Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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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

2025, volume 184, articles C

The geometry of controlled rough paths: Mazyar Ghani Varzaneh, Sebastian Riedel, Alexander Schmeding and Nikolas Tapia
Effective growth rates in a periodically changing environment: From mutation to invasion: Manuel Esser and Anna Kraut
Gradual convergence for Langevin dynamics on a degenerate potential: Gerardo Barrera, Conrado da-Costa and Milton Jara
Stochastic parallel translations and diffusions on the Wasserstein space over T: Hao Ding, Shizan Fang and Xiang-Dong Li
Global well-posedness and enhanced dissipation for the 2D stochastic Nernst–Planck–Navier–Stokes equations with transport noise: Quyuan Lin, Rongchang Liu and Weinan Wang
Conditional independence in stationary distributions of diffusions: Tobias Boege, Mathias Drton, Benjamin Hollering, Sarah Lumpp, Pratik Misra and Daniela Schkoda
Existence and uniqueness of SPDEs driven by nonlinear multiplicative mixed noise: Shiduo Qu and Hongjun Gao
Estimation of subcritical Galton Watson processes with correlated immigration: Yacouba Boubacar Maïnassara and Landy Rabehasaina

2025, volume 183, articles C

Almost sure limit theorems with applications to non-regular continued fraction algorithms: Claudio Bonanno and Tanja I. Schindler
Berry-Esseen bounds for functionals of independent random variables: Qi-Man Shao and Zhuo-Song Zhang
On the expected ℓ∞-norm of high-dimensional martingales: Nicholas J.A. Harvey, Christopher Liaw and Victor S. Portella
The accumulation of beneficial mutations and convergence to a Poisson process: Nantawat Udomchatpitak and Jason Schweinsberg
Existence of quasi-stationary distributions for downward skip-free Markov chains: Kosuke Yamato
Profile cut-off phenomenon for the ergodic Feller root process: Gerardo Barrera and Liliana Esquivel
Growth condition on the generator of BSDE with singular terminal value ensuring continuity up to terminal time: Dorian Cacitti-Holland, Laurent Denis and Alexandre Popier
Self-switching random walks on Erdös–Rényi random graphs feel the phase transition: G. Iacobelli, G. Ost and D.Y. Takahashi
On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes: Kaustav Das, Gregory Markowsky and Binghao Wu
Poisson approximation of fixed-degree nodes in weighted random connection models: Christian Hirsch, Benedikt Jahnel, Sanjoy Kumar Jhawar and Peter Juhasz
Wasserstein asymptotics for Brownian motion on the flat torus and Brownian interlacements: Mauro Mariani and Dario Trevisan
The contact process on a graph adapting to the infection: John Fernley, Peter Mörters and Marcel Ortgiese
Laws of the iterated and single logarithm for sums of independent indicators, with applications to the Ginibre point process and Karlin’s occupancy scheme: Dariusz Buraczewski, Alexander Iksanov and Valeriya Kotelnikova
Fast exact simulation of the first-passage event of a subordinator: Jorge Ignacio González Cázares, Feng Lin and Aleksandar Mijatović
Symmetry and functional inequalities for stable Lévy-type operators: Lu-Jing Huang and Tao Wang

2025, volume 182, articles C

On the saddle point of a zero-sum stopper vs. singular-controller game: Andrea Bovo and Tiziano De Angelis
Aging and sub-aging for one-dimensional random walks amongst random conductances: D.A. Croydon, D. Kious and C. Scali
On decomposition of the last passage time of diffusions: Masahiko Egami and Rusudan Kevkhishvili
McKean–Vlasov stochastic equations with Hölder coefficients: Andrea Pascucci and Alessio Rondelli
Limit theorems for the site frequency spectrum of neutral mutations in an exponentially growing population: Einar Bjarki Gunnarsson, Kevin Leder and Xuanming Zhang
Local weak limits for collapsed branching processes with random out-degrees: Sayan Banerjee, Prabhanka Deka and Mariana Olvera-Cravioto
Local limit theorem for time-inhomogeneous functions of Markov processes: Leonid Koralov and Shuo Yan
The compact support property of rough super Brownian motion on R2: Ruhong Jin and Nicolas Perkowski
Gaussian fluctuations for the wave equation under rough random perturbations: Raluca M. Balan, Jingyu Huang, Xiong Wang, Panqiu Xia and Wangjun Yuan
Strong approximations in the almost sure central limit theorem and limit behavior of the center of mass: Zhishui Hu, Wei Wang and Liang Dong
Exact asymptotics of ruin probabilities with linear Hawkes arrivals: Zbigniew Palmowski, Simon Pojer and Stefan Thonhauser
Corrigendum to “Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes” [Stochastic Processes and their Applications 176 (2024) 104422]: Sergey Foss, Dmitry Korshunov and Zbigniew Palmowski
Almost sure approximations and laws of iterated logarithm for signatures: Yuri Kifer
Stability of wandering bumps for Hawkes processes interacting on the circle: Zoé Agathe-Nerine

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