

1973 - 2026

Current editor(s): T. Mikosch

From Elsevier
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2026, volume 201, articles C

Non-equilibrium fluctuations for a spatial logistic branching process with weak competition

Thomas Tendron

A probabilistic view on the adapted Wasserstein distance

Mathias Beiglböck, Susanne Pflügl and Stefan Schrott

Computable bounds on the solution to Poisson’s equation for general harris chains

Peter W. Glynn, Na Lin and Yuanyuan Liu

On the optimal stopping of randomized Gauss-Markov bridges

A. Azze and D’Auria, B.

The stochastic Navier-Stokes equations with general L3 data

Mustafa Sencer Aydın, Igor Kukavica and Fanhui Xu

On the speed of coming down from infinity for subcritical branching processes with pairwise interactions

Gabriel Berzunza Ojeda and Juan Carlos Pardo

Fitting regular point patterns with a hyperuniform perturbed lattice

Daniela Flimmel

A class of long range circulant random walks on Zqd

Robert Griffiths and Shuhei Mano

Central limit theorems for interacting innovation processes, related statistical tools and general results

Giacomo Aletti, Irene Crimaldi and Andrea Ghiglietti

How two elephants can learn from each other

Rafik Aguech and Shuo Qin

The decomposition of stretched Brownian motion into Bass martingales

Walter Schachermayer and Bertram Tschiderer

Quantitative approximation to density dependent SDEs driven by α-stable processes

Ke Song, Zimo Hao and Mingkun Ye

Factorizations of relative entropy using stochastic localization

Pietro Caputo, Zongchen Chen and Daniel Parisi

Non-parametric estimation for stochastic reaction-diffusion equations with spatial ergodicity

Sascha Gaudlitz

Inverse graph limit problem of the graphon multi-agent systems

Rundong Zhao, Yicheng Liu and Xiao Wang

On the cutoff phenomenon for Dyson–Laguerre processes

Samuel Chan-ashing

Ties, tails and spectra: On rank-based dependency measures in high dimensions

Nina Dörnemann, Michael Fleermann and Johannes Heiny

Mean-field spin models – Fluctuation of the magnetization and maximum likelihood estimator

Van Hao Can and Adrian Röllin

Time-changed Markov processes and space-time coupled non-local equations

Giacomo Ascione, Enrico Scalas, Bruno Toaldo and Lorenzo Torricelli

Optimal estimation of generic dynamics by path-dependent neural jump ODEs

Florian Krach, Marc Nübel and Josef Teichmann

Hydrodynamic limit and density fluctuations of a reaction-diffusion equation

Ziying Chen and Yong Li

Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion

Konstantinos Dareiotis, El Mehdi Haress and Khoa Lê

Beyond separability: Convergence rate of vanishing viscosity approximations to mean field games via FBSDE stability

Winston Yu, Qiang Du and Wenpin Tang

Consistent support recovery for high-dimensional diffusions

Dmytro Marushkevych, Francisco Pina and Mark Podolskij

Robustified Gaussian quasi-likelihood inference for volatility

Shoichi Eguchi and Hiroki Masuda

Exponential twist of probability measures: Drift correction in term of a generalized gradient

Thibaut Bourdais, Nadia Oudjane and Francesco Russo

Filippov’s theorem for stochastic differential inclusions driven by semimartingales and applications

Mariusz Michta

Tails of explosive birth processes and the emergence of monopoly in non-linear Pólya urns

Thomas Gottfried and Stefan Grosskinsky

On generalized arcsine laws and residual allocation models

Bojan Basrak

Grab it before it’s gone: Testing uncertain rewards under a stochastic deadline

Steven Campbell, Georgy Gaitsgori, Richard Groenewald and Ioannis Karatzas

Betti numbers in the random connection model for higher-dimensional simplicial complexes and the Boolean model

Dominik Pabst

2026, volume 200, articles C

Uniqueness of the stochastic Keller–Segel model in one dimension

Debopriya Mukherjee, Erika Hausenblas and Thanh Tran

Concentration and mean field approximation results for Markov processes on large networks

Dániel Keliger and Balázs Ráth

Domain-scaled regular variation: Mathematical foundations for a new tail approximation

Kirstin Strokorb, Marco Oesting and Raphaël de Fondeville

Non-central limit theorem for non-linear functionals of vector valued Gaussian stationary random fields

