Stochastic Processes and their Applications

1973 - 2026

Current editor(s): T. Mikosch

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

2026, volume 195, articles C

Stretched non-local Pearson diffusions

Luisa Beghin, Nikolai Leonenko, Ivan Papić and Jayme Vaz

Fractional interacting particle system: Drift parameter estimation via Malliavin calculus

Chiara Amorino, Ivan Nourdin and Radomyra Shevchenko

Tube formula for spherically contoured random fields with subexponential marginals

Satoshi Kuriki and Evgeny Spodarev

Asymptotic behaviors of subcritical branching killed Lévy processes

Yan-Xia Ren, Renming Song and Yaping Zhu

Sensitivity of functionals of McKean-Vlasov SDEs with respect to the initial distribution

Filippo de Feo, Salvatore Federico, Fausto Gozzi and Nizar Touzi

Sharp Lq-convergence rate in p-Wasserstein distance for empirical measures of diffusion processes

Feng-Yu Wang, Bingyao Wu and Jie-Xiang Zhu

Global maximum principle for partially observed risk-sensitive progressive optimal control of FBSDE with Poisson jumps

Jingtao Lin and Jingtao Shi

Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas

Emmanuel Gobet, Adrien Richou and Lukasz Szpruch

Littlewood-Offord problems for Ising models

Yinshan Chang

The multi-level friendship paradox for sparse random graphs

Rajat Subhra Hazra, Frank den Hollander and Azadeh Parvaneh

Reflected backward stochastic differential equations with rough drivers

Hanwu Li, Huilin Zhang and Kuan Zhang

On k-clusters of high-intensity random geometric graphs

Mathew D. Penrose and Xiaochuan Yang

An injective martingale coupling

David Hobson and Dominykas Norgilas

Limiting behavior of invariant measures of fractional stochastic reaction-diffusion equations on expanding domains

Zhang Chen, Bixiang Wang and Dandan Yang

Conditional delta-method for resampling empirical processes in multiple sample problems

Merle Munko and Dennis Dobler

On stochastic partial differential equations and their applications to derivative pricing through a conditional Feynman-Kac formula

Kaustav Das, Ivan Guo and Grégoire Loeper

On the distribution of the telegraph meander and its properties

A. Pedicone and E. Orsingher

Limit theorems for stochastic integrals with long memory processes

Zhishui Hu, Hanying Liang and Qiying Wang

Purification of quantum trajectories in infinite dimensions

Federico Girotti and Alessandro Vitale

Occupied processes: Going with the flow

Valentin Tissot-Daguette

On the 1/H-variation of the divergence integral with respect to a Hermite process

Petr Čoupek, Pavel Kříž and Matěj Svoboda

Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts

Martin Friesen, Stefan Gerhold and Kristof Wiedermann

Remarks on the two-dimensional magnetohydrodynamics system forced by space-time white noise

Kazuo Yamazaki

Large-sample analysis of cost functionals for inference under the coalescent

Martina Favero and Jere Koskela

Yet another notion of irregularity through small ball estimates

Marco Romito and Leonardo Tolomeo

A new stochastic SIS-type modelling framework for analysing epidemic dynamics in continuous space

Apolline Louvet and Bastian Wiederhold

Sharp asymptotics for N-point correlation functions of coalescing heavy-tailed random walks

Jinjiong Yu

A law of large numbers concerning the distribution of critical points of random Fourier series

“Brandon” Fu, Qiangang and Liviu I. Nicolaescu

Moments of generalized fractional polynomial processes

Johannes Assefa and Martin Keller-Ressel