Stochastic Processes and their Applications

1973 - 2026

Current editor(s): T. Mikosch

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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

2026, volume 198, articles C

Sharp convergence rates of empirical unbalanced optimal transport for spatio-temporal point processes

Marina Struleva, Shayan Hundrieser, Dominic Schuhmacher and Axel Munk

Anticipated backward stochastic differential equations with quadratic growth: Multidimensional results

Ying Hu, Feng Li and Jiaqiang Wen

Limit theorems for decoupled renewal processes

Congzao Dong, Iryna Feshchenko and Alexander Iksanov

Invariant sublinear expectations

Yongsheng Song

Local times in critical generations of a random walk in random environment on trees

Alexis Kagan

Maximal inequalities for empirical processes under general mixing conditions

Demian Pouzo

Nonasymptotic heavy-tailed mean estimation in smooth Banach spaces

Justin Whitehouse, Ben Chugg, Diego Martinez-Taboada and Aaditya Ramdas

Sparse estimators for multivariate integer-valued autoregressive models with applications to inference for Hawkes processes

Kou Fujimori, Hiroshi Shiraishi, Junichi Hirukawa and Konstantinos Fokianos

Graphon-valued processes with vertex-level fluctuations

Peter Braunsteins, Frank den Hollander and Michel Mandjes

Limit theorems for products of positive random matrices and multi-type branching processes in random environments

Ion Grama, Quansheng Liu and Thi Trang Nguyen

On the stochastic nonlocal Cahn-Hilliard Navier-Stokes model with singular potential

Gabriel Deugoué, Boris Jidjou Moghomye and Theodore Tachim Medjo

Stochastic wave equation with additive fractional noise: Solvability and global Hölder continuity

Shuhui Liu, Yaozhong Hu and Xiong Wang

Stationary distributions of McKean-Vlasov SDEs with jumps: Existence, multiplicity and uniqueness

Jianhai Bao and Jian Wang

Convergence in Wasserstein distance for empirical measures of non-symmetric subordinated diffusion processes

Feng-Yu Wang

2026, volume 197, articles C

Central limit theory for peaks-over-threshold partial sums of long memory linear time series

Ioan Scheffel, Marco Oesting and Gilles Stupfler

Asymptotic distribution and subsampling in spectral analysis for spectrally correlated processes

Anna E. Dudek and Bartosz Majewski

Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications

Ashot Aleksian and Stéphane Villeneuve

Cutoff for the mixing time of the facilitated exclusion process

Brune Massoulié

On the mean-Field limit of diffusive games through the master equation: L∞ estimates and extreme value behavior

Erhan Bayraktar and Nikolaos Kolliopoulos

Support, absolute continuity and harmonic moments of fixed points of the multivariate smoothing transform

Jianzhang Mei and Quansheng Liu

Coming down from infinity for coordinated particle systems

Varun Sreedhar

Gaussian fields on a hypercube from long range random walks

Robert Griffiths

Moderate deviation principles for the current and the tagged particle in the WASEP

Xiaofeng Xue and Linjie Zhao

Corrigendum to “Global maximum principle for partially observed risk-sensitive progressive optimal control of FBSDE with Poisson jumps” [Stochastic Processes and their Applications 195 (2026) 104870]

Jingtao Lin and Jingtao Shi

2026, volume 196, articles C

Convergence of trees with a given degree sequence and of their associated laminations

Gabriel Berzunza Ojeda, Cecilia Holmgren and Paul Thévenin

From inhomogeneous random digraphs to random graphs with fixed arc counts

Mike van Santvoort and Pim van der Hoorn

Large deviations for stochastic evolution equations in the critical variational setting

Esmée Theewis and Mark Veraar

Interior points and Lebesgue measure of overlapping Mandelbrot percolation sets

Vilma Orgoványi and Károly Simon

An optimal stopping problem for reflecting Brownian motions

Pavel V. Gapeev and Goran Peskir

Arcade processes for informed martingale interpolation

Georges Kassis and Andrea Macrina

Metastability and multiscale extinction time on a finite system of interacting stochastic chains

L. Brochini and M. Abadi

Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo

Julian Hofstadler, Krzysztof Łatuszyński, Gareth Roberts and Daniel Rudolf

A quickest detection problem with false negatives

Tiziano De Angelis, Jhanvi Garg and Quan Zhou

Maximum likelihood estimation in the ergodic Volterra Ornstein-Uhlenbeck process

Mohamed Ben Alaya, Martin Friesen and Jonas Kremer

Contact process with viral load

Marco Seiler

A unified approach to central limit theorems for weakly associated stationary sequences

Adam Jakubowski

Superdiffusive scaling limits for the symmetric exclusion process with slow bonds

Dirk Erhard, Tertuliano Franco and Tiecheng Xu

Sample path central limit theorem for the occupation time of the voter model on a lattice

Xiaofeng Xue

On the maximal displacement of some critical branching Lévy processes with stable offspring distribution

Christophe Profeta

Asymptotic properties of adaptive designs

Dennis Christensen, Emil Aas Stoltenberg and Nils Lid Hjort

Spinal study of a population model for colonial species with interactions and environmental noise

Sylvain Billiard, Charles Medous and Charline Smadi

Spectral measure of large random Helson matrices

Yanqi Qiu and Guocheng Zhen

An explicit link between graphical models and Gaussian Markov random fields on metric graphs

David Bolin, Alexandre B. Simas and Jonas Wallin

On empty balls of critical 2-dimensional branching random walks

Shuxiong Zhang

Scaling of components in critical long-range geometric random graphs on the 2-dim torus

Vasilii Goriachkin and Tatyana Turova

Extinction behaviour for competing continuous-state population dynamics

Jie Xiong, Xu Yang and Xiaowen Zhou