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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.
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2021, volume 141, articles C
- Rough nonlocal diffusions pp. 1-56

- Michele Coghi and Torstein Nilssen
- Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations pp. 57-78

- Alberto Lanconelli and Ramiro Scorolli
- Telegraph random evolutions on a circle pp. 79-108

- Alessandro De Gregorio and Francesco Iafrate
- Discrete-time simulation of Stochastic Volterra equations pp. 109-138

- Alexandre Richard, Xiaolu Tan and Fan Yang
- Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs pp. 139-171

- Mingshang Hu and Falei Wang
- Mean reflected stochastic differential equations with two constraints pp. 172-196

- Adrian Falkowski and Leszek Słomiński
- Mean field interaction on random graphs with dynamically changing multi-color edges pp. 197-244

- Erhan Bayraktar and Ruoyu Wu
- A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption pp. 245-273

- Jiaqi Liu
- Moment bounds for dissipative semimartingales with heavy jumps pp. 274-308

- Alexei Kulik and Ilya Pavlyukevich
- Some properties of stationary continuous state branching processes pp. 309-343

- Romain Abraham, Jean-François Delmas and Hui He
- Large sample autocovariance matrices of linear processes with heavy tails pp. 344-375

- Johannes Heiny and Thomas Mikosch
- Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach pp. 376-411