Péter Major

Stochastic heat equation driven by a Gaussian noise rough in time and space

Guanyu Wu and Fengtong Zhang

Kinetic interacting particle system: Parameter estimation from complete and partial discrete observations

Chiara Amorino and Vytautė Pilipauskaitė

The exponential Lie series and a Chen–Strichartz formula for Lévy processes

Ebrahimi–Fard, Kurusch, Frédéric Patras and Anke Wiese

Risk-averse mean field games: Exploitability and non-asymptotic analysis

Ziteng Cheng and Sebastian Jaimungal

Non-uniform Berry-Esseen bounds for the elephant random walk with random step sizes

Xulan Huang, Xiequan Fan and Kainan Xiang

Asymptotic properties of the derivative of self-intersection local time of multidimensional fractional Brownian motion

Jiazhen Gu, Jinchi Jiang and Qian Yu

A note on central limit theorems for additive functionals of ergodic Markov processes

Edward C. Waymire

On a class of unbalanced step-reinforced random walks

R. Aguech, S. Ben Hariz, M. El Machkouri and Y. Faouzi

The structure of entrance and exit at infinity for time-changed Lévy processes

Samuel Baguley, Leif Döring and Quan Shi

Homogeneous nucleation for two-dimensional Kawasaki dynamics

Simone Baldassarri, Alexandre Gaudillière, Frank den Hollander, Francesca R. Nardi, Enzo Olivieri and Elisabetta Scoppola

2026, volume 199, articles C

Large deviations of mean-field jump-Markov processes on structured sparse random graphs

J. Maclaurin

Theoretical guarantees for lifted samplers

Philippe Gagnon and Florian Maire

Statistical inference for highly correlated stationary point processes and noisy bivariate Neyman-Scott processes

Takaaki Shiotani and Nakahiro Yoshida

Fixation of leadership in non-Markovian growth processes

T. Iyer

Superpositions for general conditional Mckean-Vlasov stochastic differential equations

Qi Feng and Jin Ma

Optimal control and potential games in the mean field

Felix Höfer and H. Mete Soner

Well-posedness of quadratic RBSDEs and BSDEs with one-sided growth restrictions

Shiqiu Zheng

On the maximal displacement of critical branching random walk in random environment

Wenxin Fu and Wenming Hong

Probabilistic approximation of fully nonlinear second-order PIDEs with convergence rates for the universal robust limit theorem

Lianzi Jiang, Mingshang Hu and Gechun Liang

Genealogical transition in the noisy N-Branching Random Walk. How stronger selection may promote genetic diversity

Emmanuel Schertzer and Alejandro H. Wences

Dirichlet problem for integro-differential operators

Zhen-Qing Chen and Jun Peng

Modified weighted power variations of the Hermite process and applications to integrated volatility

A. Ayache, L. Loosveldt and C.A. Tudor

Existence and uniqueness results for strongly degenerate McKean-Vlasov equations with rough coefficients

Andrea Pascucci, Alessio Rondelli and Alexander Yu Veretennikov

On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs

Noufel Frikha and Xuanye Song

A probabilistic study of the set of stationary solutions to spatial kinetic-type equations

Sebastian Mentemeier and Glib Verovkin

Continuity of the critical value and a shape theorem for long-range percolation

Johannes Bäumler

L2-Solutions to stochastic reaction-diffusion equations with superlinear drifts driven by space-time white noise

Shijie Shang, Pengyu Wang and Tusheng Zhang

Precise large deviations through a uniform Tauberian theorem

Giampaolo Cristadoro and Gaia Pozzoli

Trend to equilibrium and Newtonian limit for the relativistic Langevin equation with singular potentials

Manh Hong Duong and Hung Dang Nguyen

Uniqueness of stationary compatible probability measures for chains of infinite order with forbidden transitions

C. Gallesco, S. Gallo and D.Y. Takahashi

Overdamped limits for Langevin dynamics with position-dependent coefficients via L2-hypocoercivity

Noé Blassel

Box-covariances of hyperuniform point processes

Jonas Jalowy and Hanna Stange

Pathwise representation of the smoothing distribution in continuous-time linear Gaussian models

Masahiro Kurisaki

Near-optimal controls of two-time scale functional diffusion systems

Yihao Sheng, Fuke Wu, George Yin and Xiaofeng Zong

Large population limit for a multilayer SIR model with local contact structures

Madeleine Kubasch