Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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2016, volume 126, articles 12

The mathematical work of Evarist Giné pp. 3607-3622

Vladimir Koltchinskii, Richard Nickl, Sara van de Geer and Jon A. Wellner

Reminiscences, and some explorations about the bootstrap pp. 3623-3631

R.M. Dudley

Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings pp. 3632-3651

Victor Chernozhukov, Denis Chetverikov and Kengo Kato

Upper bounds on product and multiplier empirical processes pp. 3652-3680

Shahar Mendelson

Convergence of quantile and depth regions pp. 3681-3700

James Kuelbs and Joel Zinn

Finite sampling inequalities: An application to two-sample Kolmogorov–Smirnov statistics pp. 3701-3715

Evan Greene and Jon A. Wellner

Unbiased estimation of the volume of a convex body pp. 3716-3732

Nikolay Baldin and Markus Reiß

Asymptotic normality of quadratic estimators pp. 3733-3759

James M. Robins, Lingling Li, Eric Tchetgen Tchetgen and Aad van der Vaart

Robust estimation of U-statistics pp. 3760-3773

Emilien Joly and Gábor Lugosi

Minimal penalty for Goldenshluger–Lepski method pp. 3774-3789

C. Lacour and P. Massart

The Hurst phenomenon and the rescaled range statistic pp. 3790-3807

David M. Mason

Nonparametric estimation of trend in directional data pp. 3808-3827

Rudolf Beran

Sub-optimality of some continuous shrinkage priors pp. 3828-3842

Anirban Bhattacharya, David B. Dunson, Debdeep Pati and Natesh S. Pillai

On an approach to boundary crossing by stochastic processes pp. 3843-3853

Mark Brown, Victor H. de la Peña, Michael J. Klass and Tony Sit

A law of the iterated logarithm for Grenander’s estimator pp. 3854-3864

Lutz Dümbgen, Jon A. Wellner and Malcolm Wolff

Regularized distributions and entropic stability of Cramer’s characterization of the normal law pp. 3865-3887

S.G. Bobkov, G.P. Chistyakov and F. Götze

Rho-estimators for shape restricted density estimation pp. 3888-3912

Y. Baraud and L. Birgé

A sharp adaptive confidence ball for self-similar functions pp. 3913-3934

Richard Nickl and Botond Szabó

A graphical approach to the analysis of matrix completion pp. 3935-3951

Tingni Sun and Cun-Hui Zhang

Estimation of low-rank covariance function pp. 3952-3967

V. Koltchinskii, K. Lounici and A.B. Tsybakov

2016, volume 126, articles 11

Maximum likelihood estimation for Wishart processes pp. 3243-3282

Aurélien Alfonsi, Ahmed Kebaier and Clément Rey

Condensation and symmetry-breaking in the zero-range process with weak site disorder pp. 3283-3309

Cécile Mailler, Peter Mörters and Daniel Ueltschi

Extreme eigenvalues of sparse, heavy tailed random matrices pp. 3310-3330

Antonio Auffinger and Si Tang

Fluctuations of linear statistics of half-heavy-tailed random matrices pp. 3331-3352

Florent Benaych-Georges and Anna Maltsev

Processes iterated ad libitum pp. 3353-3376

Jérôme Casse and Jean-François Marckert

Superprocesses with interaction and immigration pp. 3377-3401

Jie Xiong and Xu Yang

Localisation in the Bouchaud–Anderson model pp. 3402-3462

Stephen Muirhead and Richard Pymar

Rare events for the Manneville–Pomeau map pp. 3463-3479

Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Mike Todd and Sandro Vaienti

Ergodic theory of the symmetric inclusion process pp. 3480-3498

Kevin Kuoch and Frank Redig

Multi-scale metastable dynamics and the asymptotic stationary distribution of perturbed Markov chains pp. 3499-3526

Volker Betz and Stéphane Le Roux

Asymptotic theory for large volatility matrix estimation based on high-frequency financial data pp. 3527-3577

Donggyu Kim, Yazhen Wang and Jian Zou

Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support pp. 3578-3604

Francis Comets, Mikael Falconnet, Oleg Loukianov and Dasha Loukianova

2016, volume 126, articles 10

Equivalence of a mixing condition and the LSI in spin systems with infinite range interaction pp. 2877-2912

Christopher Henderson and Georg Menz

Stochastic Newton equation in strong potential limit pp. 2913-2955

Song Liang

Volatility of Boolean functions pp. 2956-2975

Johan Jonasson and Jeffrey E. Steif

Spectral estimation for diffusions with random sampling times pp. 2976-3008

Jakub Chorowski and Mathias Trabs

Statistical inference for nonparametric GARCH models pp. 3009-3040

Alexander Meister and Jens-Peter Kreiß

Gaussian bounds and collisions of variable speed random walks on lattices with power law conductances pp. 3041-3064

