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Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
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2024, volume 177, articles C

Directed polymers in a random environment: A review of the phase transitions Downloads
Nikos Zygouras
A class of space–time discretizations for the stochastic p-Stokes system Downloads
Kim-Ngan Le and Jörn Wichmann
Quasi-potential for the one dimensional SSEP in weak contact with reservoirs Downloads
Claudio Landim and Sonia Velasco
A finite-dimensional approximation for partial differential equations on Wasserstein space Downloads
Mehdi Talbi
Principal-Multiagents problem under equivalent changes of measure: General study and an existence result Downloads
Nicolás Hernández-Santibáñez
Small ball probabilities for the stochastic heat equation with colored noise Downloads
Jiaming Chen
Ray–Knight compactification of birth and death processes Downloads
Liping Li
Quasi-stationary distribution for continuous-state branching processes with competition Downloads
Pei-Sen Li, Jian Wang and Xiaowen Zhou
Fast consensus and metastability in a highly polarized social network Downloads
Antonio Galves and Kádmo Laxa
Droplet dynamics in a two-dimensional rarefied gas under Kawasaki dynamics Downloads
Simone Baldassarri, Alexandre Gaudillière, Frank den Hollander, Francesca R. Nardi, Enzo Olivieri and Elisabetta Scoppola
Stationary solutions to stochastic 3D Euler equations in Hölder space Downloads
Lin Lü and Rongchan Zhu

2024, volume 176, articles C

Approximation for the invariant measure with applications for jump processes (convergence in total variation distance) Downloads
Vlad Bally and Yifeng Qin
The contact process with an asymptomatic state Downloads
Lamia Belhadji, Nicolas Lanchier and Max Mercer
Large deviations for regime-switching diffusions with infinite delay Downloads
Ya Wang, Fuke Wu and Chao Zhu
Central limit theorem under the Dedecker–Rio condition in some Banach spaces Downloads
Aurélie Bigot
Superdiffusive planar random walks with polynomial space–time drifts Downloads
Conrado da Costa, Mikhail Menshikov, Vadim Shcherbakov and Andrew Wade
Site frequency spectrum of a rescued population under rare resistant mutations Downloads
Céline Bonnet and Hélène Leman
Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes Downloads
Sergey Foss, Dmitry Korshunov and Zbigniew Palmowski
Metastability of the three-state Potts model with asymmetrical external field Downloads
Jeonghyun Ahn
Diagonally quadratic BSDE with oblique reflection and optimal switching Downloads
Peng Luo and Mengbo Zhu
Targeted immunization thresholds for the contact process on power-law trees Downloads
John Fernley and Emmanuel Jacob
Detection of a structural break in intraday volatility pattern Downloads
Piotr Kokoszka, Tim Kutta, Neda Mohammadi, Haonan Wang and Shixuan Wang
Networks of reinforced stochastic processes: A complete description of the first-order asymptotics Downloads
Giacomo Aletti, Irene Crimaldi and Andrea Ghiglietti
Random walks in the high-dimensional limit II: The crinkled subordinator Downloads
Zakhar Kabluchko, Alexander Marynych and Kilian Raschel
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations Downloads
B. Cooper Boniece, José E. Figueroa-López and Yuchen Han
Stochastic control/stopping problem with expectation constraints Downloads
Erhan Bayraktar and Song Yao
Sample path moderate deviations for shot noise processes in the high intensity regime Downloads
Sumith Reddy Anugu and Guodong Pang
Macroscopic limit for stochastic chemical reactions involving diffusion and spatial heterogeneity Downloads
Malcolm Egan and Bao Quoc Tang
Couplings of Brownian motions on SU(2) and SL(2,R) Downloads
Magalie Bénéfice
Line-of-sight Cox percolation on Poisson–Delaunay triangulation Downloads
David Corlin Marchand, David Coupier and Benoît Henry
Loop-erased partitioning via parametric spanning trees: Monotonicities & 1D-scaling Downloads
Luca Avena, Jannetje Driessen and Twan Koperberg
Martingale solution of the stochastic Camassa–Holm equation with pure jump noise Downloads
Yong Chen, Jinqiao Duan and Hongjun Gao
Processes with catastrophes: Large deviation point of view Downloads
A. Logachov, O. Logachova and A. Yambartsev
Linear–quadratic stochastic Volterra controls I: Causal feedback strategies Downloads
Yushi Hamaguchi and Tianxiao Wang

2024, volume 175, articles C

Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements Downloads
Josef Janák and Markus Reiß
Hole radii for the Kac polynomials and derivatives Downloads
Hoi H. Nguyen and Oanh Nguyen
A note on oriented percolation with inhomogeneities and strict inequalities Downloads
Bernardo N.B. de Lima, Daniel Ungaretti and Maria Eulália Vares
Critical Gaussian multiplicative chaos for singular measures Downloads
Hubert Lacoin
Asymptotic expansion of the quadratic variation of fractional stochastic differential equation Downloads
Hayate Yamagishi and Nakahiro Yoshida
Deviation inequality for Banach-valued orthomartingales Downloads
Davide Giraudo
Measure-valued affine and polynomial diffusions Downloads
Christa Cuchiero, Luca Di Persio, Francesco Guida and Sara Svaluto-Ferro
A multi-dimensional version of Lamperti’s relation and the Matsumoto–Yor processes Downloads
Thomas Gerard, Valentin Rapenne, Christophe Sabot and Xiaolin Zeng
Lipschitz-continuity of time constant in generalized First-passage percolation Downloads
Van Hao Can, Shuta Nakajima and Van Quyet Nguyen
Cyclical long memory: Decoupling, modulation, and modeling Downloads
Stefanos Kechagias, Vladas Pipiras and Pavlos Zoubouloglou
Stable trees as mixings of inhomogeneous continuum random trees Downloads
Minmin Wang
Backward doubly stochastic differential equations and SPDEs with quadratic growth Downloads
Ying Hu, Jiaqiang Wen and Jie Xiong
Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates Downloads
Jorge A. León, Yanghui Liu and Samy Tindel
A non-oriented first passage percolation model and statistical invariance by time reversal Downloads
Alejandro F. Ramírez, Santiago Saglietti and Lingyun Shao
Quenched large deviations in renewal theory Downloads
Frank den Hollander and Marco Zamparo
Construction and convergence results for stable webs Downloads
Thomas Mountford and Krishnamurthi Ravishankar
Page updated 2025-05-22