Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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2021, volume 134, articles C

Embedding of Walsh Brownian motion pp. 1-28

Erhan Bayraktar and Xin Zhang

On regularity of functions of Markov chains pp. 29-54

Steven Berghout and Evgeny Verbitskiy

Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients pp. 55-93

Jianbo Cui, Jialin Hong and Liying Sun

Functional limit theorems for marked Hawkes point measures pp. 94-131

Ulrich Horst and Wei Xu

Metastability in a continuous mean-field model at low temperature and strong interaction pp. 132-173

K. Bashiri and G. Menz

Drift estimation on non compact support for diffusion models pp. 174-207

Fabienne Comte and Valentine Genon-Catalot

Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games pp. 208-239

Tomasz Klimsiak

Entrance laws for annihilating Brownian motions and the continuous-space voter model pp. 240-264

Matthias Hammer, Marcel Ortgiese and Florian Völlering

Partial derivative with respect to the measure and its application to general controlled mean-field systems pp. 265-307

Rainer Buckdahn, Yajie Chen and Juan Li

2021, volume 133, articles C

Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach pp. 1-40

Laurent Denis, Anis Matoussi and Jing Zhang

Hypothesis testing for a Lévy-driven storage system by Poisson sampling pp. 41-73

M. Mandjes and L. Ravner

Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: Central limit theorem and moderate deviation asymptotics pp. 74-110

Arnab Ganguly and P. Sundar

On the center of mass of the elephant random walk pp. 111-128

Bernard Bercu and Lucile Laulin

Locally Feller processes and martingale local problems pp. 129-165

Mihai Gradinaru and Tristan Haugomat

Extremes of locally stationary Gaussian and chi fields on manifolds pp. 166-192

Wanli Qiao

Martingale driven BSDEs, PDEs and other related deterministic problems pp. 193-228

Adrien Barrasso and Francesco Russo

The shape of the value function under Poisson optimal stopping pp. 229-246

David Hobson

Asymptotic approach for backward stochastic differential equation with singular terminal condition pp. 247-277

Paulwin Graewe and Alexandre Popier

2021, volume 132, articles C

A lower bound on the displacement of particles in 2D Gibbsian particle systems pp. 1-32

Michael Fiedler and Thomas Richthammer

Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration pp. 33-75

Mátyás Barczy, Bojan Basrak, Péter Kevei, Gyula Pap and Hrvoje Planinić

Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs pp. 76-107

Noufel Frikha and Libo Li

Quasi-stationary distributions for subcritical superprocesses pp. 108-134

Rongli Liu, Yan-Xia Ren, Renming Song and Zhenyao Sun

On the identifiability of interaction functions in systems of interacting particles pp. 135-163

Zhongyang Li, Fei Lu, Mauro Maggioni, Sui Tang and Cheng Zhang

Asymptotic analysis of model selection criteria for general hidden Markov models pp. 164-191

Shouto Yonekura, Alexandros Beskos and Sumeetpal S. Singh

Approximation of the allelic frequency spectrum in general supercritical branching populations pp. 192-225

Benoit Henry

General multilevel adaptations for stochastic approximation algorithms II: CLTs pp. 226-260

Steffen Dereich

2021, volume 131, articles C

The Breuer–Major theorem in total variation: Improved rates under minimal regularity pp. 1-20

Ivan Nourdin, David Nualart and Giovanni Peccati

Well-posedness of scalar BSDEs with sub-quadratic generators and related PDEs pp. 21-50

Shengjun Fan and Ying Hu

Heat kernel analysis on diamond fractals pp. 51-72

Patricia Alonso Ruiz

On the optimality of double barrier strategies for Lévy processes pp. 73-102

Kei Noba

Martingale representation in the enlargement of the filtration generated by a point process pp. 103-121

Paolo Di Tella and Monique Jeanblanc

Asymptotic optimality of degree-greedy discovering of independent sets in Configuration Model graphs pp. 122-150

Matthieu Jonckheere and Manuel Sáenz

Truncated moments of perpetuities and a new central limit theorem for GARCH processes without Kesten’s regularity pp. 151-171

Adam Jakubowski and Zbigniew S. Szewczak

The almost sure semicircle law for random band matrices with dependent entries pp. 172-200

Michael Fleermann, Werner Kirsch and Thomas Kriecherbauer

Discrete-time TASEP with holdback pp. 201-235

Seva Shneer and Alexander Stolyar

On sets of zero stationary harmonic measure pp. 236-252

Eviatar B. Procaccia and Yuan Zhang

Particles Systems for mean reflected BSDEs pp. 253-275

Philippe Briand and Hélène Hibon

Simulated annealing in Rd with slowly growing potentials pp. 276-291

Pierre Monmarché, Nicolas Fournier and Camille Tardif

The effect of graph connectivity on metastability in a stochastic system of spiking neurons pp. 292-310

