Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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2019, volume 129, articles 12

Evolving phylogenies of trait-dependent branching with mutation and competition, Part I: Existence pp. 4837-4877

Sandra Kliem and Anita Winter

Change-point inference on volatility in noisy Itô semimartingales pp. 4878-4925

Markus Bibinger and Mehmet Madensoy

Backward stochastic Volterra integral equations—Representation of adapted solutions pp. 4926-4964

Tianxiao Wang and Jiongmin Yong

Topological crackle of heavy-tailed moving average processes pp. 4965-4997

Takashi Owada

Partial mean field limits in heterogeneous networks pp. 4998-5036

Carsten Chong and Claudia Klüppelberg

Bernoulli line percolation pp. 5037-5072

M.R. Hilário and V. Sidoravicius

Nonlinear stochastic time-fractional slow and fast diffusion equations on Rd pp. 5073-5112

Le Chen, Yaozhong Hu and David Nualart

Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes pp. 5113-5150

Danijel Grahovac, Nikolai N. Leonenko and Murad S. Taqqu

Asymptotically stable random walks of index 1<α<2 killed on a finite set pp. 5151-5199

Kôhei Uchiyama

Determinants of block Hankel matrices for random matrix-valued measures pp. 5200-5235

Holger Dette and Dominik Tomecki

Statistical estimation in a randomly structured branching population pp. 5236-5277

Marc Hoffmann and Aline Marguet

User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient pp. 5278-5311

Arnak Dalalyan and Avetik Karagulyan

Stochastically forced cardiac bidomain model pp. 5312-5363

M. Bendahmane and K.H. Karlsen

Non parametric estimation of the diffusion coefficients of a diffusion with jumps pp. 5364-5405

Émeline Schmisser

Fluctuation theory for level-dependent Lévy risk processes pp. 5406-5449

Irmina Czarna, José-Luis Pérez, Tomasz Rolski and Kazutoshi Yamazaki

2019, volume 129, articles 11

The tail empirical process of regularly varying functions of geometrically ergodic Markov chains pp. 4209-4238

Rafał Kulik, Philippe Soulier and Olivier Wintenberger

Displacement exponent for loop-erased random walk on the Sierpiński gasket pp. 4239-4268

Kumiko Hattori

A stable Langevin model with diffusive-reflective boundary conditions pp. 4269-4293

Jean-Francois Jabir and Christophe Profeta

Classical large deviation theorems on complete Riemannian manifolds pp. 4294-4334

Richard C. Kraaij, Frank Redig and Rik Versendaal

Characteristic polynomials of modified permutation matrices at microscopic scale pp. 4335-4365

Valentin Bahier

An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series pp. 4366-4384

Luis Mendo

Learning from MOM’s principles: Le Cam’s approach pp. 4385-4410

Guillaume Lecué and Matthieu Lerasle

Reaction–Diffusion models: From particle systems to SDE’s pp. 4411-4430

Conrado da Costa, Bernardo Freitas Paulo da Costa and Milton Jara

A diffusion approximation for limit order book models pp. 4431-4479

Ulrich Horst and Dörte Kreher

Stable-like fluctuations of Biggins’ martingales pp. 4480-4499

Alexander Iksanov, Konrad Kolesko and Matthias Meiners

Strong approximation and a central limit theorem for St. Petersburg sums pp. 4500-4509

I. Berkes

Convergence, fluctuations and large deviations for finite state mean field games via the Master Equation pp. 4510-4555

Alekos Cecchin and Guglielmo Pelino

Tunneling behavior of Ising and Potts models in the low-temperature regime pp. 4556-4575

Francesca R. Nardi and Alessandro Zocca

Asymptotic Log-Harnack inequality and applications for stochastic systems of infinite memory pp. 4576-4596

Jianhai Bao, Feng-Yu Wang and Chenggui Yuan

Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems pp. 4597-4637

Jean-François Chassagneux and Adrien Richou

Heavy tails for an alternative stochastic perpetuity model pp. 4638-4662

Thomas Mikosch, Mohsen Rezapour and Olivier Wintenberger

On the centre of mass of a random walk pp. 4663-4686

Chak Hei Lo and Andrew R. Wade

Bicovariograms and Euler characteristic of random fields excursions pp. 4687-4703

