Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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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

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