Morgan André and Léo Planche

Quaternionic stochastic areas pp. 311-339

Fabrice Baudoin, Nizar Demni and Jing Wang

Hamilton cycles and perfect matchings in the KPKVB model pp. 340-358

Nikolaos Fountoulakis, Dieter Mitsche, Tobias Müller and Markus Schepers

Optimal lower bounds on hitting probabilities for non-linear systems of stochastic fractional heat equations pp. 359-393

Robert C. Dalang and Fei Pu

The value of insider information for super-replication with quadratic transaction costs pp. 394-416

Yan Dolinsky and Jonathan Zouari

On the strong Markov property for stochastic differential equations driven by G-Brownian motion pp. 417-453

Mingshang Hu, Xiaojun Ji and Guomin Liu

Bivariate Bernstein–gamma functions and moments of exponential functionals of subordinators pp. 454-497

A. Barker and M. Savov

Local times and sample path properties of the Rosenblatt process pp. 498-522

George Kerchev, Ivan Nourdin, Eero Saksman and Lauri Viitasaari

Itô’s formula for jump processes in Lp-spaces pp. 523-552

István Gyöngy and Sizhou Wu

2020, volume 130, articles 12

Forward and backward stochastic differential equations with normal constraints in law pp. 7021-7097

Philippe Briand, Pierre Cardaliaguet, Paul-Éric Chaudru de Raynal and Ying Hu

Permanental sequences related to a Markov chain example of Kolmogorov pp. 7098-7130

Michael B. Marcus and Jay Rosen

Infinite dimensional affine processes pp. 7131-7169

Thorsten Schmidt, Stefan Tappe and Weijun Yu

A central limit theorem for the stochastic heat equation pp. 7170-7184

Jingyu Huang, David Nualart and Lauri Viitasaari

Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates pp. 7185-7217

Tadeusz Kulczycki and Michał Ryznar

Tier structure of strongly endotactic reaction networks pp. 7218-7259

David F. Anderson, Daniele Cappelletti, Jinsu Kim and Tung D. Nguyen

The stochastic thin-film equation: Existence of nonnegative martingale solutions pp. 7260-7302

Benjamin Gess and Manuel V. Gnann

A solution technique for Lévy driven long term average impulse control problems pp. 7303-7337

Sören Christensen and Tobias Sohr

Exit times for semimartingales under nonlinear expectation pp. 7338-7362

Guomin Liu

Invasion and fixation of microbial dormancy traits under competitive pressure pp. 7363-7395

Jochen Blath and András Tóbiás

SPDEs with linear multiplicative fractional noise: Continuity in law with respect to the Hurst index pp. 7396-7430

Luca M. Giordano, Maria Jolis and Lluís Quer-Sardanyons

Random dynamics of p-Laplacian lattice systems driven by infinite-dimensional nonlinear noise pp. 7431-7462

Renhai Wang and Bixiang Wang

Random walk in changing environment pp. 7463-7482

Gideon Amir, Itai Benjamini, Ori Gurel-Gurevich and Gady Kozma

Transition time asymptotics of queue-based activation protocols in random-access networks pp. 7483-7517

S.C. Borst, F. den Hollander, F.R. Nardi and M. Sfragara

Scaling transition and edge effects for negatively dependent linear random fields on Z2 pp. 7518-7546

Donatas Surgailis

Lévy-driven causal CARMA random fields pp. 7547-7574

Viet Son Pham

2020, volume 130, articles 11

An optimal Gauss–Markov approximation for a process with stochastic drift and applications pp. 6481-6514

Giacomo Ascione, D’Onofrio, Giuseppe, Lubomir Kostal and Enrica Pirozzi

Reflected BSDEs with jumps in time-dependent convex càdlàg domains pp. 6515-6555

Eddahbi, M’hamed, Imade Fakhouri and Youssef Ouknine

Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle pp. 6556-6579

Hanwu Li and Shige Peng

Genetic composition of an exponentially growing cell population pp. 6580-6624

David Cheek and Tibor Antal

Penalizing fractional Brownian motion for being negative pp. 6625-6637

Frank Aurzada, Micha Buck and Martin Kilian

Posterior contraction rates for support boundary recovery pp. 6638-6656

Markus Reiß and Johannes Schmidt-Hieber

No-arbitrage with multiple-priors in discrete time pp. 6657-6688

Romain Blanchard and Laurence Carassus

Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise pp. 6689-6732

Prakash Chakraborty, Xia Chen, Bo Gao and Samy Tindel

Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis pp. 6733-6756

Ari Arapostathis, Guodong Pang and Yi Zheng

Hydrodynamics of the weakly asymmetric normalized binary contact path process pp. 6757-6782