Xinxing Chen

Rate of convergence in first-passage percolation under low moments pp. 3065-3076

Michael Damron and Naoki Kubota

Long time behavior of telegraph processes under convex potentials pp. 3077-3101

Joaquin Fontbona, Hélène Guérin and Florent Malrieu

Properties of stochastic integro-differential equations with infinite delay: Regularity, ergodicity, weak sense Fokker–Planck equations pp. 3102-3123

Hongwei Mei, George Yin and Fuke Wu

Solutions of BSDE’s with jumps and quadratic/locally Lipschitz generator pp. 3124-3144

Fabio Antonelli and Carlo Mancini

Almost sure convergence of maxima for chaotic dynamical systems pp. 3145-3170

M.P. Holland, M. Nicol and A. Török

Modulation equation for SPDEs in unbounded domains with space–time white noise — Linear theory pp. 3171-3201

Luigi Amedeo Bianchi and Dirk Blömker

Finite difference schemes for linear stochastic integro-differential equations pp. 3202-3234

Konstantinos Dareiotis and James-Michael Leahy

2016, volume 126, articles 9

The gap between Gromov-vague and Gromov–Hausdorff-vague topology pp. 2527-2553

Siva Athreya, Wolfgang Löhr and Anita Winter

Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting pp. 2554-2592

T. Kruse and A. Popier

Discretely sampled signals and the rough Hoff process pp. 2593-2614

Guy Flint, Ben Hambly and Terry Lyons

Muckenhoupt’s (Ap) condition and the existence of the optimal martingale measure pp. 2615-2633

Dmitry Kramkov and Kim Weston

Exact convergence rates in central limit theorems for a branching random walk with a random environment in time pp. 2634-2664

Zhiqiang Gao and Quansheng Liu

Viscosity solutions of path-dependent integro-differential equations pp. 2665-2718

Christian Keller

Convergence, unanimity and disagreement in majority dynamics on unimodular graphs and random graphs pp. 2719-2733

Itai Benjamini, Siu-On Chan, O’Donnell, Ryan, Omer Tamuz and Li-Yang Tan

On the empirical spectral distribution for matrices with long memory and independent rows pp. 2734-2760

F. Merlevède and M. Peligrad

An Lp-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order pp. 2761-2786

Ildoo Kim and Kyeong-Hun Kim

The sequential empirical process of a random walk in random scenery pp. 2787-2799

Martin Wendler

An explicit martingale version of the one-dimensional Brenier’s Theorem with full marginals constraint pp. 2800-2834

Pierre Henry-Labordère, Xiaolu Tan and Nizar Touzi

Max-stable random sup-measures with comonotonic tail dependence pp. 2835-2859

Ilya Molchanov and Kirstin Strokorb

On weak convergence of stochastic heat equation with colored noise pp. 2860-2875

Pavel Bezdek

2016, volume 126, articles 8

The multifractal nature of Boltzmann processes pp. 2181-2210

Liping Xu

An individual-based model for the Lenski experiment, and the deceleration of the relative fitness pp. 2211-2252

Adrián González Casanova, Noemi Kurt, Anton Wakolbinger and Linglong Yuan

Some fluctuation results for weakly interacting multi-type particle systems pp. 2253-2296

Amarjit Budhiraja and Ruoyu Wu

Drift operator in a viable expansion of information flow pp. 2297-2322

Shiqi Song

Averaging along irregular curves and regularisation of ODEs pp. 2323-2366

R. Catellier and M. Gubinelli

Quasi-continuous random variables and processes under the G-expectation framework pp. 2367-2387

Mingshang Hu, Falei Wang and Guoqiang Zheng

Evolutionary games on the torus with weak selection pp. 2388-2409

J. Theodore Cox and Rick Durrett

Fractal dimensions of rough differential equations driven by fractional Brownian motions pp. 2410-2429

Shuwen Lou and Cheng Ouyang

Berry–Esseen type estimates for nonconventional sums pp. 2430-2464

Yeor Hafouta and Yuri Kifer

A unified approach to self-normalized block sampling pp. 2465-2493

Shuyang Bai, Murad S. Taqqu and Ting Zhang

Hawkes and INAR(∞) processes pp. 2494-2525

Matthias Kirchner

2016, volume 126, articles 7

On the functional CLT for stationary Markov chains started at a point pp. 1885-1900

David Barrera, Costel Peligrad and Magda Peligrad

Importance sampling and statistical Romberg method for Lévy processes pp. 1901-1931