- Kihun Nam
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
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On this page- 2021, volume 141
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Articles C
- 2021, volume 140
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Articles C
- 2021, volume 139
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Articles C
- 2021, volume 138
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Articles C
- 2021, volume 137
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Articles C
Other years2025, volume 188
2025, volume 187
2025, volume 186
2025, volume 185
2025, volume 184
2025, volume 183
2025, volume 182
2025, volume 181
2025, volume 180
2025, volume 179
2024, volume 178
2024, volume 177
2024, volume 176
2024, volume 175
2024, volume 174
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2024, volume 172
2024, volume 171
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2024, volume 168
2024, volume 167
2023, volume 166
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2023, volume 160
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2022, volume 154
2022, volume 153
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2022, volume 151
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2022, volume 149
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2022, volume 143
2021, volume 142
2021, volume 136
2021, volume 135
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2020, volume 130
2019, volume 129
2018, volume 128
2017, volume 127
2016, volume 126
2015, volume 125
2014, volume 124
2013, volume 123
2012, volume 122
2011, volume 121
2010, volume 120
2009, volume 119
2008, volume 118
2007, volume 117
2006, volume 116
2005, volume 115
2004, volume 114
2004, volume 113
2004, volume 112
2004, volume 111
2004, volume 110
2004, volume 109
2003, volume 108
2003, volume 107
2003, volume 106
2003, volume 105
2003, volume 104
2003, volume 103
2002, volume 102
2002, volume 101
2002, volume 99
2002, volume 98
2002, volume 97
2001, volume 96
2001, volume 95
2001, volume 94
2001, volume 93
2001, volume 92
2001, volume 91
2000, volume 90
2000, volume 89
2000, volume 88
2000, volume 87
2000, volume 86
2000, volume 85
1999, volume 84
1999, volume 83
1999, volume 82
1999, volume 81
1999, volume 80
1999, volume 79
1998, volume 78
1998, volume 77
1998, volume 76
1998, volume 75
1998, volume 74
1998, volume 73
1997, volume 72
1997, volume 71
1997, volume 70
1997, volume 69
1997, volume 68
1997, volume 67
1997, volume 66
1996, volume 65
1996, volume 64
1996, volume 63
1996, volume 62
1996, volume 61
1995, volume 60
1995, volume 59
1995, volume 58
1995, volume 57
1995, volume 56
1995, volume 55
1994, volume 54
1994, volume 53
1994, volume 52
1994, volume 51
1994, volume 50
1994, volume 49
1993, volume 48
1993, volume 47
1993, volume 46
1993, volume 45
1993, volume 44
1992, volume 43
1992, volume 42
1992, volume 41
1992, volume 40
1991, volume 39
1991, volume 38
1991, volume 37
1990, volume 36
1990, volume 35
1990, volume 34
1989, volume 33
1989, volume 32
1989, volume 31
1988, volume 30
1988, volume 29
1988, volume 28
1987, volume 27
1987, volume 26
1987, volume 25
1987, volume 24
1986, volume 23
1986, volume 22
1986, volume 21
1985, volume 21
1985, volume 20
1985, volume 19
1984, volume 18
1984, volume 17
1984, volume 16
1983, volume 15
1983, volume 14
1982, volume 13
1982, volume 12
1981, volume 12
1981, volume 11
1980, volume 10
1979, volume 9
1979, volume 8
1978, volume 8
1978, volume 7
1978, volume 6
1977, volume 6
1977, volume 5
1976, volume 4
1975, volume 3
1974, volume 2
1973, volume 1
volume 100
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On this page- 2021, volume 141
-
Articles C
- 2021, volume 140
-
Articles C
- 2021, volume 139
-
Articles C
- 2021, volume 138
-
Articles C
- 2021, volume 137
-
Articles C
Other years2025, volume 188
2025, volume 187
2025, volume 186
2025, volume 185
2025, volume 184
2025, volume 183
2025, volume 182
2025, volume 181
2025, volume 180
2025, volume 179
2024, volume 178
2024, volume 177
2024, volume 176
2024, volume 175
2024, volume 174
2024, volume 173
2024, volume 172
2024, volume 171
2024, volume 170
2024, volume 169
2024, volume 168
2024, volume 167
2023, volume 166
2023, volume 165
2023, volume 164
2023, volume 163
2023, volume 162
2023, volume 161
2023, volume 160
2023, volume 159
2023, volume 158
2023, volume 157
2023, volume 156
2023, volume 155
2022, volume 154
2022, volume 153
2022, volume 152
2022, volume 151
2022, volume 150
2022, volume 149
2022, volume 148
2022, volume 147
2022, volume 146
2022, volume 145
2022, volume 144
2022, volume 143
2021, volume 142
2021, volume 136
2021, volume 135
2021, volume 134
2021, volume 133
2021, volume 132
2021, volume 131
2020, volume 130
2019, volume 129
2018, volume 128
2017, volume 127
2016, volume 126
2015, volume 125
2014, volume 124
2013, volume 123
2012, volume 122
2011, volume 121
2010, volume 120
2009, volume 119
2008, volume 118
2007, volume 117
2006, volume 116
2005, volume 115
2004, volume 114
2004, volume 113
2004, volume 112
2004, volume 111
2004, volume 110
2004, volume 109
2003, volume 108
2003, volume 107
2003, volume 106
2003, volume 105
2003, volume 104
2003, volume 103
2002, volume 102
2002, volume 101
2002, volume 99
2002, volume 98
2002, volume 97
2001, volume 96
2001, volume 95
2001, volume 94
2001, volume 93
2001, volume 92
2001, volume 91
2000, volume 90
2000, volume 89
2000, volume 88
2000, volume 87
2000, volume 86
2000, volume 85
1999, volume 84
1999, volume 83
1999, volume 82
1999, volume 81
1999, volume 80
1999, volume 79
1998, volume 78
1998, volume 77
1998, volume 76
1998, volume 75
1998, volume 74
1998, volume 73
1997, volume 72
1997, volume 71
1997, volume 70
1997, volume 69
1997, volume 68
1997, volume 67
1997, volume 66
1996, volume 65
1996, volume 64
1996, volume 63
1996, volume 62
1996, volume 61
1995, volume 60
1995, volume 59
1995, volume 58
1995, volume 57
1995, volume 56
1995, volume 55
1994, volume 54
1994, volume 53
1994, volume 52
1994, volume 51
1994, volume 50
1994, volume 49
1993, volume 48
1993, volume 47
1993, volume 46
1993, volume 45
1993, volume 44
1992, volume 43
1992, volume 42
1992, volume 41
1992, volume 40
1991, volume 39
1991, volume 38
1991, volume 37
1990, volume 36
1990, volume 35
1990, volume 34
1989, volume 33
1989, volume 32
1989, volume 31
1988, volume 30
1988, volume 29
1988, volume 28
1987, volume 27
1987, volume 26
1987, volume 25
1987, volume 24
1986, volume 23
1986, volume 22
1986, volume 21
1985, volume 21
1985, volume 20
1985, volume 19
1984, volume 18
1984, volume 17
1984, volume 16
1983, volume 15
1983, volume 14
1982, volume 13
1982, volume 12
1981, volume 12
1981, volume 11
1980, volume 10
1979, volume 9
1979, volume 8
1978, volume 8
1978, volume 7
1978, volume 6
1977, volume 6
1977, volume 5
1976, volume 4
1975, volume 3
1974, volume 2
1973, volume 1
volume 100
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