Stochastic Processes and their Applications

1973 - 2026

Current editor(s): T. Mikosch

From Elsevier
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2026, volume 202, articles C

On extremes for Gaussian subordination

Shuyang Bai and Marie-Christine Düker

Heavy-tailed critical Galton–Watson processes with immigration

Péter Kevei and Kata Kubatovics

Parameter estimation of integrated fractional Brownian motion

Marco Mastrogiovanni, Yuliya Mishura, Stefania Ottaviano, Kostiantyn Ralchenko and Tiziano Vargiolu

Weak equilibria of a mean-field market model under asymmetric information

Alekos Cecchin, Markus Fischer, Claudio Fontana and Giacomo Lanaro

Asymptotic inference for exchangeable Gibbs partitions

Takuya Koriyama

Berry-Esseen bounds for step-reinforced random walks

Zhishui Hu

Two waves of adaptation: Speciation induced by dormancy in a model with changing environment

Fernando Cordero, Adrián González Casanova and Jason Schweinsberg

Optimal linear filtering of partially observed polynomial processes in discrete and continuous time

Jan Kallsen and Ivo Richert

Weak solutions of stochastic Volterra equations in convex domains with general kernels

Eduardo Abi Jaber, Aurélien Alfonsi and Guillaume Szulda

Corrigendum to “Asymptotics for irregularly observed long memory processes” [Stoch. Process. Appl. 185, (2025) 104631]

Mohamedou Ould Haye and Anne Philippe

Consistent estimation in subcritical birth-and-death processes

Sophie Hautphenne and Emma Horton

Survival of a long random string among hard Poisson traps

Siva Athreya, Mathew Joseph and Carl Mueller

On the exponential ergodicity of the McKean-Vlasov SDE depending on a polynomial interaction

Mohamed Alfaki Aboubacrine Assadek

Neighbour–count dependent thinning of Poisson point processes: Correlation structure and Poisson approximation

Kateryna Hlyniana

Markov chains, AR models, and regular variation

Piotr Dyszewski and Tamara Mika

Feynman-Kac formula for time-dependent nonlinear Schrödinger equations with applications in numerical approximations

Hang Cheung, Jinniao Qiu and Yang Yang

Ancestral diversity in fragmentation trees

Bénédicte Haas and Grégory Miermont

Drift estimation for rough processes under small noise asymptotic: QMLE approach

Arnaud Gloter and Nakahiro Yoshida

Asymptotics of returns to the coordinate axes for conditioned planar simple random walks

Rodolphe Garbit and Kilian Raschel

Stochastic currents of fractional Brownian motion: Existence and regularity

Martin Grothaus, José Luís da Silva, Herry Pribawanto Suryawan and Thomas Ullrich

Bernstein-induced matrix distributions

Hansjörg Albrecher, Mogens Bladt and Phillip Frede Halmsted Olsen

On spider diffusions having a spinning measure selected from their own local time

Miguel Martinez and Isaac Ohavi

Local asymptotic normality for discretely observed McKean-Vlasov diffusions

Akram Heidari and Mark Podolskij

2026, volume 201, articles C

Non-equilibrium fluctuations for a spatial logistic branching process with weak competition

Thomas Tendron

A probabilistic view on the adapted Wasserstein distance

Mathias Beiglböck, Susanne Pflügl and Stefan Schrott

Computable bounds on the solution to Poisson’s equation for general harris chains

Peter W. Glynn, Na Lin and Yuanyuan Liu

On the optimal stopping of randomized Gauss-Markov bridges

A. Azze and D’Auria, B.

The stochastic Navier-Stokes equations with general L3 data

Mustafa Sencer Aydın, Igor Kukavica and Fanhui Xu

On the speed of coming down from infinity for subcritical branching processes with pairwise interactions

Gabriel Berzunza Ojeda and Juan Carlos Pardo

Fitting regular point patterns with a hyperuniform perturbed lattice

Daniela Flimmel

A class of long range circulant random walks on Zqd

Robert Griffiths and Shuhei Mano

Central limit theorems for interacting innovation processes, related statistical tools and general results

Giacomo Aletti, Irene Crimaldi and Andrea Ghiglietti

How two elephants can learn from each other

Rafik Aguech and Shuo Qin

The decomposition of stretched Brownian motion into Bass martingales

Walter Schachermayer and Bertram Tschiderer

Quantitative approximation to density dependent SDEs driven by α-stable processes

Ke Song, Zimo Hao and Mingkun Ye

Factorizations of relative entropy using stochastic localization

Pietro Caputo, Zongchen Chen and Daniel Parisi

Non-parametric estimation for stochastic reaction-diffusion equations with spatial ergodicity

Sascha Gaudlitz

Inverse graph limit problem of the graphon multi-agent systems

Rundong Zhao, Yicheng Liu and Xiao Wang

On the cutoff phenomenon for Dyson–Laguerre processes

Samuel Chan-ashing

Ties, tails and spectra: On rank-based dependency measures in high dimensions

Nina Dörnemann, Michael Fleermann and Johannes Heiny

Mean-field spin models – Fluctuation of the magnetization and maximum likelihood estimator

Van Hao Can and Adrian Röllin

Time-changed Markov processes and space-time coupled non-local equations

Giacomo Ascione, Enrico Scalas, Bruno Toaldo and Lorenzo Torricelli

Optimal estimation of generic dynamics by path-dependent neural jump ODEs

Florian Krach, Marc Nübel and Josef Teichmann

Hydrodynamic limit and density fluctuations of a reaction-diffusion equation

Ziying Chen and Yong Li

Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion

Konstantinos Dareiotis, El Mehdi Haress and Khoa Lê

Beyond separability: Convergence rate of vanishing viscosity approximations to mean field games via FBSDE stability

Winston Yu, Qiang Du and Wenpin Tang

Consistent support recovery for high-dimensional diffusions

Dmytro Marushkevych, Francisco Pina and Mark Podolskij

Robustified Gaussian quasi-likelihood inference for volatility

Shoichi Eguchi and Hiroki Masuda

Exponential twist of probability measures: Drift correction in term of a generalized gradient

Thibaut Bourdais, Nadia Oudjane and Francesco Russo

Filippov’s theorem for stochastic differential inclusions driven by semimartingales and applications

Mariusz Michta

Tails of explosive birth processes and the emergence of monopoly in non-linear Pólya urns

Thomas Gottfried and Stefan Grosskinsky

On generalized arcsine laws and residual allocation models

Bojan Basrak

Grab it before it’s gone: Testing uncertain rewards under a stochastic deadline

Steven Campbell, Georgy Gaitsgori, Richard Groenewald and Ioannis Karatzas

Betti numbers in the random connection model for higher-dimensional simplicial complexes and the Boolean model

Dominik Pabst