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Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
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2025, volume 186, articles C

Lévy models amenable to efficient calculations Downloads
Svetlana Boyarchenko and Sergei Levendorskiĭ
Harmonizable Multifractional Stable Field: Sharp results on sample path behavior Downloads
Antoine Ayache and Christophe Louckx
Multiple and weak Markov properties in Hilbert spaces with applications to fractional stochastic evolution equations Downloads
Kristin Kirchner and Joshua Willems
Large deviations for empirical measures of self-interacting Markov chains Downloads
Amarjit Budhiraja, Adam Waterbury and Pavlos Zoubouloglou
Limit theorems for high-dimensional Betti numbers in the multiparameter random simplicial complexes Downloads
Takashi Owada and Gennady Samorodnitsky
A definition of self-adjoint operators derived from the Schrödinger operator with the white noise potential on the plane Downloads
Naomasa Ueki
Stochastic chemical reaction networks with discontinuous limits and AIMD processes Downloads
Lucie Laurence and Philippe Robert
α-stable Lévy processes entering the half space or a slab Downloads
Andreas E. Kyprianou, Sonny Medina and Juan Carlos Pardo
Stationary fluctuations for a multi-species zero range process with long jumps Downloads
Linjie Zhao
Well-posedness of a reaction–diffusion model with stochastic dynamical boundary conditions Downloads
Mario Maurelli, Daniela Morale and Stefania Ugolini
Long run convergence of discrete-time interacting particle systems of the McKean–Vlasov type Downloads
Pascal Bianchi, Walid Hachem and Victor Priser
Inference in nonlinear random fields and non-asymptotic rates for threshold variance estimators under sparse dependence Downloads
Ansgar Steland

2025, volume 185, articles C

Intersections of Poisson k-flats in hyperbolic space: Completing the picture Downloads
Tillmann Bühler and Daniel Hug
Fluctuations of Omega-killed level-dependent spectrally negative Lévy processes Downloads
Zbigniew Palmowski, Meral Şimşek and Apostolos D. Papaioannou
Averaging principle for slow–fast systems of stochastic PDEs with rough coefficients Downloads
Sandra Cerrai and Yichun Zhu
On strong solutions of time inhomogeneous Itô’s equations with Morrey diffusion gradient and drift. A supercritical case Downloads
N.V. Krylov
Expected hitting time estimates on finite graphs Downloads
Laurent Saloff-Coste and Yuwen Wang
Preventing finite-time blowup in a constrained potential for reaction–diffusion equations Downloads
John Ivanhoe and Michael Salins
On a class of exponential changes of measure for stochastic PDEs Downloads
Thorben Pieper-Sethmacher, Frank van der Meulen and Aad van der Vaart
Asymptotics for irregularly observed long memory processes Downloads
Mohamedou Ould Haye and Anne Philippe
Partial divisibility of random sets Downloads
Jnaneshwar Baslingker and Biltu Dan
A Benamou–Brenier formula for transport distances between stationary random measures Downloads
Martin Huesmann and Bastian Müller
Convergence of the open WASEP stationary measure without Liggett’s condition Downloads
Zoe Himwich
Symmetric KL-divergence by Stein’s method Downloads
Liu-Quan Yao and Song-Hao Liu
A lower bound for pc in range-R bond percolation in four, five and six dimensions Downloads
Jieliang Hong

2025, volume 184, articles C

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

2025, volume 183, articles C

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

2025, volume 182, articles C

On the saddle point of a zero-sum stopper vs. singular-controller game Downloads
Andrea Bovo and Tiziano De Angelis
Aging and sub-aging for one-dimensional random walks amongst random conductances Downloads
D.A. Croydon, D. Kious and C. Scali
On decomposition of the last passage time of diffusions Downloads
Masahiko Egami and Rusudan Kevkhishvili
McKean–Vlasov stochastic equations with Hölder coefficients Downloads
Andrea Pascucci and Alessio Rondelli
Limit theorems for the site frequency spectrum of neutral mutations in an exponentially growing population Downloads
Einar Bjarki Gunnarsson, Kevin Leder and Xuanming Zhang
Local weak limits for collapsed branching processes with random out-degrees Downloads
Sayan Banerjee, Prabhanka Deka and Mariana Olvera-Cravioto
Local limit theorem for time-inhomogeneous functions of Markov processes Downloads
Leonid Koralov and Shuo Yan
The compact support property of rough super Brownian motion on R2 Downloads
Ruhong Jin and Nicolas Perkowski
Gaussian fluctuations for the wave equation under rough random perturbations Downloads
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 Downloads
Zhishui Hu, Wei Wang and Liang Dong
Exact asymptotics of ruin probabilities with linear Hawkes arrivals Downloads
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] Downloads
Sergey Foss, Dmitry Korshunov and Zbigniew Palmowski
Almost sure approximations and laws of iterated logarithm for signatures Downloads
Yuri Kifer
Stability of wandering bumps for Hawkes processes interacting on the circle Downloads
Zoé Agathe-Nerine
Page updated 2025-05-22