Xiaofeng Xue and Linjie Zhao

Quenched asymptotics for interacting diffusions on inhomogeneous random graphs pp. 6783-6842

Eric Luçon

Modifiers of mutation rate in selectively fluctuating environments pp. 6843-6862

Franz Baumdicker, Elisabeth Sester-Huss and Peter Pfaffelhuber

On the cover time of λ-biased walk on supercritical Galton–Watson trees pp. 6863-6879

Tianyi Bai

Size biased sampling from the Dickman subordinator pp. 6880-6900

Yuguang Ipsen, Ross Maller and Soudabeh Shemehsavar

Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games pp. 6901-6926

Said Hamadène and Rui Mu

Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model pp. 6927-6964

Chiara Benazzoli, Luciano Campi and Luca Di Persio

Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input pp. 6965-7003

Simon Holbach

Minimizing a stochastic convex function subject to stochastic constraints and some applications pp. 7004-7018

Royi Jacobovic and Offer Kella

2020, volume 130, articles 10

Lévy driven CARMA generalized processes and stochastic partial differential equations pp. 5865-5887

David Berger

Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes pp. 5888-5939

Chiara Amorino and Arnaud Gloter

Dirichlet forms and polymer models based on stable processes pp. 5940-5972

Liping Li and Xiaodan Li

Stationary directed polymers and energy solutions of the Burgers equation pp. 5973-5998

Milton Jara and Gregorio R. Moreno Flores

On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable pp. 5999-6037

Yuu Hariya

Reflected backward stochastic partial differential equations in a convex domain pp. 6038-6063

Xue Yang, Qi Zhang and Tusheng Zhang

Effective intervals and regular Dirichlet subspaces pp. 6064-6093

Liping Li, Wenjie Sun and Jiangang Ying

Optimal scaling of random-walk metropolis algorithms on general target distributions pp. 6094-6132

Jun Yang, Gareth O. Roberts and Jeffrey S. Rosenthal

Playing with ghosts in a Dynkin game pp. 6133-6156

Tiziano De Angelis and Erik Ekström

Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance pp. 6157-6183

Jordan Franks and Matti Vihola

On the divergence and vorticity of vector ambit fields pp. 6184-6225

Orimar Sauri

The parametrix method for parabolic SPDEs pp. 6226-6245

Andrea Pascucci and Antonello Pesce

Moment bounds of a class of stochastic heat equations driven by space–time colored noise in bounded domains pp. 6246-6270

Ngartelbaye Guerngar and Erkan Nane

An efficient explicit full-discrete scheme for strong approximation of stochastic Allen–Cahn equation pp. 6271-6299

Xiaojie Wang

Pricing of American lookback spread options pp. 6300-6318

Min Hyeok Woo and Geon Ho Choe

Local and global pathwise solutions for a stochastically perturbed nonlinear dispersive PDE pp. 6319-6363

Lei Zhang

Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics pp. 6364-6387

Luisa Beghin, Claudio Macci and Costantino Ricciuti

Mutation timing in a spatial model of evolution pp. 6388-6413

Jasmine Foo, Kevin Leder and Jason Schweinsberg

Normal approximations for discrete-time occupancy processes pp. 6414-6444

Liam Hodgkinson, Ross McVinish and Philip K. Pollett

Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps pp. 6445-6479

Giovanni Luca Torrisi

2020, volume 130, articles 9

Precise large deviation asymptotics for products of random matrices pp. 5213-5242

Hui Xiao, Ion Grama and Quansheng Liu

Probability density function of SDEs with unbounded and path-dependent drift coefficient pp. 5243-5289

Dai Taguchi and Akihiro Tanaka

Almost sure convergence to the Quicksort process pp. 5290-5309

Uwe Roesler

The Cauchy problem for fractional conservation laws driven by Lévy noise pp. 5310-5365

Neeraj Bhauryal, Ujjwal Koley and Guy Vallet

Stochastic differential equations with critical drifts pp. 5366-5393

Kyeongsik Nam

Limit theorems in the context of multivariate long-range dependence pp. 5394-5425

Marie-Christine Düker

Existence of densities for multi-type continuous-state branching processes with immigration pp. 5426-5452

Martin Friesen, Peng Jin and Barbara Rüdiger

Well-posedness of Hamilton–Jacobi equations in population dynamics and applications to large deviations pp. 5453-5491

Richard C. Kraaij and Louis Mahé

The Constrained-degree percolation model pp. 5492-5509

B.N.B. de Lima, R. Sanchis, D.C. dos Santos, V. Sidoravicius and R. Teodoro

Fluctuations for spatially extended Hawkes processes pp. 5510-5542

Julien Chevallier and Guilherme Ost

Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations pp. 5543-5574

Patrik Andersson, Arturo Kohatsu-Higa and Tomooki Yuasa

Fundamental properties of process distances pp. 5575-5591

Julio Backhoff Veraguas, Mathias Beiglböck, Manu Eder and Alois Pichler

On the maximum increase and decrease of one-dimensional diffusions pp. 5592-5604

Paavo Salminen and Pierre Vallois

Finite-time blow-up of a non-local stochastic parabolic problem pp. 5605-5635

Nikos I. Kavallaris and Yubin Yan

Statistical inference for a partially observed interacting system of Hawkes processes pp. 5636-5694

