Stochastic Processes and their Applications

1973 - 2026

Current editor(s): T. Mikosch

From Elsevier
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2026, volume 200, articles C

Uniqueness of the stochastic Keller–Segel model in one dimension

Debopriya Mukherjee, Erika Hausenblas and Thanh Tran

Concentration and mean field approximation results for Markov processes on large networks

Dániel Keliger and Balázs Ráth

Domain-scaled regular variation: Mathematical foundations for a new tail approximation

Kirstin Strokorb, Marco Oesting and Raphaël de Fondeville

Non-central limit theorem for non-linear functionals of vector valued Gaussian stationary random fields

Péter Major

Stochastic heat equation driven by a Gaussian noise rough in time and space

Guanyu Wu and Fengtong Zhang

Kinetic interacting particle system: Parameter estimation from complete and partial discrete observations

Chiara Amorino and Vytautė Pilipauskaitė

The exponential Lie series and a Chen–Strichartz formula for Lévy processes

Ebrahimi–Fard, Kurusch, Frédéric Patras and Anke Wiese

Risk-averse mean field games: Exploitability and non-asymptotic analysis

Ziteng Cheng and Sebastian Jaimungal

Non-uniform Berry-Esseen bounds for the elephant random walk with random step sizes

Xulan Huang, Xiequan Fan and Kainan Xiang

Asymptotic properties of the derivative of self-intersection local time of multidimensional fractional Brownian motion

Jiazhen Gu, Jinchi Jiang and Qian Yu

A note on central limit theorems for additive functionals of ergodic Markov processes

Edward C. Waymire

On a class of unbalanced step-reinforced random walks

R. Aguech, S. Ben Hariz, M. El Machkouri and Y. Faouzi

The structure of entrance and exit at infinity for time-changed Lévy processes

Samuel Baguley, Leif Döring and Quan Shi

Homogeneous nucleation for two-dimensional Kawasaki dynamics

Simone Baldassarri, Alexandre Gaudillière, Frank den Hollander, Francesca R. Nardi, Enzo Olivieri and Elisabetta Scoppola

2026, volume 199, articles C

Large deviations of mean-field jump-Markov processes on structured sparse random graphs

J. Maclaurin

Theoretical guarantees for lifted samplers

Philippe Gagnon and Florian Maire

Statistical inference for highly correlated stationary point processes and noisy bivariate Neyman-Scott processes

Takaaki Shiotani and Nakahiro Yoshida

Fixation of leadership in non-Markovian growth processes

T. Iyer

Superpositions for general conditional Mckean-Vlasov stochastic differential equations

Qi Feng and Jin Ma

Optimal control and potential games in the mean field

Felix Höfer and H. Mete Soner

Well-posedness of quadratic RBSDEs and BSDEs with one-sided growth restrictions

Shiqiu Zheng

On the maximal displacement of critical branching random walk in random environment

Wenxin Fu and Wenming Hong

Probabilistic approximation of fully nonlinear second-order PIDEs with convergence rates for the universal robust limit theorem

Lianzi Jiang, Mingshang Hu and Gechun Liang

Genealogical transition in the noisy N-Branching Random Walk. How stronger selection may promote genetic diversity

Emmanuel Schertzer and Alejandro H. Wences

Dirichlet problem for integro-differential operators

Zhen-Qing Chen and Jun Peng

Modified weighted power variations of the Hermite process and applications to integrated volatility

A. Ayache, L. Loosveldt and C.A. Tudor

Existence and uniqueness results for strongly degenerate McKean-Vlasov equations with rough coefficients

Andrea Pascucci, Alessio Rondelli and Alexander Yu Veretennikov

On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs

Noufel Frikha and Xuanye Song

A probabilistic study of the set of stationary solutions to spatial kinetic-type equations

Sebastian Mentemeier and Glib Verovkin

Continuity of the critical value and a shape theorem for long-range percolation

Johannes Bäumler

L2-Solutions to stochastic reaction-diffusion equations with superlinear drifts driven by space-time white noise

Shijie Shang, Pengyu Wang and Tusheng Zhang

Precise large deviations through a uniform Tauberian theorem

Giampaolo Cristadoro and Gaia Pozzoli

Trend to equilibrium and Newtonian limit for the relativistic Langevin equation with singular potentials

Manh Hong Duong and Hung Dang Nguyen

Uniqueness of stationary compatible probability measures for chains of infinite order with forbidden transitions

C. Gallesco, S. Gallo and D.Y. Takahashi

Overdamped limits for Langevin dynamics with position-dependent coefficients via L2-hypocoercivity

Noé Blassel

Box-covariances of hyperuniform point processes

Jonas Jalowy and Hanna Stange

Pathwise representation of the smoothing distribution in continuous-time linear Gaussian models

Masahiro Kurisaki

Near-optimal controls of two-time scale functional diffusion systems

Yihao Sheng, Fuke Wu, George Yin and Xiaofeng Zong

Large population limit for a multilayer SIR model with local contact structures

Madeleine Kubasch

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