Stochastic Processes and their Applications

1973 - 2026

Current editor(s): T. Mikosch

From Elsevier
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2026, volume 192, articles C

Change of numeraire for weak martingale transport

Mathias Beiglböck, Gudmund Pammer and Lorenz Riess

Long time fluctuations at critical parameter of Hopf’s bifurcation

M. Aleandri and P. Dai Pra

Itô’s formula for the flow of measures of Poisson stochastic integrals and applications

Thomas Cavallazzi

A Durrett–Remenik particle system in Rd

Rami Atar

A random recursive tree model with doubling events

Jakob E. Björnberg and Cécile Mailler

Steady state and mixing of two run-and-tumble particles interacting through jamming and attractive forces

Leo Hahn

Near-optimal shattering in the Ising pure p-spin and rarity of solutions returned by stable algorithms

Ahmed El Alaoui

Scaling limit for small blocks in the Chinese restaurant process

Oleksii Galganov and Andrii Ilienko

Fluid limits for interacting queues in sparse dynamic graphs

Diego Goldsztajn, Sem C. Borst and Johan S.H. van Leeuwaarden

Sticky diffusions on star graphs: Characterization and Itô formula

Jules Berry and Fausto Colantoni

Clustering functional data sets by law

Antonio Galves, Fernando A. Najman, Marcela Svarc and Claudia D. Vargas

Transition of α-mixing in random iterations with applications in queuing theory

Attila Lovas

Inverting the Markovian projection for pure jump processes

Martin Larsson and Shukun Long

Consumption–investment optimization with Epstein–Zin utility in unbounded non-Markovian markets

Zixin Feng, Dejian Tian and Harry Zheng

Guided smoothing and control for diffusion processes

Oskar Eklund, Annika Lang and Moritz Schauer

Exponential ergodicity of CBIRE-processes with competition and catastrophes

Shukai Chen, Rongjuan Fang, Lina Ji and Jian Wang

1D stochastic pressure equation with log-correlated Gaussian coefficients

Benny Avelin, Tuomo Kuusi, Patrik Nummi, Eero Saksman, Jonas M. Tölle and Lauri Viitasaari

Two-step estimations via the Dantzig selector for models of stochastic processes with high-dimensional parameters

Kou Fujimori and Koji Tsukuda

Moments for self-normalized partial sums

Muneya Matsui, Thomas Mikosch and Olivier Wintenberger

Fluctuations of the giant of Poisson random graphs

David Clancy

A two-size Wright–Fisher model: asymptotic analysis via uniform renewal theory

G. Alsmeyer, F. Cordero and H. Dopmeyer

Non-local Hamilton–Jacobi–Bellman equations for the stochastic optimal control of path-dependent piecewise deterministic processes

Elena Bandini and Christian Keller

The multivariate fractional Ornstein–Uhlenbeck process

Ranieri Dugo, Giacomo Giorgio and Paolo Pigato

Limit theorems under heavy-tailed scenario in the age-dependent random connection models

Christian Hirsch and Takashi Owada

A generalised spatial branching process with ancestral branching to model the growth of a filamentous fungus

Lena Kuwata

Gaussian fluctuations of generalized U-statistics and subgraph counting in the binomial random-connection model

Qingwei Liu and Nicolas Privault

Rough functional Itô formula

Franziska Bielert

Stationary fluctuations for the WASEP with long jumps and infinitely extended reservoirs

Wenxuan Chen and Linjie Zhao

On the Condensation and fluctuations in reversible coagulation–fragmentation models

Wen Sun

Mixing for Poisson representable processes and consequences for the Ising model and the contact process

Stein Andreas Bethuelsen and Malin Palö Forsström

Multivariate change estimation for a stochastic heat equation from local measurements

Anton Tiepner and Lukas Trottner

Local properties for 1-dimensional critical branching Lévy process

Haojie Hou, Yan-Xia Ren and Renming Song

2026, volume 191, articles C

Asymptotic expansions for blocks estimators: PoT framework

Zaoli Chen and Rafał Kulik

Scaling limit and large deviation for 3D globally modified stochastic Navier–Stokes equations with transport noise