Chenguang Liu

A new CLT for additive functionals of Markov chains pp. 5695-5708

Magda Peligrad

Continuity for the asymptotic shape in the frog model with random initial configurations pp. 5709-5734

Naoki Kubota

Weak approximation of the complex Brownian sheet from a Lévy sheet and applications to SPDEs pp. 5735-5767

Xavier Bardina, Juan Pablo Márquez and Lluís Quer-Sardanyons

A functional non-central limit theorem for multiple-stable processes with long-range dependence pp. 5768-5801

Shuyang Bai, Takashi Owada and Yizao Wang

Extremes of vector-valued Gaussian processes pp. 5802-5837

Krzysztof Dȩbicki, Enkelejd Hashorva and Longmin Wang

A remark on triviality for the two-dimensional stochastic nonlinear wave equation pp. 5838-5864

Tadahiro Oh, Mamoru Okamoto and Tristan Robert

2020, volume 130, articles 8

Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one pp. 4513-4562

Manil T. Mohan

On the strong Feller property for stochastic delay differential equations with singular drift pp. 4563-4592

Stefan Bachmann

Lower bound for local oscillations of Hermite processes pp. 4593-4607

Antoine Ayache

General nonlinear stochastic systems motivated by chemostat models: Complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment pp. 4608-4642

Dang H. Nguyen, Nhu N. Nguyen and George Yin

Nonparametric estimation of the service time distribution in discrete-time queueing networks pp. 4643-4666

Sebastian Schweer and Cornelia Wichelhaus

Statistical tests of heterogeneity for anisotropic multifractional Brownian fields pp. 4667-4692

Huong T.L. Vu and Frédéric J.P. Richard

Optimal kernel estimation of spot volatility of stochastic differential equations pp. 4693-4720

José E. Figueroa-López and Cheng Li

Exponential mixing for dissipative PDEs with bounded non-degenerate noise pp. 4721-4745

Sergei Kuksin and Huilin Zhang

Backward stochastic differential equations with two barriers and generalized reflection pp. 4746-4765

Adrian Falkowski and Leszek Słomiński

Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals pp. 4766-4792

Eija Laukkarinen

The speed of a general random walk reinforced by its recent history pp. 4793-4807

Ross G. Pinsky

Stability of optimal filter higher-order derivatives pp. 4808-4858

Vladislav Z.B. Tadić and Arnaud Doucet

High excursions of Bessel and related random processes pp. 4859-4872

Vladimir Piterbarg and Igor V. Rodionov

Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces pp. 4873-4891

Galatia Cleanthous, Athanasios G. Georgiadis, Annika Lang and Emilio Porcu

Functional central limit theorem for random walks in random environment defined on regular trees pp. 4892-4909

Andrea Collevecchio, Masato Takei and Yuma Uematsu

Stationary points in coalescing stochastic flows on R pp. 4910-4926

Andrey A. Dorogovtsev, Georgii V. Riabov and Björn Schmalfuß

Stein’s method for multivariate Brownian approximations of sums under dependence pp. 4927-4967

Mikołaj J. Kasprzak

Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise pp. 4968-5005

Jean Daniel Mukam and Antoine Tambue

Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method pp. 5006-5036

Ankush Agarwal and Julien Claisse

Ergodicity of invariant capacities pp. 5037-5059

Chunrong Feng, Panyu Wu and Huaizhong Zhao

Sublinear variance in Euclidean first-passage percolation pp. 5060-5099

Megan Bernstein, Michael Damron and Torin Greenwood

Krylov–Safonov estimates for a degenerate diffusion process pp. 5100-5123

Fu Zhang and Kai Du

Self-normalized Cramér type moderate deviations for stationary sequences and applications pp. 5124-5148

Xiequan Fan, Ion Grama, Quansheng Liu and Qi-Man Shao

Sequential testing for structural stability in approximate factor models pp. 5149-5187

Matteo Barigozzi and Lorenzo Trapani

Lq(Lp)-theory of stochastic differential equations pp. 5188-5211

Pengcheng Xia, Longjie Xie, Xicheng Zhang and Guohuan Zhao

2020, volume 130, articles 7

Forward–backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs pp. 3865-3894

Evelina Shamarova and Rui Sá Pereira

SDEs with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions pp. 3895-3919

Damiano Brigo, Monique Jeanblanc and Frédéric Vrins

Invariance principles for random walks in cones pp. 3920-3942

Jetlir Duraj and Vitali Wachtel

The discrete Gaussian free field on a compact manifold pp. 3943-3966

Alessandra Cipriani and Bart van Ginkel

Law of two-sided exit by a spectrally positive strictly stable process pp. 3967-3989

