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

Nikos Zygouras

A class of space–time discretizations for the stochastic p-Stokes system

Kim-Ngan Le and Jörn Wichmann

Quasi-potential for the one dimensional SSEP in weak contact with reservoirs

Claudio Landim and Sonia Velasco

A finite-dimensional approximation for partial differential equations on Wasserstein space

Mehdi Talbi

Principal-Multiagents problem under equivalent changes of measure: General study and an existence result

Nicolás Hernández-Santibáñez

Small ball probabilities for the stochastic heat equation with colored noise

Jiaming Chen

Ray–Knight compactification of birth and death processes

Liping Li

Quasi-stationary distribution for continuous-state branching processes with competition

Pei-Sen Li, Jian Wang and Xiaowen Zhou

Fast consensus and metastability in a highly polarized social network

Antonio Galves and Kádmo Laxa

Droplet dynamics in a two-dimensional rarefied gas under Kawasaki dynamics

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

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)

Vlad Bally and Yifeng Qin

The contact process with an asymptomatic state

Lamia Belhadji, Nicolas Lanchier and Max Mercer

Large deviations for regime-switching diffusions with infinite delay

Ya Wang, Fuke Wu and Chao Zhu

Central limit theorem under the Dedecker–Rio condition in some Banach spaces

Aurélie Bigot

Superdiffusive planar random walks with polynomial space–time drifts

Conrado da Costa, Mikhail Menshikov, Vadim Shcherbakov and Andrew Wade

Site frequency spectrum of a rescued population under rare resistant mutations

Céline Bonnet and Hélène Leman

Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes

Sergey Foss, Dmitry Korshunov and Zbigniew Palmowski

Metastability of the three-state Potts model with asymmetrical external field

Jeonghyun Ahn

Diagonally quadratic BSDE with oblique reflection and optimal switching

Peng Luo and Mengbo Zhu

Targeted immunization thresholds for the contact process on power-law trees

John Fernley and Emmanuel Jacob

Detection of a structural break in intraday volatility pattern

Piotr Kokoszka, Tim Kutta, Neda Mohammadi, Haonan Wang and Shixuan Wang

Networks of reinforced stochastic processes: A complete description of the first-order asymptotics

Giacomo Aletti, Irene Crimaldi and Andrea Ghiglietti

Random walks in the high-dimensional limit II: The crinkled subordinator

Zakhar Kabluchko, Alexander Marynych and Kilian Raschel

Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations

B. Cooper Boniece, José E. Figueroa-López and Yuchen Han

Stochastic control/stopping problem with expectation constraints

Erhan Bayraktar and Song Yao

Sample path moderate deviations for shot noise processes in the high intensity regime

Sumith Reddy Anugu and Guodong Pang

Macroscopic limit for stochastic chemical reactions involving diffusion and spatial heterogeneity

Malcolm Egan and Bao Quoc Tang

Couplings of Brownian motions on SU(2) and SL(2,R)

Magalie Bénéfice

Line-of-sight Cox percolation on Poisson–Delaunay triangulation

David Corlin Marchand, David Coupier and Benoît Henry

Loop-erased partitioning via parametric spanning trees: Monotonicities & 1D-scaling

Luca Avena, Jannetje Driessen and Twan Koperberg

Martingale solution of the stochastic Camassa–Holm equation with pure jump noise

Yong Chen, Jinqiao Duan and Hongjun Gao

Processes with catastrophes: Large deviation point of view

A. Logachov, O. Logachova and A. Yambartsev

Linear–quadratic stochastic Volterra controls I: Causal feedback strategies

Yushi Hamaguchi and Tianxiao Wang

2024, volume 175, articles C

Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements

Josef Janák and Markus Reiß

Hole radii for the Kac polynomials and derivatives

Hoi H. Nguyen and Oanh Nguyen

A note on oriented percolation with inhomogeneities and strict inequalities

Bernardo N.B. de Lima, Daniel Ungaretti and Maria Eulália Vares

Critical Gaussian multiplicative chaos for singular measures

Hubert Lacoin

Asymptotic expansion of the quadratic variation of fractional stochastic differential equation

Hayate Yamagishi and Nakahiro Yoshida

Deviation inequality for Banach-valued orthomartingales

Davide Giraudo

Measure-valued affine and polynomial diffusions

Christa Cuchiero, Luca Di Persio, Francesco Guida and Sara Svaluto-Ferro

A multi-dimensional version of Lamperti’s relation and the Matsumoto–Yor processes

Thomas Gerard, Valentin Rapenne, Christophe Sabot and Xiaolin Zeng

Lipschitz-continuity of time constant in generalized First-passage percolation

Van Hao Can, Shuta Nakajima and Van Quyet Nguyen

Cyclical long memory: Decoupling, modulation, and modeling

Stefanos Kechagias, Vladas Pipiras and Pavlos Zoubouloglou

Stable trees as mixings of inhomogeneous continuum random trees

Minmin Wang

Backward doubly stochastic differential equations and SPDEs with quadratic growth

Ying Hu, Jiaqiang Wen and Jie Xiong

Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates

Jorge A. León, Yanghui Liu and Samy Tindel

A non-oriented first passage percolation model and statistical invariance by time reversal

Alejandro F. Ramírez, Santiago Saglietti and Lingyun Shao

Quenched large deviations in renewal theory

Frank den Hollander and Marco Zamparo

Construction and convergence results for stable webs

Thomas Mountford and Krishnamurthi Ravishankar