Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
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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

2025, volume 181, articles C

Correlation structure and resonant pairs for arithmetic random waves

Valentina Cammarota, Riccardo W. Maffucci, Domenico Marinucci and Maurizia Rossi

Numerical approximation of SDEs with fractional noise and distributional drift

Ludovic Goudenège, El Mehdi Haress and Alexandre Richard

Wasserstein convergence rates for empirical measures of random subsequence of {nα}

Bingyao Wu and Jie-Xiang Zhu

Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation

Aurélien Alfonsi

Diffusive limit approximation of pure jump optimal ergodic control problems

Marc Abeille, Bruno Bouchard and Lorenzo Croissant

How the interplay of dormancy and selection affects the wave of advance of an advantageous gene

Jochen Blath, Matthias Hammer, Dave Jacobi and Florian Nie

Time changed spherical Brownian motions with longitudinal drifts

Giacomo Ascione and Anna Vidotto

Gradient-type estimates for the dynamic φ24-model

Florian Kunick and Pavlos Tsatsoulis

Monotonicity properties for Bernoulli percolation on layered graphs— A Markov chain approach

Philipp König and Thomas Richthammer

Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line

Hua-Ming Wang and Lingyun Wang

Spatial growth-fragmentations and excursions from hyperplanes

William Da Silva and Juan Carlos Pardo

Laws of the iterated logarithm for occupation times of Markov processes

Soobin Cho, Panki Kim and Jaehun Lee

Linking population-size-dependent and controlled branching processes

Peter Braunsteins, Sophie Hautphenne and James Kerlidis

Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP

Chiara Amorino, Arnaud Gloter and Hélène Halconruy

Filtered data based estimators for stochastic processes driven by colored noise

Grigorios A. Pavliotis, Sebastian Reich and Andrea Zanoni

Hopfield neural lattice models with locally Lipschitz coefficients driven by Lévy noise

Renhai Wang, Hailang Bai, Pengyu Chen and Mirelson M. Freitas

On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends

Dan Cheng

Convex integral functionals of càdlàg processes

Ari-Pekka Perkkiö and Erick Treviño-Aguilar

2025, volume 179, articles C

Rate of escape of the conditioned two-dimensional simple random walk

Orphée Collin and Serguei Popov

Geodesics cross any pattern in first-passage percolation without any moment assumption and with possibly infinite passage times

Antonin Jacquet

Weak convergence of continuous-state branching processes with large immigration

Clément Foucart and Linglong Yuan

Some remarks on the effect of the Random Batch Method on phase transition

Arnaud Guillin, Pierre Le Bris and Pierre Monmarché

Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes

Petr Čoupek, Pavel Kříž and Bohdan Maslowski

Dual process in the two-parameter Poisson–Dirichlet diffusion

Robert C. Griffiths, Matteo Ruggiero, Dario Spanò and Youzhou Zhou

Mixed orthogonality graphs for continuous-time stationary processes

Vicky Fasen-Hartmann and Lea Schenk

Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral–differential operators

Sheng Luo, Wenqiang Li, Xun Li and Qingmeng Wei

Well-Posedness of the generalised Dean–Kawasaki Equation with correlated noise on bounded domains

Shyam Popat

L2-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems

Linshan Liu, Mateusz B. Majka and Pierre Monmarché

On weak and strong solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift

N.V. Krylov

Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread

D.C. Antonopoulou, D. Farazakis and G. Karali

Coarsening in zero-range processes

Inés Armendáriz, Johel Beltrán, Daniela Cuesta and Milton Jara

Coupling by change of measure for conditional McKean–Vlasov SDEs and applications

Xing Huang

SDEs with two reflecting barriers driven by optional processes with regulated trajectories

Adrian Falkowski

Epidemics on critical random graphs with heavy-tailed degree distribution

David Clancy

Compound Poisson distributions for random dynamical systems using probabilistic approximations

Lucas Amorim, Nicolai Haydn and Sandro Vaienti

First passage percolation with recovery

Elisabetta Candellero and Tom Garcia-Sanchez

An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line

Ben Hambly, Julian Meier and Andreas Søjmark