Zhiyi Chi

Random walks in a strongly sparse random environment pp. 3990-4027

Dariusz Buraczewski, Piotr Dyszewski, Alexander Iksanov and Alexander Marynych

Path-space moderate deviations for a class of Curie–Weiss models with dissipation pp. 4028-4061

Francesca Collet and Richard C. Kraaij

Necessary conditions for stochastic optimal control problems in infinite dimensions pp. 4081-4103

Hélène Frankowska and Xu Zhang

Regular variation of fixed points of the smoothing transform pp. 4104-4140

Xingang Liang and Quansheng Liu

Geometric ergodicity of affine processes on cones pp. 4141-4173

Eberhard Mayerhofer, Robert Stelzer and Johanna Vestweber

Existence of a density of the 2-dimensional Stochastic Navier Stokes Equation driven by Lévy processes or fractional Brownian motion pp. 4174-4205

E. Hausenblas and Paul A. Razafimandimby

A note on quadratic forms of stationary functional time series under mild conditions pp. 4206-4251

Anne van Delft

SIR epidemics with stochastic infectious periods pp. 4252-4274

Matthieu Simon

On a maximal inequality and its application to SDEs with singular drift pp. 4275-4293

Xuan Liu and Guangyu Xi

Convergence of the quantile admission process with veto power pp. 4294-4325

Naomi Dvora Feldheim and Ohad Noy Feldheim

Non-equilibrium and stationary fluctuations for the SSEP with slow boundary pp. 4326-4357

P. Gonçalves, M. Jara, O. Menezes and A. Neumann

Limit theorems for a class of critical superprocesses with stable branching pp. 4358-4391

Yan-Xia Ren, Renming Song and Zhenyao Sun

Estimates on the tail probabilities of subordinators and applications to general time fractional equations pp. 4392-4443

Soobin Cho and Panki Kim

Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire pp. 4444-4469

Oleksii Mostovyi

Regularly varying random fields pp. 4470-4492

Lifan Wu and Gennady Samorodnitsky

A large sample property in approximating the superposition of i.i.d. finite point processes pp. 4493-4511

Tianshu Cong, Aihua Xia and Fuxi Zhang

2020, volume 130, articles 6

Fractional Erlang queues pp. 3249-3276

Giacomo Ascione, Nikolai Leonenko and Enrica Pirozzi

Renewal theory for extremal Markov sequences of Kendall type pp. 3277-3294

Barbara H. Jasiulis-Gołdyn, Jolanta K. Misiewicz, Karolina Naskręt and Edward Omey

An implicit numerical scheme for a class of backward doubly stochastic differential equations pp. 3295-3324

Yaozhong Hu, David Nualart and Xiaoming Song

Orders of convergence in the averaging principle for SPDEs: The case of a stochastically forced slow component pp. 3325-3368

Charles-Edouard Bréhier

The parabolic Anderson model on the hypercube pp. 3369-3393

Luca Avena, Onur Gün and Marion Hesse

When is it best to follow the leader? pp. 3394-3407

Philip A. Ernst, L.C.G. Rogers and Quan Zhou

From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in 1+1 dimensions pp. 3408-3444

Guanglin Rang

Q-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries pp. 3445-3476

William Oçafrain

On the speed and spectrum of mean-field random walks among random conductances pp. 3477-3498

Andrea Collevecchio and Paul Jung

Convergence of metric two-level measure spaces pp. 3499-3539

Roland Meizis

General erased-word processes: Product-type filtrations, ergodic laws and Martin boundaries pp. 3540-3573

Julian Gerstenberg

Heat kernel for non-local operators with variable order pp. 3574-3647

Xin Chen, Zhen-Qing Chen and Jian Wang

Gaussian stochastic volatility models: Scaling regimes, large deviations, and moment explosions pp. 3648-3686

Archil Gulisashvili

A note on Herglotz’s theorem for time series on function spaces pp. 3687-3710

Anne van Delft and Michael Eichler

Weighted bounded mean oscillation applied to backward stochastic differential equations pp. 3711-3752

Stefan Geiss and Juha Ylinen

Analysis of a micro–macro acceleration method with minimum relative entropy moment matching pp. 3753-3801

Tony Lelièvre, Giovanni Samaey and Przemysław Zieliński

Lie symmetry methods for local volatility models pp. 3802-3841

Mark Craddock and Martino Grasselli

Metrization of the Gromov–Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces pp. 3842-3864

