Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
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2025, volume 189, articles C

Majority dynamics on random graphs: The multiple states case

Jordan Chellig and Nikolaos Fountoulakis

Smoothness estimation for Whittle–Matérn processes on closed Riemannian manifolds

Moritz Korte-Stapff, Toni Karvonen and Éric Moulines

New continuity results for a class of time fractional stochastic heat equations in bounded and unbounded domains

Nguyen Huy Tuan and Erkan Nane

Adapted Wasserstein distance between the laws of SDEs

Julio Backhoff-Veraguas, Sigrid Källblad and Benjamin A. Robinson

Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes

Giacomo Lucertini, Stéphane Menozzi and Stefano Pagliarani

On the multidimensional elephant random walk with stops

Bernard Bercu

Convergence rates for Chernoff-type approximations of convex monotone semigroups

Jonas Blessing, Lianzi Jiang, Michael Kupper and Gechun Liang

Sequential common change detection, isolation, and estimation in multiple compound Poisson processes

Dong-Yun Kim, Wei Biao Wu and Yanhong Wu

Percolation with random one-dimensional reinforcements

A. Nascimento, R. Sanchis and D. Ungaretti

Covariance operator estimation via adaptive thresholding

Omar Al-Ghattas and Daniel Sanz-Alonso

Planar reinforced k-out percolation

Gideon Amir, Markus Heydenreich and Christian Hirsch

Spectral bounds for exit times on metric measure Dirichlet spaces and applications

Phanuel Mariano and Jing Wang

Discrete time optimal investment under model uncertainty

Laurence Carassus and Massinissa Ferhoune

The zero viscosity limit of stochastic Navier–Stokes flows

Daniel Goodair and Dan Crisan

Heat kernel estimates for regional fractional Laplacians with multi-singular critical potentials in C1,β open sets

Renming Song, Peixue Wu and Shukun Wu

Foreword — In honor of Francis Comets

Thierry Bodineau, Patrick Cattiaux and Giambattista Giacomin

Global strong solution for the stochastic tamed Chemotaxis–Navier–Stokes system in R3

Fan Xu, Lei Zhang and Bin Liu

Γ-expansion of the measure-current large deviations rate functional of non-reversible finite-state Markov chains

S. Kim and C. Landim

Conformal covariance of connection probabilities in the 2D critical FK-Ising model

Federico Camia and Yu Feng

Corrigendum to “Large Deviations for Generalized Polya urns with arbitrary Urn Function” [Stochastic Processes and their Applications 127 (2017) 3372 – 3411]

Simone Franchini

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