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Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
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2021, volume 141, articles C

Rough nonlocal diffusions pp. 1-56 Downloads
Michele Coghi and Torstein Nilssen
Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations pp. 57-78 Downloads
Alberto Lanconelli and Ramiro Scorolli
Telegraph random evolutions on a circle pp. 79-108 Downloads
Alessandro De Gregorio and Francesco Iafrate
Discrete-time simulation of Stochastic Volterra equations pp. 109-138 Downloads
Alexandre Richard, Xiaolu Tan and Fan Yang
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs pp. 139-171 Downloads
Mingshang Hu and Falei Wang
Mean reflected stochastic differential equations with two constraints pp. 172-196 Downloads
Adrian Falkowski and Leszek Słomiński
Mean field interaction on random graphs with dynamically changing multi-color edges pp. 197-244 Downloads
Erhan Bayraktar and Ruoyu Wu
A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption pp. 245-273 Downloads
Jiaqi Liu
Moment bounds for dissipative semimartingales with heavy jumps pp. 274-308 Downloads
Alexei Kulik and Ilya Pavlyukevich
Some properties of stationary continuous state branching processes pp. 309-343 Downloads
Romain Abraham, Jean-François Delmas and Hui He
Large sample autocovariance matrices of linear processes with heavy tails pp. 344-375 Downloads
Johannes Heiny and Thomas Mikosch
Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach pp. 376-411 Downloads
Kihun Nam

2021, volume 140, articles C

Formulae for the derivative of the Poincaré constant of Gibbs measures pp. 1-20 Downloads
Julian Sieber
Regularity of multifractional moving average processes with random Hurst exponent pp. 21-48 Downloads
Dennis Loboda, Fabian Mies and Ansgar Steland
Moderate deviations of density-dependent Markov chains pp. 49-80 Downloads
Xiaofeng Xue
Locally interacting diffusions as Markov random fields on path space pp. 81-114 Downloads
Daniel Lacker, Kavita Ramanan and Ruoyu Wu
Continuity properties and the support of killed exponential functionals pp. 115-146 Downloads
Anita Behme, Alexander Lindner, Jana Reker and Victor Rivero
Constructing fractional Gaussian fields from long-range divisible sandpiles on the torus pp. 147-182 Downloads
Leandro Chiarini, Milton Jara and Wioletta M. Ruszel
Brownian motion with a horizontal Bessel drift in a parabolic-type domain pp. 183-215 Downloads
Haneen Alayed and Dante DeBlassie
Concentration on Poisson spaces via modified Φ-Sobolev inequalities pp. 216-235 Downloads
Anna Gusakova, Holger Sambale and Christoph Thäle
Stochastic mSQG equations with multiplicative transport noises: White noise solutions and scaling limit pp. 236-286 Downloads
Dejun Luo and Rongchan Zhu
A hierarchical mean field model of interacting spins pp. 287-338 Downloads
Paolo Dai Pra, Marco Formentin and Guglielmo Pelino
Irreducible decomposition for Markov processes pp. 339-356 Downloads
Kazuhiro Kuwae

2021, volume 139, articles C

Averaging principle for stochastic differential equations in the random periodic regime pp. 1-36 Downloads
Kenneth Uda
Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness pp. 37-79 Downloads
Archil Gulisashvili
Large deviations in discrete-time renewal theory pp. 80-109 Downloads
Marco Zamparo
A critical branching process with immigration in random environment pp. 110-138 Downloads
V.I. Afanasyev
On limit theorems for persistent Betti numbers from dependent data pp. 139-174 Downloads
Johannes Krebs
Global solutions to stochastic wave equations with superlinear coefficients pp. 175-211 Downloads
Annie Millet and Marta Sanz-Solé
Lower Gaussian heat kernel bounds for the random conductance model in a degenerate ergodic environment pp. 212-228 Downloads
Sebastian Andres and Noah Halberstam
Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders pp. 229-279 Downloads
Soobin Cho and Panki Kim
Fluctuation limits for mean-field interacting nonlinear Hawkes processes pp. 280-297 Downloads
Sophie Heesen and Wilhelm Stannat
Diffusion approximations in the online increasing subsequence problem pp. 298-320 Downloads
Alexander Gnedin and Amirlan Seksenbayev
Two-type annihilating systems on the complete and star graph pp. 321-342 Downloads
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 Downloads
N.V. Krylov
Exponential mixing under controllability conditions for sdes driven by a degenerate Poisson noise pp. 26-55 Downloads
Vahagn Nersesyan and Renaud Raquépas
Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex pp. 56-95 Downloads
Takashi Owada, Gennady Samorodnitsky and Gugan Thoppe
On excursions inside an excursion pp. 96-116 Downloads
May-Ru Chen and Ju-Yi Yen
Limit theorems for cloning algorithms pp. 117-152 Downloads
Letizia Angeli, Stefan Grosskinsky and Adam Johansen
Optimal stationary markings pp. 153-185 Downloads
Bartłomiej Błaszczyszyn and Christian Hirsch
Asymptotic behavior for Markovian iterated function systems pp. 186-211 Downloads
Cheng-Der Fuh
Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions pp. 212-233 Downloads
D.A. Dawson, J. Vaillancourt and H. Wang
On estimation of quadratic variation for multivariate pure jump semimartingales pp. 234-254 Downloads
Johannes Heiny and Mark Podolskij

2021, volume 137, articles C

The extremal process of super-Brownian motion pp. 1-34 Downloads
Yan-Xia Ren, Renming Song and Rui Zhang
Asymptotics for push on the complete graph pp. 35-61 Downloads
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 Downloads
Alessandra Faggionato and Hlafo Alfie Mimun
The dynamics of stochastic mono-molecular reaction systems in stochastic environments pp. 106-148 Downloads
Daniele Cappelletti, Abhishek Pal Majumder and Carsten Wiuf
Local theorems for (multidimensional) additive functionals of semi-Markov chains pp. 149-166 Downloads
Artem Logachov, Anatolii Mogulskii, Evgeny Prokopenko and Anatoly Yambartsev
LASSO estimation for spherical autoregressive processes pp. 167-199 Downloads
Alessia Caponera, Claudio Durastanti and Anna Vidotto
Discretization of the Lamperti representation of a positive self-similar Markov process pp. 200-221 Downloads
Jevgenijs Ivanovs and Jakob D. Thøstesen
Mixing time trichotomy in regenerating dynamic digraphs pp. 222-251 Downloads
Pietro Caputo and Matteo Quattropani
Mean Euler characteristic of stationary random closed sets pp. 252-271 Downloads
Jan Rataj
Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes pp. 272-293 Downloads
Andreas E. Kyprianou, Sandra Palau and Tsogzolmaa Saizmaa
Markov chains in random environment with applications in queuing theory and machine learning pp. 294-326 Downloads
Attila Lovas and Miklós Rásonyi
Page updated 2025-07-06