Raphaël Lachièze-Rey

A new phase transition in the parabolic Anderson model with partially duplicated potential pp. 4704-4746

Stephen Muirhead, Richard Pymar and Nadia Sidorova

Distribution dependent SDEs with singular coefficients pp. 4747-4770

Xing Huang and Feng-Yu Wang

Limit theorems for multivariate Bessel processes in the freezing regime pp. 4771-4790

Sergio Andraus and Michael Voit

Limit theorems for functionals of two independent Gaussian processes pp. 4791-4836

Jian Song, Fangjun Xu and Qian Yu

2019, volume 129, articles 10

An intrinsic calculus of variations for functionals of laws of semi-martingales pp. 3585-3618

Rémi Lassalle and Ana Bela Cruzeiro

Independence times for iid sequences, random walks and Lévy processes pp. 3619-3637

Matija Vidmar

The tamed unadjusted Langevin algorithm pp. 3638-3663

Nicolas Brosse, Alain Durmus, Éric Moulines and Sotirios Sabanis

Probability density function of the local score position pp. 3664-3689

Agnès Lagnoux, Sabine Mercier and Pierre Vallois

Hereditary tree growth and Lévy forests pp. 3690-3747

Thomas Duquesne and Matthias Winkel

Gene flow across geographical barriers — scaling limits of random walks with obstacles pp. 3748-3773

Raphaël Forien

Statistical inference for Vasicek-type model driven by Hermite processes pp. 3774-3791

Ivan Nourdin and T.T. Diu Tran

Global martingale solutions for a stochastic population cross-diffusion system pp. 3792-3820

Gaurav Dhariwal, Ansgar Jüngel and Nicola Zamponi

On the trajectory of an individual chosen according to supercritical Gibbs measure in the branching random walk pp. 3821-3858

Xinxin Chen, Thomas Madaule and Bastien Mallein

Forward–backward stochastic differential equations with monotone functionals and mean field games with common noise pp. 3859-3892

Saran Ahuja, Weiluo Ren and Tzu-Wei Yang

How does geographical distance translate into genetic distance? pp. 3893-3921

Verónica Miró Pina and Emmanuel Schertzer

Disagreement percolation for Gibbs ball models pp. 3922-3940

Christoph Hofer-Temmel and Pierre Houdebert

Continuum percolation for Cox point processes pp. 3941-3966

Christian Hirsch, Benedikt Jahnel and Elie Cali

About the rate function in concentration inequalities for suprema of bounded empirical processes pp. 3967-3980

Antoine Marchina

Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes pp. 3981-4008

David Nualart and Fangjun Xu

Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation pp. 4009-4050

Ying Hu and Florian Lemonnier

Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models pp. 4051-4081

Yuma Uehara

Operator-stable and operator-self-similar random fields pp. 4082-4107

D. Kremer and H.-P. Scheffler

Viability of an open set for stochastic control systems pp. 4108-4118

R. Buckdahn, H. Frankowska and M. Quincampoix

Multivariate stochastic delay differential equations and CAR representations of CARMA processes pp. 4119-4143

Basse-O’Connor, Andreas, Mikkel Slot Nielsen, Jan Pedersen and Victor Rohde

Small time convergence of subordinators with regularly or slowly varying canonical measure pp. 4144-4162

Ross Maller and Tanja Schindler

Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean pp. 4163-4207

Marc Kesseböhmer and Tanja Schindler

2019, volume 129, articles 9

Heat kernel estimates for FIN processes associated with resistance forms pp. 2991-3017

D.A. Croydon, B.M. Hambly and T. Kumagai

Optimal rates for parameter estimation of stationary Gaussian processes pp. 3018-3054

Khalifa Es-Sebaiy and Frederi G. Viens

The obstacle problem for quasilinear stochastic PDEs with degenerate operator pp. 3055-3079

Xue Yang and Jing Zhang

No-arbitrage under additional information for thin semimartingale models pp. 3080-3115

