Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
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2025, volume 190, articles C

Global central limit theorems for Markov chains

Christophe Cuny and Michael Lin

Uniform bounds for robust mean estimators

Stanislav Minsker

Renewal structure of the tree builder random walk

Rodrigo Ribeiro

Moments of polynomial functionals of spectrally positive Lévy processes

Peter Glynn, Royi Jacobovic and Michel Mandjes

Nonlinear Graphon mean-field systems

Fabio Coppini, Anna De Crescenzo and Huyên Pham

Self-normalized partial sums of heavy-tailed time series

Muneya Matsui, Thomas Mikosch and Olivier Wintenberger

A complete characterization of monotonicity equivalence for continuous-time Markov processes

Motoya Machida

Weak Error on the densities for the Euler scheme of stable additive SDEs with Hölder drift

Mathis Fitoussi and Stéphane Menozzi

The phase transition of the voter model on evolving scale-free networks

John Fernley

Birth-death processes are time-changed Feller’s Brownian motions

Liping Li

Rough path lifts of Banach space-valued Gaussian processes

A.A. Kalinichenko

Perpetuities with light tails and the local dependence measure

Julia Le Bihan and Bartosz Kołodziejek

Adaptive nonparametric drift estimation for multivariate jump diffusions under sup-norm risk

Niklas Dexheimer

On time-dependent boundary crossing probabilities of diffusion processes as differentiable functionals of the boundary

V. Liang and K. Borovkov

Multidimensional sticky Brownian motions: Heavy traffic limit and rough tail asymptotics

Hongshuai Dai and Yiqiang Q. Zhao

Parisi PDE and convexity for vector spins

Hong-Bin Chen

On the ɛ–Euler–Maruyama scheme for time inhomogeneous jump-driven SDEs

Mireille Bossy and Paul Maurer

Scaling limits for interactive Hawkes shot noise processes

Bo Li and Guodong Pang

Approximation of birth–death processes

Liping Li

Rough differential equations in the flow approach

Ajay Chandra and Léonard Ferdinand

Weighted solutions of random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs

Xinying Li, Yaqi Zhang and Shengjun Fan

Stochastic approximation with two time scales: The general case

Vivek S. Borkar

On favourite sites of a random walk in moderately sparse random environment

Alicja Kołodziejska

Regularization effects of time integration on Gaussian process functionals

Takafumi Amaba and Marie Kratz

Emergence of multivariate extremes in multilayer inhomogeneous random graphs

Daniel Cirkovic, Tiandong Wang and Daren B.H. Cline

Essential barrier height and a probabilistic approach in characterizing potential landscape

Yao Li, Molei Tao and Shirou Wang

Parallelized midpoint randomization for Langevin Monte Carlo

Lu Yu and Arnak Dalalyan

Mirror descent for stochastic control problems with measure-valued controls

Bekzhan Kerimkulov, David Šiška, Łukasz Szpruch and Yufei Zhang

A+A→A,B+A→A

Roger Tribe and Oleg Zaboronski

Central limit theorems associated with the hierarchical Dirichlet process

Shui Feng and J.E. Paguyo

Parameter estimation in hyperbolic linear SPDEs from multiple measurements

Anton Tiepner and Eric Ziebell

Spectral gap for the stochastic exchange model

Eric A. Carlen, Gustavo Posta and Imre Péter Tóth

One-sided Markov additive processes with lattice and non-lattice increments

Jevgenijs Ivanovs, Guy Latouche and Peter Taylor

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