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 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

2026, volume 194, articles C

Continuous time reinforcement learning: A random measure approach

Christian Bender and Nguyen Tran Thuan

Optimal prediction of the last r-excursion time of Brownian motion models

B. Li, M.A. Lkabous and J.M. Pedraza

Strong large deviation principles for pair empirical measures of random walks in the Mukherjee-Varadhan topology

Dirk Erhard and Julien Poisat

Scaling methods for stochastic chemical reaction networks

Lucie Laurence and Philippe Robert

Frog model on Z with random survival parameter

Gustavo O. De Carvalho and Fábio P. Machado

2026, volume 193, articles C

Comparison theorems for mean-field BSDEs whose generators depend on the law of the solution (Y,Z)

Juan Li, Zhanxin Li and Chuanzhi Xing

Convergence rate for the coupon collector’s problem with Stein’s method

Bruno Costacèque and Laurent Decreusefond

Non-Leray-Hopf solutions to 3D stochastic hyper-viscous Navier-Stokes equations: Beyond the lions exponent

Wenping Cao, Zirong Zeng and Deng Zhang

Iterated random walks in random scenery (PAPAPA)

Nadine Guillotin-Plantard, Françoise Pène and Frédérique Watbled

On domination for (non-symmetric) dirichlet forms

Liping Li and Jiangang Ying

Higher order fluctuation expansions for nonlinear stochastic heat equations in singular limits

Benjamin Gess, Zhengyan Wu and Rangrang Zhang

Creation of chaos for interacting Brownian particles

Armand Bernou, Mitia Duerinckx and Matthieu Ménard

Clustering of large deviations events in heavy-tailed moving average processes: The catastrophe principle in the short-memory case

Jiaqi Wang and Gennady Samorodnitsky

Quasi-stationarity of the Dyson Brownian motion with collisions

Arnaud Guillin, Boris Nectoux and Liming Wu

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