Anna Aksamit, Tahir Choulli, Jun Deng and Monique Jeanblanc

Exponentially concave functions and high dimensional stochastic portfolio theory pp. 3116-3128

Soumik Pal

Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises pp. 3129-3173

Dejun Luo and Jian Wang

On a class of singular stochastic control problems driven by Lévy noise pp. 3174-3206

Beniamin Goldys and Wei Wu

Estimation of the stochastic leverage effect using the Fourier transform method pp. 3207-3238

Imma Valentina Curato

Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment pp. 3239-3260

Bastien Mallein and Piotr Miłoś

One-dimensional reflected rough differential equations pp. 3261-3281

Aurélien Deya, Massimiliano Gubinelli, Martina Hofmanová and Samy Tindel

Estimating functions for jump–diffusions pp. 3282-3318

Nina Munkholt Jakobsen and Michael Sørensen

Large deviations of Markov chains with multiple time-scales pp. 3319-3359

Lea Popovic

Random walks on dynamic configuration models:A trichotomy pp. 3360-3375

Luca Avena, Hakan Güldaş, Remco van der Hofstad and Frank den Hollander

Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates pp. 3376-3405

Nicolas Privault, S.C.P. Yam and Zhaoyong Zhang

A central limit theorem for functions of stationary max-stable random fields on Rd pp. 3406-3430

Erwan Koch, Clément Dombry and Christian Y. Robert

Two explicit Skorokhod embeddings for simple symmetric random walk pp. 3431-3445

Xue Dong He, Sang Hu, Jan Obłój and Xun Yu Zhou

On categorical time series models with covariates pp. 3446-3462

Konstantinos Fokianos and Lionel Truquet

Laws of large numbers for supercritical branching Gaussian processes pp. 3463-3498

Michael A. Kouritzin, Khoa Lê and Deniz Sezer

Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos pp. 3499-3526

Ciprian A. Tudor and Nakahiro Yoshida

Local picture and level-set percolation of the Gaussian free field on a large discrete torus pp. 3527-3546

Angelo Abächerli

Random walks in random conductances: Decoupling and spread of infection pp. 3547-3569

P. Gracar and A. Stauffer

Mixing time of an unaligned Gibbs sampler on the square pp. 3570-3584

Balázs Gerencsér

2019, volume 129, articles 8

Malliavin and Dirichlet structures for independent random variables pp. 2611-2653

Laurent Decreusefond and Hélène Halconruy

Strong convergence of the Euler–Maruyama approximation for a class of Lévy-driven SDEs pp. 2654-2680

Franziska Kühn and René L. Schilling

Existence and pathwise uniqueness to an SPDE driven by α-stable colored noise pp. 2681-2722

Jie Xiong and Xu Yang

Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes pp. 2723-2757

Zhe Chen, Lasse Leskelä and Lauri Viitasaari

Some extensions of linear approximation and prediction problems for stationary processes pp. 2758-2782

Ildar Ibragimov, Zakhar Kabluchko and Mikhail Lifshits

The asymmetric multitype contact process pp. 2783-2820

Thomas Mountford, Pedro Luis Barrios Pantoja and Daniel Valesin

On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models pp. 2821-2849

Mingsi Long and Hongzhong Zhang

Relaxation patterns and semi-Markov dynamics pp. 2850-2879

Mark M. Meerschaert and Bruno Toaldo

LAN property for stochastic differential equations with additive fractional noise and continuous time observation pp. 2880-2902

Yanghui Liu, Eulalia Nualart and Samy Tindel

Contact process under renewals I pp. 2903-2911

Luiz Renato G. Fontes, Domingos H.U. Marchetti, Thomas S. Mountford and Maria Eulalia Vares

A limit field for orthogonal range searches in two-dimensional random point search trees pp. 2912-2940

Nicolas Broutin and Henning Sulzbach

A continuous-state polynomial branching process pp. 2941-2967

Pei-Sen Li

Chordal Komatu–Loewner equation for a family of continuously growing hulls pp. 2968-2990

