Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
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2025, volume 188, articles C

A functional central limit theorem for weighted occupancy processes of the Karlin model

Jaime Garza and Yizao Wang

Ladder costs for random walks in Lévy random media

Alessandra Bianchi, Giampaolo Cristadoro and Gaia Pozzoli

Nonparametric estimation of the transition density function for diffusion processes

Fabienne Comte and Nicolas Marie

Stationary entrance chains and applications to random walks

Aleksandar Mijatović and Vladislav Vysotsky

A propagation of chaos result for weakly interacting nonlinear Snell envelopes

Boualem Djehiche, Roxana Dumitrescu and Jia Zeng

Continuum graph dynamics via population dynamics: Well-posedness, duality and equilibria

Andreas Greven, Frank den Hollander, Anton Klimovsky and Anita Winter

Central limit theorems for the nearest neighbour embracing graph in Euclidean and hyperbolic space

Holger Sambale, Christoph Thäle and Tara Trauthwein

Walsh spider diffusions as time changed multi-parameter processes

Erhan Bayraktar, Jingjie Zhang and Xin Zhang

Quantitative hydrodynamics for a generalized contact model

Julian Amorim, Milton Jara and Yangrui Xiang

On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise

Xihao He

Averaging principle for semilinear slow–fast rough partial differential equations

Miaomiao Li, Yunzhang Li, Bin Pei and Yong Xu

Taming under isoperimetry

Iosif Lytras and Sotirios Sabanis

Some quenched and annealed limit theorems for superprocesses in random environments

Zeteng Fan, Jieliang Hong and Jie Xiong

Risk-sensitive continuous-time stochastic games with the average criterion and a compact state space

Xin Guo and Zewu Zheng

On the particle approximation of lagged Feynman–Kac formulae

Elsiddig Awadelkarim, Michel Caffarel, Pierre Del Moral and Ajay Jasra

2025, volume 187, articles C

Ancestral lineages for a branching annihilating random walk

Pascal Oswald

Strang splitting for parametric inference in second-order stochastic differential equations

Predrag Pilipovic, Adeline Samson and Susanne Ditlevsen

On Riemann–Liouville type operators, bounded mean oscillation, gradient estimates and approximation on the Wiener space

Stefan Geiss and Nguyen Tran Thuan

Speed of convergence and moderate deviations of FPP on random geometric graphs

Lucas R. de Lima and Daniel Valesin

Explicit multiscale numerical method for super-linear slow–fast stochastic differential equations

Yuanping Cui, Xiaoyue Li and Xuerong Mao

Stable processes with reflections

Krzysztof Bogdan and Markus Kunze

On the signature of an image

Joscha Diehl, Kurusch Ebrahimi-Fard, Fabian N. Harang and Samy Tindel

Large deviation estimates for nonlinear filtering with discontinuity and small noise

Hongjiang Qian, Yanzhao Cao and George Yin

Lp-solutions of multi-dimensional BSDEs with mean reflection

Yue Niu, Baoyou Qu and Falei Wang

Local asymptotic properties for the growth rate of a jump-type CIR process

Mohamed Ben Alaya, Ahmed Kebaier, Gyula Pap and Ngoc Khue Tran

2025, volume 186, articles C

Lévy models amenable to efficient calculations

Svetlana Boyarchenko and Sergei Levendorskiĭ

Harmonizable Multifractional Stable Field: Sharp results on sample path behavior

Antoine Ayache and Christophe Louckx

Multiple and weak Markov properties in Hilbert spaces with applications to fractional stochastic evolution equations

Kristin Kirchner and Joshua Willems

Large deviations for empirical measures of self-interacting Markov chains

Amarjit Budhiraja, Adam Waterbury and Pavlos Zoubouloglou

Limit theorems for high-dimensional Betti numbers in the multiparameter random simplicial complexes

Takashi Owada and Gennady Samorodnitsky

A definition of self-adjoint operators derived from the Schrödinger operator with the white noise potential on the plane

Naomasa Ueki

Stochastic chemical reaction networks with discontinuous limits and AIMD processes

Lucie Laurence and Philippe Robert

α-stable Lévy processes entering the half space or a slab

Andreas E. Kyprianou, Sonny Medina and Juan Carlos Pardo

Stationary fluctuations for a multi-species zero range process with long jumps

Linjie Zhao

Well-posedness of a reaction–diffusion model with stochastic dynamical boundary conditions

Mario Maurelli, Daniela Morale and Stefania Ugolini

Long run convergence of discrete-time interacting particle systems of the McKean–Vlasov type

Pascal Bianchi, Walid Hachem and Victor Priser

Inference in nonlinear random fields and non-asymptotic rates for threshold variance estimators under sparse dependence

Ansgar Steland

2025, volume 185, articles C

Intersections of Poisson k-flats in hyperbolic space: Completing the picture

Tillmann Bühler and Daniel Hug

Fluctuations of Omega-killed level-dependent spectrally negative Lévy processes

Zbigniew Palmowski, Meral Şimşek and Apostolos D. Papaioannou

Averaging principle for slow–fast systems of stochastic PDEs with rough coefficients

Sandra Cerrai and Yichun Zhu

On strong solutions of time inhomogeneous Itô’s equations with Morrey diffusion gradient and drift. A supercritical case

N.V. Krylov

Expected hitting time estimates on finite graphs

Laurent Saloff-Coste and Yuwen Wang

Preventing finite-time blowup in a constrained potential for reaction–diffusion equations

John Ivanhoe and Michael Salins

On a class of exponential changes of measure for stochastic PDEs

Thorben Pieper-Sethmacher, Frank van der Meulen and Aad van der Vaart

Asymptotics for irregularly observed long memory processes

Mohamedou Ould Haye and Anne Philippe

Partial divisibility of random sets

Jnaneshwar Baslingker and Biltu Dan

A Benamou–Brenier formula for transport distances between stationary random measures

Martin Huesmann and Bastian Müller

Convergence of the open WASEP stationary measure without Liggett’s condition

Zoe Himwich

Symmetric KL-divergence by Stein’s method

Liu-Quan Yao and Song-Hao Liu

A lower bound for pc in range-R bond percolation in four, five and six dimensions

Jieliang Hong