Ali Khezeli

2020, volume 130, articles 5

Long time behavior of a mean-field model of interacting neurons pp. 2553-2595

Quentin Cormier, Etienne Tanré and Romain Veltz

An inequality connecting entropy distance, Fisher Information and large deviations pp. 2596-2638

Bastian Hilder, Mark A. Peletier, Upanshu Sharma and Oliver Tse

On the support of solutions to stochastic differential equations with path-dependent coefficients pp. 2639-2674

Rama Cont and Alexander Kalinin

Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion pp. 2675-2692

Jialin Hong, Chuying Huang, Minoo Kamrani and Xu Wang

Lyapunov criteria for the Feller–Dynkin property of martingale problems pp. 2693-2736

David Criens

Brownian motion with general drift pp. 2737-2750

D. Kinzebulatov and Yu. A. Semënov

Metastability for the contact process with two types of particles and priorities pp. 2751-2777

Mariela Pentón Machado

Scaling limit of wetting models in 1+1 dimensions pinned to a shrinking strip pp. 2778-2807

Jean-Dominique Deuschel and Tal Orenshtein

Lattice model for fast diffusion equation pp. 2808-2837

F. Hernández, Mauricio Jara Bertin and F. Valentim

Normal approximation by Stein’s method under sublinear expectations pp. 2838-2850

Yongsheng Song

Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling pp. 2851-2885

Dawid Czapla, Katarzyna Horbacz and Hanna Wojewódka-Ściążko

On time-inconsistent stopping problems and mixed strategy stopping times pp. 2886-2917

Sören Christensen and Kristoffer Lindensjö

Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization pp. 2918-2953

B. Acciaio, J. Backhoff-Veraguas and A. Zalashko

Diffusive search with spatially dependent resetting pp. 2954-2973

Ross G. Pinsky

On Bernstein processes generated by hierarchies of linear parabolic systems in Rd pp. 2974-3004

Pierre-A. Vuillermot and J.-C. Zambrini

Volatility estimation for stochastic PDEs using high-frequency observations pp. 3005-3052

Markus Bibinger and Mathias Trabs

Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling pp. 3053-3094

Mingjie Liang and Jian Wang

Penalization of Galton–Watson processes pp. 3095-3119

Romain Abraham and Pierre Debs

Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs pp. 3120-3153

Marco Fuhrman and Marie-Amélie Morlais

On non-stationary solutions to MSDDEs: Representations and the cointegration space pp. 3154-3173

Mikkel Slot Nielsen

On Rd-valued multi-self-similar Markov processes pp. 3174-3192

Loïc Chaumont and Salem Lamine

An approximation scheme for quasi-stationary distributions of killed diffusions pp. 3193-3219

Andi Q. Wang, Gareth O. Roberts and David Steinsaltz

Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions pp. 3220-3248

Jonas M. Tölle

2020, volume 130, articles 4

Stable limits for Markov chains via the Principle of Conditioning pp. 1853-1878

Mohamed El Machkouri, Adam Jakubowski and Dalibor Volný

Well-posedness and long time behavior of singular Langevin stochastic differential equations pp. 1879-1896

Renming Song and Longjie Xie

Optimal martingale transport between radially symmetric marginals in general dimensions pp. 1897-1912

Tongseok Lim

Optimal liquidation under partial information with price impact pp. 1913-1946

Katia Colaneri, Zehra Eksi, Rüdiger Frey and Michaela Szölgyenyi

Markov cubature rules for polynomial processes pp. 1947-1971

Damir Filipović, Martin Larsson and Sergio Pulido

The monotone case approach for the solution of certain multidimensional optimal stopping problems pp. 1972-1993

Sören Christensen and Albrecht Irle

Scaling limits of processes with fast nonlinear mean reversion pp. 1994-2031

Thomas Cayé, Martin Herdegen and Johannes Muhle-Karbe

Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes pp. 2032-2057

R. Le Guével and J. Lévy Véhel

Stochastic representation of solution to nonlocal-in-time diffusion pp. 2058-2085

Qiang Du, Lorenzo Toniazzi and Zhi Zhou

Space–time random walk loop measures pp. 2086-2126

Stefan Adams and Quirin Vogel

Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion pp. 2127-2158

Igor Honoré

Generalized Burgers equation with rough transport noise pp. 2159-2184

Antoine Hocquet, Torstein Nilssen and Wilhelm Stannat

Random walks and Brownian motion on cubical complexes pp. 2185-2199

Tom M.W. Nye

Perturbation bounds for Monte Carlo within Metropolis via restricted approximations pp. 2200-2227

Felipe Medina-Aguayo, Daniel Rudolf and Nikolaus Schweizer

Trimmed Lévy processes and their extremal components pp. 2228-2249

Yuguang Ipsen, Ross Maller and Sidney Resnick

A CLT for linear spectral statistics of large random information-plus-noise matrices pp. 2250-2281