Takuya Murayama

2019, volume 129, articles 7

Total variation bounds for Gaussian functionals pp. 2231-2248

Luca Pratelli and Pietro Rigo

An integral functional driven by fractional Brownian motion pp. 2249-2285

Xichao Sun, Litan Yan and Xianye Yu

Some results on regularity and monotonicity of the speed for excited random walks in low dimensions pp. 2286-2319

Cong-Dan Pham

Small jumps asymptotic of the moving optimum Poissonian SDE pp. 2320-2340

Elma Nassar and Etienne Pardoux

A bound on the Wasserstein-2 distance between linear combinations of independent random variables pp. 2341-2375

Benjamin Arras, Ehsan Azmoodeh, Guillaume Poly and Yvik Swan

Discretisation and duality of optimal Skorokhod embedding problems pp. 2376-2405

Alexander M.G. Cox and Sam M. Kinsley

Peacocks nearby: Approximating sequences of measures pp. 2406-2436

Stefan Gerhold and I. Cetin Gülüm

Kinematic formula for heterogeneous Gaussian related fields pp. 2437-2465

Snigdha Panigrahi, Jonathan Taylor and Sreekar Vadlamani

ℓ1-symmetric vector random fields pp. 2466-2484

Fangfang Wang and Chunsheng Ma

The survival probability of critical and subcritical branching processes in finite state space Markovian environment pp. 2485-2527

Ion Grama, Ronan Lauvergnat and Émile Le Page

Random self-similar trees and a hierarchical branching process pp. 2528-2560

Yevgeniy Kovchegov and Ilya Zaliapin

On optimal stopping of multidimensional diffusions pp. 2561-2581

Sören Christensen, Fabián Crocce, Ernesto Mordecki and Paavo Salminen

Behavior of the Hermite sheet with respect to theHurst index pp. 2582-2605

Héctor Araya and Ciprian A. Tudor

2019, volume 129, articles 6

A large deviation approach to super-critical bootstrap percolation on the random graph Gn,p pp. 1873-1902

Giovanni Luca Torrisi, Michele Garetto and Emilio Leonardi

On a covariance structure of some subset of self-similar Gaussian processes pp. 1903-1920

V. Skorniakov

Semimartingales on rays, Walsh diffusions, and related problems of control and stopping pp. 1921-1963

Ioannis Karatzas and Minghan Yan

Sensitivity of optimal consumption streams pp. 1964-1992

Martin Herdegen and Johannes Muhle-Karbe

Spectral tail processes and max-stable approximations of multivariate regularly varying time series pp. 1993-2009

Anja Janßen

The split-and-drift random graph, a null model for speciation pp. 2010-2048

François Bienvenu, Florence Débarre and Amaury Lambert

Critical first-passage percolation starting on the boundary pp. 2049-2065

Jianping Jiang and Chang-Long Yao

Properties of G-martingales with finite variation and the application to G-Sobolev spaces pp. 2066-2085

Yongsheng Song

Brownian motion with drift on spaces with varying dimension pp. 2086-2129

Shuwen Lou

Heat kernels of non-symmetric jump processes with exponentially decaying jumping kernel pp. 2130-2173

Panki Kim and Jaehun Lee

Weakly interacting particle systems on inhomogeneous random graphs pp. 2174-2206

Shankar Bhamidi, Amarjit Budhiraja and Ruoyu Wu

On the large-scale structure of the tall peaks for stochastic heat equations with fractional Laplacian pp. 2207-2227

Kunwoo Kim

2019, volume 129, articles 5

Concentration of dynamic risk measures in a Brownian filtration pp. 1477-1491

Ludovic Tangpi

Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions pp. 1492-1532

Masaaki Fujii and Akihiko Takahashi

Rough differential equations with power type nonlinearities pp. 1533-1555

Prakash Chakraborty and Samy Tindel

Hitting-time limits for some exceptional rare events of ergodic maps pp. 1556-1567

Roland Zweimüller

Absolute continuity of the law for the two dimensional stochastic Navier–Stokes equations pp. 1568-1604

Benedetta Ferrario and Margherita Zanella

On Bernstein type inequalities for stochastic integrals of multivariate point processes pp. 1605-1621

Hanchao Wang, Zhengyan Lin and Zhonggen Su

Markov processes conditioned on their location at large exponential times pp. 1622-1658

