Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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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