Marwa Banna, Jamal Najim and Jianfeng Yao

On the range of simple symmetric random walks on the line pp. 2282-2295

Yuan-Hong Chen and Jun Wu

Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients pp. 2296-2311

Philip Protter, Lisha Qiu and Jaime San Martin

PageRank on inhomogeneous random digraphs pp. 2312-2348

Jiung Lee and Mariana Olvera-Cravioto

Optimal variance stopping with linear diffusions pp. 2349-2383

Kamille Sofie Tågholt Gad and Pekka Matomäki

Malliavin calculus for non-colliding particle systems pp. 2384-2406

Nobuaki Naganuma and Dai Taguchi

Approximations of stochastic Navier–Stokes equations pp. 2407-2432

Shijie Shang and Tusheng Zhang

A reduction principle for the critical values of random spherical harmonics pp. 2433-2470

Valentina Cammarota and Domenico Marinucci

From infinite urn schemes to self-similar stable processes pp. 2471-2487

Olivier Durieu, Gennady Samorodnitsky and Yizao Wang

Markov branching processes with disasters: Extinction, survival and duality to p-jump processes pp. 2488-2518

Felix Hermann and Peter Pfaffelhuber

Directed chain stochastic differential equations pp. 2519-2551

Nils Detering, Jean-Pierre Fouque and Tomoyuki Ichiba

2020, volume 130, articles 3

Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations pp. 1159-1205

Kengo Kato and Daisuke Kurisu

L2-theory of linear degenerate SPDEs and Lp (p>0) estimates for the uniform norm of weak solutions pp. 1206-1225

Jinniao Qiu

On the signature and cubature of the fractional Brownian motion for H>12 pp. 1226-1257

Riccardo Passeggeri

Optimal stopping with f-expectations: The irregular case pp. 1258-1288

Miryana Grigorova, Peter Imkeller, Youssef Ouknine and Marie-Claire Quenez

Large deviations of conditioned diffusions and applications pp. 1289-1308

Paolo Baldi, Lucia Caramellino and Maurizia Rossi

Explosion in weighted hyperbolic random graphs and geometric inhomogeneous random graphs pp. 1309-1367

Júlia Komjáthy and Bas Lodewijks

General tax structures for a Lévy insurance risk process under the Cramér condition pp. 1368-1387

Philip S. Griffin

Existence of infinite Viterbi path for pairwise Markov models pp. 1388-1425

Jüri Lember and Joonas Sova

On Shige Peng’s central limit theorem pp. 1426-1434

N.V. Krylov

Heavy traffic limit for the workload plateau process in a tandem queue with identical service times pp. 1435-1460

H. Christian Gromoll, Bryce Terwilliger and Bert Zwart

Gradient flow approach to local mean-field spin systems pp. 1461-1514

K. Bashiri and A. Bovier

Stability of piecewise deterministic Markovian metapopulation processes on networks pp. 1515-1544

Pierre Montagnon

Local and global existence of pathwise solution for the stochastic Boussinesq equations with multiplicative noises pp. 1545-1567

Lihuai Du and Ting Zhang

Multiperiod martingale transport pp. 1568-1615

Marcel Nutz, Florian Stebegg and Xiaowei Tan

A semigroup approach to nonlinear Lévy processes pp. 1616-1642

Robert Denk, Michael Kupper and Max Nendel

Continuum directed random polymers on disordered hierarchical diamond lattices pp. 1643-1668

Jeremy Thane Clark

A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance pp. 1669-1712

Francesco Cordoni, Luca Di Persio, Lucian Maticiuc and Adrian Zălinescu

The correlation function of a queue with Lévy and Markov additive input pp. 1713-1734

Wouter Berkelmans, Agata Cichocka and Michel Mandjes

Spectral representations of quasi-infinitely divisible processes pp. 1735-1791

Riccardo Passeggeri

Stochastic recursions: Between Kesten’s and Grincevičius–Grey’s assumptions pp. 1792-1819

Ewa Damek and Bartosz Kołodziejek

Mean field analysis of neural networks: A central limit theorem pp. 1820-1852

Justin Sirignano and Konstantinos Spiliopoulos

2020, volume 130, articles 2

Stable processes conditioned to avoid an interval pp. 471-487

Leif Döring, Andreas E. Kyprianou and Philip Weissmann

Poisson percolation on the oriented square lattice pp. 488-502

Irina Cristali, Matthew Junge and Rick Durrett

Large deviations for empirical measures of mean-field Gibbs measures pp. 503-520

Wei Liu and Liming Wu

Minimal Root’s embeddings for general starting and target distributions pp. 521-544