Steven N. Evans and Alexandru Hening

Quasistationary distributions for one-dimensional diffusions with singular boundary points pp. 1659-1696

Alexandru Hening and Martin Kolb

Generalized refracted Lévy process and its application to exit problem pp. 1697-1725

Kei Noba and Kouji Yano

Stochastic invariance of closed sets with non-Lipschitz coefficients pp. 1726-1748

Eduardo Abi Jaber, Bruno Bouchard and Camille Illand

A scaling analysis of a star network with logarithmic weights pp. 1749-1781

Philippe Robert and Amandine Véber

The first hitting time of the integers by symmetric Lévy processes pp. 1782-1794

Yasuki Isozaki

Distributions of a particle’s position and their asymptotics in the q-deformed totally asymmetric zero range process with site dependent jumping rates pp. 1795-1828

Eunghyun Lee and Dong Wang

Polynomial processes in stochastic portfolio theory pp. 1829-1872

Christa Cuchiero

2019, volume 129, articles 4

Stochastic and partial differential equations on non-smooth time-dependent domains pp. 1097-1131

Niklas L.P. Lundström and Thomas Önskog

Persistence of sums of correlated increments and clustering in cellular automata pp. 1132-1152

Hanbaek Lyu and David Sivakoff

Reflected BSDEs with regulated trajectories pp. 1153-1184

Tomasz Klimsiak, Maurycy Rzymowski and Leszek Słomiński

Affine representations of fractional processes with applications in mathematical finance pp. 1185-1228

Philipp Harms and David Stefanovits

Integral representations of martingales for progressive enlargements of filtrations pp. 1229-1258

Anna Aksamit, Monique Jeanblanc and Marek Rutkowski

Systems of quasi-variational inequalities related to the switching problem pp. 1259-1286

Tomasz Klimsiak

Robust mean–variance hedging via G-expectation pp. 1287-1325

Francesca Biagini, Jacopo Mancin and Thilo Meyer Brandis

Discrete-time trawl processes pp. 1326-1348

Paul Doukhan, Adam Jakubowski, Silvia R.C. Lopes and Donatas Surgailis

Asymptotic normality of high level-large time crossings of a Gaussian process pp. 1349-1370

Federico Dalmao, José R. León, Ernesto Mordecki and Stéphane Mourareau

A rigidity property of superpositions involving determinantal processes pp. 1371-1378

Yanqi Qiu

Berry–Esseen estimates for regenerative processes under weak moment assumptions pp. 1379-1412

Xiaoqin Guo and Jonathon Peterson

Non-equilibrium and stationary fluctuations of a slowed boundary symmetric exclusion pp. 1413-1442

Tertuliano Franco, Patrícia Gonçalves and Adriana Neumann

Ergodic aspects of some Ornstein–Uhlenbeck type processes related to Lévy processes pp. 1443-1454

Jean Bertoin

Derivation of mean-field equations for stochastic particle systems pp. 1455-1475

Stefan Grosskinsky and Watthanan Jatuviriyapornchai

2019, volume 129, articles 3

A pathwise approach to the extinction of branching processes with countably many types pp. 713-739

Peter Braunsteins, Geoffrey Decrouez and Sophie Hautphenne

Central limit theorems for biased randomly trapped random walks on Z pp. 740-770

Adam Bowditch

On the link between infinite horizon control and quasi-stationary distributions pp. 771-798

Nicolas Champagnat and Julien Claisse

Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European, One-Touch, lookback or forward starting options pp. 799-821

Martin Forde

Sensitivity of the Hermite rank pp. 822-840

Shuyang Bai and Murad S. Taqqu

On limit theorems for fields of martingale differences pp. 841-859

Dalibor Volný

Invariance principle for biased bootstrap random walks pp. 860-877

Andrea Collevecchio, Kais Hamza and Yunxuan Liu

Random locations of periodic stationary processes pp. 878-901

Jie Shen, Yi Shen and Ruodu Wang

Multidimensional Markovian FBSDEs with super-quadratic growth pp. 902-923

Michael Kupper, Peng Luo and Ludovic Tangpi

Hydrodynamic limit for the Ginzburg–Landau ∇ϕ interface model with non-convex potential pp. 924-953

