Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2021, volume 140, articles C

Formulae for the derivative of the Poincaré constant of Gibbs measures pp. 1-20

Julian Sieber

Regularity of multifractional moving average processes with random Hurst exponent pp. 21-48

Dennis Loboda, Fabian Mies and Ansgar Steland

Moderate deviations of density-dependent Markov chains pp. 49-80

Xiaofeng Xue

Locally interacting diffusions as Markov random fields on path space pp. 81-114

Daniel Lacker, Kavita Ramanan and Ruoyu Wu

Continuity properties and the support of killed exponential functionals pp. 115-146

Anita Behme, Alexander Lindner, Jana Reker and Victor Rivero

Constructing fractional Gaussian fields from long-range divisible sandpiles on the torus pp. 147-182

Leandro Chiarini, Milton Jara and Wioletta M. Ruszel

Brownian motion with a horizontal Bessel drift in a parabolic-type domain pp. 183-215

Haneen Alayed and Dante DeBlassie

Concentration on Poisson spaces via modified Φ-Sobolev inequalities pp. 216-235

Anna Gusakova, Holger Sambale and Christoph Thäle

Stochastic mSQG equations with multiplicative transport noises: White noise solutions and scaling limit pp. 236-286

Dejun Luo and Rongchan Zhu

A hierarchical mean field model of interacting spins pp. 287-338

Paolo Dai Pra, Marco Formentin and Guglielmo Pelino

Irreducible decomposition for Markov processes pp. 339-356

Kazuhiro Kuwae

2021, volume 139, articles C

Averaging principle for stochastic differential equations in the random periodic regime pp. 1-36

Kenneth Uda

Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness pp. 37-79

Archil Gulisashvili

Large deviations in discrete-time renewal theory pp. 80-109

Marco Zamparo

A critical branching process with immigration in random environment pp. 110-138

V.I. Afanasyev

On limit theorems for persistent Betti numbers from dependent data pp. 139-174

Johannes Krebs

Global solutions to stochastic wave equations with superlinear coefficients pp. 175-211

Annie Millet and Marta Sanz-Solé

Lower Gaussian heat kernel bounds for the random conductance model in a degenerate ergodic environment pp. 212-228

Sebastian Andres and Noah Halberstam

Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders pp. 229-279

Soobin Cho and Panki Kim

Fluctuation limits for mean-field interacting nonlinear Hawkes processes pp. 280-297

Sophie Heesen and Wilhelm Stannat

Diffusion approximations in the online increasing subsequence problem pp. 298-320

Alexander Gnedin and Amirlan Seksenbayev

Two-type annihilating systems on the complete and star graph pp. 321-342

Irina Cristali, Yufeng Jiang, Matthew Junge, Remy Kassem, David Sivakoff and Grayson York

2021, volume 138, articles C

On stochastic Itô processes with drift in Ld pp. 1-25

N.V. Krylov

Exponential mixing under controllability conditions for sdes driven by a degenerate Poisson noise pp. 26-55

Vahagn Nersesyan and Renaud Raquépas

Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex pp. 56-95

Takashi Owada, Gennady Samorodnitsky and Gugan Thoppe

On excursions inside an excursion pp. 96-116

May-Ru Chen and Ju-Yi Yen

Limit theorems for cloning algorithms pp. 117-152

Letizia Angeli, Stefan Grosskinsky and Adam Johansen

Optimal stationary markings pp. 153-185

Bartłomiej Błaszczyszyn and Christian Hirsch

Asymptotic behavior for Markovian iterated function systems pp. 186-211

Cheng-Der Fuh

Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions pp. 212-233

D.A. Dawson, J. Vaillancourt and H. Wang

On estimation of quadratic variation for multivariate pure jump semimartingales pp. 234-254

Johannes Heiny and Mark Podolskij

2021, volume 137, articles C

The extremal process of super-Brownian motion pp. 1-34

Yan-Xia Ren, Renming Song and Rui Zhang

Asymptotics for push on the complete graph pp. 35-61

Rami Daknama, Konstantinos Panagiotou and Simon Reisser

Left–right crossings in the Miller–Abrahams random resistor network and in generalized Boolean models pp. 62-105

Alessandra Faggionato and Hlafo Alfie Mimun

The dynamics of stochastic mono-molecular reaction systems in stochastic environments pp. 106-148

Daniele Cappelletti, Abhishek Pal Majumder and Carsten Wiuf

Local theorems for (multidimensional) additive functionals of semi-Markov chains pp. 149-166

Artem Logachov, Anatolii Mogulskii, Evgeny Prokopenko and Anatoly Yambartsev

LASSO estimation for spherical autoregressive processes pp. 167-199

Alessia Caponera, Claudio Durastanti and Anna Vidotto

Discretization of the Lamperti representation of a positive self-similar Markov process pp. 200-221

Jevgenijs Ivanovs and Jakob D. Thøstesen

Mixing time trichotomy in regenerating dynamic digraphs pp. 222-251

Pietro Caputo and Matteo Quattropani

Mean Euler characteristic of stationary random closed sets pp. 252-271

Jan Rataj

Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes pp. 272-293

Andreas E. Kyprianou, Sandra Palau and Tsogzolmaa Saizmaa

Markov chains in random environment with applications in queuing theory and machine learning pp. 294-326

Attila Lovas and Miklós Rásonyi

2021, volume 136, articles C

Semilinear Kolmogorov equations on the space of continuous functions via BSDEs pp. 1-56

Federica Masiero, Carlo Orrieri, Gianmario Tessitore and Giovanni Zanco

Dynamics of a Fleming–Viot type particle system on the cycle graph pp. 57-91

Josué Corujo

Maximal moments and uniform modulus of continuity for stable random fields pp. 92-124

Snigdha Panigrahi, Parthanil Roy and Yimin Xiao

Risk sensitive optimal stopping pp. 125-144

Damian Jelito, Marcin Pitera and Łukasz Stettner

Characterizing limits and opportunities in speeding up Markov chain mixing pp. 145-191

Simon Apers, Alain Sarlette and Francesco Ticozzi

Beta Laguerre processes in a high temperature regime pp. 192-205

Hoang Dung Trinh and Khanh Duy Trinh

Asymptotic optimality of the generalized cμ rule under model uncertainty pp. 206-236

Asaf Cohen and Subhamay Saha

2021, volume 135, articles C

A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise pp. 1-30

Jae-Hwan Choi and Beom-Seok Han

Dimension-free Wasserstein contraction of nonlinear filters pp. 31-50

Nick Whiteley

Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes pp. 51-74

Nicolas Champagnat and Denis Villemonais

The domain of definition of the Lévy white noise pp. 75-102

Julien Fageot and Thomas Humeau

Concentration inequalities for additive functionals: A martingale approach pp. 103-138

Bob Pepin

Stochastic MHD equations with fractional kinematic dissipation and partial magnetic diffusion in R2 pp. 139-182

Jingna Li, Hongxia Liu and Hao Tang

Competing growth processes with random growth rates and random birth times pp. 183-226

Cécile Mailler, Peter Mörters and Anna Senkevich

Non-equilibrium fluctuations of the weakly asymmetric normalized binary contact path process pp. 227-253

Xiaofeng Xue and Linjie Zhao