Mohamed Ben Alaya, Kaouther Hajji and Ahmed Kebaier

Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach pp. 1932-1973

Andrea Cosso, Marco Fuhrman and Huyên Pham

Exponential extinction time of the contact process on finite graphs pp. 1974-2013

Thomas Mountford, Jean-Christophe Mourrat, Daniel Valesin and Qiang Yao

Risk-consistent conditional systemic risk measures pp. 2014-2037

Hannes Hoffmann, Thilo Meyer-Brandis and Gregor Svindland

Perpetual American options in diffusion-type models with running maxima and drawdowns pp. 2038-2061

Pavel V. Gapeev and Neofytos Rodosthenous

Affine realizations with affine state processes for stochastic partial differential equations pp. 2062-2091

Stefan Tappe

Statistical inference for time-changed Lévy processes via Mellin transform approach pp. 2092-2122

Denis Belomestny and John Schoenmakers

Simulation of BSDEs with jumps by Wiener Chaos expansion pp. 2123-2162

Christel Geiss and Céline Labart

Backward uniqueness of stochastic parabolic like equations driven by Gaussian multiplicative noise pp. 2163-2179

Viorel Barbu and Michael Röckner

2016, volume 126, articles 6

Optimal inventory control with path-dependent cost criteria pp. 1585-1621

Ananda Weerasinghe and Chao Zhu

Metastable states, quasi-stationary distributions and soft measures pp. 1622-1680

Alessandra Bianchi and Alexandre Gaudillière

The distribution of the quasispecies for a Moran model on the sharp peak landscape pp. 1681-1709

Raphaël Cerf and Joseba Dalmau

Locally stationary Hawkes processes pp. 1710-1743

François Roueff, Rainer von Sachs and Laure Sansonnet

Bootstrap random walks pp. 1744-1760

Andrea Collevecchio, Kais Hamza and Meng Shi

Arbitrage of the first kind and filtration enlargements in semimartingale financial models pp. 1761-1784

Beatrice Acciaio, Claudio Fontana and Constantinos Kardaras

Large deviations for Markov-modulated diffusion processes with rapid switching pp. 1785-1818

Gang Huang, Michel Mandjes and Peter Spreij

Limit theorems for weighted Bernoulli random fields under Hannan’s condition pp. 1819-1838

Jana Klicnarová, Dalibor Volný and Yizao Wang

Branching within branching: A model for host–parasite co-evolution pp. 1839-1883

Gerold Alsmeyer and Sören Gröttrup

2016, volume 126, articles 5

Large deviations for Bernstein bridges pp. 1285-1305

Nicolas Privault, Xiangfeng Yang and Jean-Claude Zambrini

Concentration for Poisson functionals: Component counts in random geometric graphs pp. 1306-1330

Sascha Bachmann

Sample paths of a Lévy process leading to first passage over high levels in finite time pp. 1331-1352

Philip S. Griffin and Dale O. Roberts

Large deviations for power-law thinned Lévy processes pp. 1353-1384

Elie Aïdékon, Remco van der Hofstad, Sandra Kliem and Johan S.H. van Leeuwaarden

Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets pp. 1385-1411

Jean-Marc Azaïs and Viet-Hung Pham

Frequently visited sites of the inner boundary of simple random walk range pp. 1412-1432

Izumi Okada

Nonparametric estimation of the division rate of an age dependent branching process pp. 1433-1471

Marc Hoffmann and Adélaïde Olivier

The α-hypergeometric stochastic volatility model pp. 1472-1502

José Da Fonseca and Claude Martini

A CLT for multi-dimensional martingale differences in a lexicographic order pp. 1503-1510

Guy Cohen

Bounded solutions, Lp(p>1) solutions and L1 solutions for one dimensional BSDEs under general assumptions pp. 1511-1552

ShengJun Fan

Convergence of BSΔEs driven by random walks to BSDEs: The case of (in)finite activity jumps with general driver pp. 1553-1584

Dilip Madan, Martijn Pistorius and Mitja Stadje

2016, volume 126, articles 4

Einstein relation for reversible random walks in random environment on Z pp. 983-996

Hoang-Chuong Lam and Jerome Depauw

On the almost sure topological limits of collections of local empirical processes at many different scales pp. 997-1018

Davit Varron

On the dual problem of utility maximization in incomplete markets pp. 1019-1035

Lingqi Gu, Yiqing Lin and Junjian Yang

Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes pp. 1036-1065

Shuyang Bai, Mamikon S. Ginovyan and Murad S. Taqqu

Multi-dimensional backward stochastic differential equations of diagonally quadratic generators pp. 1066-1086

Ying Hu and Shanjian Tang

Large-maturity regimes of the Heston forward smile pp. 1087-1123

Antoine Jacquier and Patrick Roome

On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation pp. 1124-1144

Zhiyi Chi

Weak error for Continuous Time Markov Chains related to fractional in time P(I)DEs pp. 1145-1183