Jean-Dominique Deuschel, Takao Nishikawa and Yvon Vignaud

Conditioned real self-similar Markov processes pp. 954-977

Andreas E. Kyprianou, Víctor M. Rivero and Weerapat Satitkanitkul

On sojourn of Brownian motion inside moving boundaries pp. 978-994

Stéphane Seuret and Xiaochuan Yang

A Feynman–Kac formula for stochastic Dirichlet problems pp. 995-1012

Máté Gerencsér and István Gyöngy

Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process pp. 1013-1059

Hiroki Masuda

The dynamics of critical fluctuations in asymmetric Curie–Weiss models pp. 1060-1095

Paolo Dai Pra and Daniele Tovazzi

2019, volume 129, articles 2

MEXIT: Maximal un-coupling times for stochastic processes pp. 355-380

Philip A. Ernst, Wilfrid S. Kendall, Gareth O. Roberts and Jeffrey S. Rosenthal

Linear–quadratic stochastic two-person nonzero-sum differential games: Open-loop and closed-loop Nash equilibria pp. 381-418

Jingrui Sun and Jiongmin Yong

Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale pp. 419-451

Viktor Todorov

Density symmetries for a class of 2-D diffusions with applications to finance pp. 452-472

Konstantinos Dareiotis and Erik Ekström

On weak uniqueness and distributional properties of a solution to an SDE with α-stable noise pp. 473-506

Alexei M. Kulik

Process convergence for the complexity of Radix Selection on Markov sources pp. 507-538

Kevin Leckey, Ralph Neininger and Henning Sulzbach

Approximation of Markov semigroups in total variation distance under an irregular setting: An application to the CIR process pp. 539-571

Clément Rey

Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift pp. 572-603

Bart Kamphorst and Bert Zwart

Exponential functionals of Lévy processes and variable annuity guaranteed benefits pp. 604-625

Runhuan Feng, Alexey Kuznetsov and Fenghao Yang

Linear Volterra backward stochastic integral equations pp. 626-633

Yaozhong Hu and Bernt Øksendal

Representation of asymptotic values for nonexpansive stochastic control systems pp. 634-673

Juan Li and Nana Zhao

Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem pp. 674-711

Elena Bandini, Andrea Cosso, Marco Fuhrman and Huyên Pham

2019, volume 129, articles 1

Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels pp. 1-27

J. Chevallier, A. Duarte, E. Löcherbach and G. Ost

Strong convergence rates for nonlinearity-truncated Euler-type approximations of stochastic Ginzburg–Landau equations pp. 28-69

Sebastian Becker and Arnulf Jentzen

Synchronization and functional central limit theorems for interacting reinforced random walks pp. 70-101

Irene Crimaldi, Paolo Dai Pra, Pierre-Yves Louis and Ida G. Minelli

Quenched tail estimate for the random walk in random scenery and in random layered conductance pp. 102-128

Jean-Dominique Deuschel and Ryoki Fukushima

Decomposition of Schramm–Loewner evolution along its curve pp. 129-152

Dapeng Zhan

The existence of geodesics in Wasserstein spaces over path groups and loop groups pp. 153-173

Jinghai Shao

Bridge representation and modal-path approximation pp. 174-204

Jiro Akahori, Xiaoming Song and Tai-Ho Wang

Ratios of ordered points of point processes with regularly varying intensity measures pp. 205-222

Yuguang Ipsen, Ross Maller and Sidney Resnick

An arcsine law for Markov random walks pp. 223-239

Gerold Alsmeyer and Fabian Buckmann

The Vlasov–Poisson–Fokker–Planck equation in an interval with kinetic absorbing boundary conditions pp. 240-282

Hyung Ju Hwang and Jinoh Kim

Infinite horizon asymptotic average optimality for large-scale parallel server networks pp. 283-322

Ari Arapostathis and Guodong Pang

On the consistent filtering of convergent semimartingales pp. 323-335

David Levanony

Multidimensional random walk with reflections pp. 336-354

Judith Kloas and Wolfgang Woess