Jiajie Wang

Discretization error for the maximum of a Gaussian field pp. 545-559

Jean-Marc Azaïs and Malika Chassan

FK–Ising coupling applied to near-critical planar models pp. 560-583

Federico Camia, Jianping Jiang and Charles M. Newman

Jump processes on the boundaries of random trees pp. 584-604

Yuki Tokushige

Berry–Esseen bounds in the inhomogeneous Curie–Weiss model with external field pp. 605-629

Sander Dommers and Peter Eichelsbacher

Self-decomposability of weak variance generalised gamma convolutions pp. 630-655

Boris Buchmann, Kevin W. Lu and Dilip B. Madan

On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions pp. 656-676

Jiagang Ren, Jing Wu and Mengqi Zheng

Self-similar solutions of kinetic-type equations: The boundary case pp. 677-693

Kamil Bogus, Dariusz Buraczewski and Alexander Marynych

Market delay and G-expectations pp. 694-707

Yan Dolinsky and Jonathan Zouari

Continuous-time random walk between Lévy-spaced targets in the real line pp. 708-732

Alessandra Bianchi, Marco Lenci and Françoise Pène

Posterior consistency for partially observed Markov models pp. 733-759

Randal Douc, Jimmy Olsson and François Roueff

On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization pp. 760-784

Paolo Di Tella

Conditional nonlinear expectations pp. 785-805

Daniel Bartl

Optimal stopping of a Brownian bridge with an unknown pinning point pp. 806-823

Erik Ekström and Juozas Vaicenavicius

Dyson type formula for pure jump Lévy processes with some applications to finance pp. 824-844

Sixian Jin, Henry Schellhorn and Josep Vives

Bayesian estimations for diagonalizable bilinear SPDEs pp. 845-877

Ziteng Cheng, Igor Cialenco and Ruoting Gong

Degree growth rates and index estimation in a directed preferential attachment model pp. 878-906

Tiandong Wang and Sidney I. Resnick

An entropic interpolation proof of the HWI inequality pp. 907-923

Ivan Gentil, Christian Léonard, Luigia Ripani and Luca Tamanini

Stefan problems for reflected SPDEs driven by space–time white noise pp. 924-961

Ben Hambly and Jasdeep Kalsi

The heavy range of randomly biased walks on trees pp. 962-999

Pierre Andreoletti and Roland Diel

Selection of equilibria in a linear quadratic mean-field game pp. 1000-1040

François Delarue and Rinel Foguen Tchuendom

Metropolis–Hastings reversiblizations of non-reversible Markov chains pp. 1041-1073

Michael C.H. Choi

Law of large numbers for supercritical superprocesses with non-local branching pp. 1074-1102

Sandra Palau and Ting Yang

Contact process under renewals II pp. 1103-1118

Luiz Renato Fontes, Thomas S. Mountford and Maria Eulália Vares

Maintenance of diversity in a hierarchical host–parasite model with balancing selection and reinfection pp. 1119-1158

Cornelia Pokalyuk and Anton Wakolbinger

2020, volume 130, articles 1

W2,p-solutions of parabolic SPDEs in general domains pp. 1-19

Kai Du

Optimal importance sampling for Lévy processes pp. 20-46

Adrien Genin and Peter Tankov

Forward–backward SDEs with distributional coefficients pp. 47-78

Elena Issoglio and Shuai Jing

Strong well posedness of McKean–Vlasov stochastic differential equations with Hölder drift pp. 79-107

P.E. Chaudru de Raynal

Exponents for the number of pairs of α-favorite points of a simple random walk in Z2 pp. 108-138

Izumi Okada

Fluctuation symmetry leads to GENERIC equations with non-quadratic dissipation pp. 139-170

Richard C. Kraaij, Alexandre Lazarescu, Christian Maes and Mark Peletier

Mathematical foundation of nonequilibrium fluctuation–dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients pp. 171-202

Xian Chen and Chen Jia

Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise pp. 203-231

Vasileios Maroulas, Xiaoyang Pan and Jie Xiong

Weak martingale solutions to the stochastic Landau–Lifshitz–Gilbert equation with multi-dimensional noise via a convergent finite-element scheme pp. 232-261

Beniamin Goldys, Joseph F. Grotowski and Kim-Ngan Le

On laws of large numbers for systems with mean-field interactions and Markovian switching pp. 262-296

Son L. Nguyen, George Yin and Tuan A. Hoang

Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions pp. 297-327

Kengo Kamatani

Recursive computation of invariant distributions of Feller processes pp. 328-365

Gilles Pagès and Clément Rey

Stationary distributions of second order stochastic evolution equations with memory in Hilbert spaces pp. 366-393

Kai Liu

Linearized filtering of affine processes using stochastic Riccati equations pp. 394-430

Lukas Gonon and Josef Teichmann

Estimates of Dirichlet heat kernel for symmetric Markov processes pp. 431-470

Tomasz Grzywny, Kyung-Youn Kim and Panki Kim