Mark Kelbert, V. Konakov and S. Menozzi

Some effects of the noise intensity upon non-linear stochastic heat equations on [0,1] pp. 1184-1205

Bin Xie

A quenched functional central limit theorem for random walks in random environments under (T)γ pp. 1206-1225

Élodie Bouchet, Christophe Sabot and Renato Soares dos Santos

Minimal thinness with respect to subordinate killed Brownian motions pp. 1226-1263

Panki Kim, Renming Song and Zoran Vondraček

Hamilton’s Harnack inequality and the W-entropy formula on complete Riemannian manifolds pp. 1264-1283

Xiang-Dong Li

2016, volume 126, articles 3

Markov bridges: SDE representation pp. 651-679

Umut Çetin and Albina Danilova

Quantitative results for the Fleming–Viot particle system and quasi-stationary distributions in discrete space pp. 680-702

Bertrand Cloez and Marie-Noémie Thai

Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs pp. 703-734

Peter Imkeller and Niklas Willrich

Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients pp. 735-766

Christian Keller and Jianfeng Zhang

Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series pp. 767-799

Richard A. Davis, Thomas Mikosch and Oliver Pfaffel

Scaling limits for the exclusion process with a slow site pp. 800-831

Tertuliano Franco, Patrícia Gonçalves and Gunter M. Schütz

Stable random fields, point processes and large deviations pp. 832-856

Vicky Fasen and Parthanil Roy

Weak approximation of martingale representations pp. 857-882

Rama Cont and Yi Lu

Excursion probability of certain non-centered smooth Gaussian random fields pp. 883-905

Dan Cheng

Random locations, ordered random sets and stationarity pp. 906-929

Yi Shen

Fluctuation theorems for synchronization of interacting Pólya’s urns pp. 930-947

Irene Crimaldi, Paolo Dai Pra and Ida Germana Minelli

Edwards–Wilkinson fluctuations in the Howitt–Warren flows pp. 948-982

Jinjiong Yu

2016, volume 126, articles 2

Asymptotic proportion of arbitrage points in fractional binary markets pp. 315-336

Fernando Cordero, Irene Klein and Lavinia Perez-Ostafe

Single jump processes and strict local martingales pp. 337-359

Martin Herdegen and Sebastian Herrmann

Stochastic coalescence multi-fragmentation processes pp. 360-391

Eduardo Cepeda

Iterated random functions and slowly varying tails pp. 392-413

Piotr Dyszewski

On recurrence and transience of two-dimensional Lévy and Lévy-type processes pp. 414-438

Nikola Sandrić

Excited Mob pp. 439-469

Gideon Amir and Tal Orenshtein

First order transition for the branching random walk at the critical parameter pp. 470-502

Thomas Madaule

Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise pp. 503-541

Ester Mariucci

Pinning model with heavy tailed disorder pp. 542-571

Niccolò Torri

On the continuity of the probabilistic representation of a semilinear Neumann–Dirichlet problem pp. 572-607

Lucian Maticiuc and Aurel Răşcanu

Random mass splitting and a quenched invariance principle pp. 608-627

Sayan Banerjee and Christopher Hoffman

Shy and fixed-distance couplings of Brownian motions on manifolds pp. 628-650

Mihai N. Pascu and Ionel Popescu

2016, volume 126, articles 1

Discrete time stochastic multi-player competitive games with affine payoffs pp. 1-32

Ivan Guo and Marek Rutkowski

Stochastic flows and an interface SDE on metric graphs pp. 33-65

Hatem Hajri and Olivier Raimond

Ergodicity of a generalized Jacobi equation and applications pp. 66-99

Nicolas Marie

Sharp estimate on the supremum of a class of sums of small i.i.d. random variables pp. 100-117

Péter Major

Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables pp. 118-137

Péter Major

Large deviations for weighted empirical measures arising in importance sampling pp. 138-170

Henrik Hult and Pierre Nyquist

Harmonizable fractional stable fields: Local nondeterminism and joint continuity of the local times pp. 171-185

Antoine Ayache and Yimin Xiao

Strong Markov property of determinantal processes with extended kernels pp. 186-208

Hirofumi Osada and Hideki Tanemura

On the stationary tail index of iterated random Lipschitz functions pp. 209-233

Gerold Alsmeyer

Bootstrap percolation and the geometry of complex networks pp. 234-264

Elisabetta Candellero and Nikolaos Fountoulakis

Fires on large recursive trees pp. 265-289

Cyril Marzouk

Holderian weak invariance principle under a Hannan type condition pp. 290-311

Davide Giraudo