Chang Liu and Dejun Luo

A tamed Euler scheme for SDEs with non-locally integrable drift coefficient

Tim Johnston and Sotirios Sabanis

Duality for some models of epidemic spreading

C. Franceschini, E. Saada, G.M. Schütz and S. Velasco

Optimal control of the nonlinear stochastic Fokker–Planck equation

Ben Hambly and Philipp Jettkant

Convergence of adapted smoothed empirical measures

Songyan Hou

Mixing time and cutoff for the k-SPEP

Eyob Tsegaye

Reflected BSDE driven by a marked point process with a convex/concave generator

Zihao Gu, Yiqing Lin and Kun Xu

Deviation inequalities for contractive infinite memory processes

Paul Doukhan and Xiequan Fan

Swarm dynamics for global optimization on finite sets

Nhat-Thang Le and Laurent Miclo

Holomorphic jump-diffusions

Christa Cuchiero, Francesca Primavera and Sara Svaluto-Ferro

Limit theorems for functionals of linear processes in critical regions

Yudan Xiong, Fangjun Xu and Jinjiong Yu

Mokobodzki’s intervals: An approach to Dynkin games when value process is not a semimartingale

Tomasz Klimsiak and Maurycy Rzymowski

Homeomorphism of the Revuz correspondence for finite energy integrals

Takumu Ooi

2025, volume 190, articles C

Global central limit theorems for Markov chains

Christophe Cuny and Michael Lin

Uniform bounds for robust mean estimators

Stanislav Minsker

Renewal structure of the tree builder random walk

Rodrigo Ribeiro

Moments of polynomial functionals of spectrally positive Lévy processes

Peter Glynn, Royi Jacobovic and Michel Mandjes

Nonlinear Graphon mean-field systems

Fabio Coppini, Anna De Crescenzo and Huyên Pham

Self-normalized partial sums of heavy-tailed time series

Muneya Matsui, Thomas Mikosch and Olivier Wintenberger

A complete characterization of monotonicity equivalence for continuous-time Markov processes

Motoya Machida

Weak Error on the densities for the Euler scheme of stable additive SDEs with Hölder drift

Mathis Fitoussi and Stéphane Menozzi

The phase transition of the voter model on evolving scale-free networks

John Fernley

Birth-death processes are time-changed Feller’s Brownian motions

Liping Li

Rough path lifts of Banach space-valued Gaussian processes

A.A. Kalinichenko

Perpetuities with light tails and the local dependence measure

Julia Le Bihan and Bartosz Kołodziejek

Adaptive nonparametric drift estimation for multivariate jump diffusions under sup-norm risk

Niklas Dexheimer

On time-dependent boundary crossing probabilities of diffusion processes as differentiable functionals of the boundary

V. Liang and K. Borovkov

Multidimensional sticky Brownian motions: Heavy traffic limit and rough tail asymptotics

Hongshuai Dai and Yiqiang Q. Zhao

Parisi PDE and convexity for vector spins

Hong-Bin Chen

On the ɛ–Euler–Maruyama scheme for time inhomogeneous jump-driven SDEs

Mireille Bossy and Paul Maurer

Scaling limits for interactive Hawkes shot noise processes

Bo Li and Guodong Pang

Approximation of birth–death processes

Liping Li

Rough differential equations in the flow approach

Ajay Chandra and Léonard Ferdinand

Weighted solutions of random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs

Xinying Li, Yaqi Zhang and Shengjun Fan

Stochastic approximation with two time scales: The general case

Vivek S. Borkar

On favourite sites of a random walk in moderately sparse random environment

Alicja Kołodziejska

Regularization effects of time integration on Gaussian process functionals

Takafumi Amaba and Marie Kratz

Emergence of multivariate extremes in multilayer inhomogeneous random graphs

Daniel Cirkovic, Tiandong Wang and Daren B.H. Cline

Essential barrier height and a probabilistic approach in characterizing potential landscape

Yao Li, Molei Tao and Shirou Wang

Parallelized midpoint randomization for Langevin Monte Carlo

Lu Yu and Arnak Dalalyan

Mirror descent for stochastic control problems with measure-valued controls

Bekzhan Kerimkulov, David Šiška, Łukasz Szpruch and Yufei Zhang

A+A→A,B+A→A

Roger Tribe and Oleg Zaboronski

Central limit theorems associated with the hierarchical Dirichlet process

Shui Feng and J.E. Paguyo

Parameter estimation in hyperbolic linear SPDEs from multiple measurements

Anton Tiepner and Eric Ziebell

Spectral gap for the stochastic exchange model

Eric A. Carlen, Gustavo Posta and Imre Péter Tóth

One-sided Markov additive processes with lattice and non-lattice increments

Jevgenijs Ivanovs, Guy Latouche and Peter Taylor