Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
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2024, volume 171, articles C

On Rio’s proof of limit theorems for dependent random fields

Lê Vǎn Thành

Laplace principle for large population games with control interaction

Peng Luo and Ludovic Tangpi

One-dimensional McKean–Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients

Ning Ning, Jing Wu and Jinwei Zheng

The importance Markov chain

Charly Andral, Randal Douc, Hugo Marival and Christian P. Robert

Itô stochastic differentials

John Armstrong and Andrei Ionescu

Diffusion dynamics for an infinite system of two-type spheres and the associated depletion effect

Myriam Fradon, Julian Kern, Sylvie Rœlly and Alexander Zass

Fluctuations and moderate deviations for a catalytic Fleming–Viot branching system in nonequilibrium

Fuqing Gao, Yunshi Gao and Jie Xiong

Explosion and non-explosion for the continuous-time frog model

Viktor Bezborodov, Luca Di Persio and Peter Kuchling

Dependent conditional tail expectation for extreme levels

Yuri Goegebeur, Armelle Guillou and Jing Qin

A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes

Kei Kobayashi and Hyunchul Park

The dual Derrida–Retaux conjecture

Xinxing Chen, Yueyun Hu and Zhan Shi

2024, volume 170, articles C

Drift estimation for a multi-dimensional diffusion process using deep neural networks

Akihiro Oga and Yuta Koike

Strong transience for one-dimensional Markov chains with asymptotically zero drifts

Chak Hei Lo, Mikhail V. Menshikov and Andrew R. Wade

Weak Dirichlet processes and generalized martingale problems

Elena Bandini and Francesco Russo

On the existence and uniqueness of solution to a stochastic Chemotaxis–Navier–Stokes model

Erika Hausenblas, Boris Jidjou Moghomye and Paul André Razafimandimby

Approximate Message Passing for sparse matrices with application to the equilibria of large ecological Lotka–Volterra systems

Walid Hachem

Time-delayed generalized BSDEs

Luca Di Persio, Matteo Garbelli, Lucian Maticiuc and Adrian Zălinescu

A stochastic target problem for branching diffusion processes

Idris Kharroubi and Antonio Ocello

Improved bounds for the total variation distance between stochastic polynomials

Egor Kosov and Anastasia Zhukova

Long-range dependent completely correlated mixed fractional Brownian motion

Josephine Dufitinema, Foad Shokrollahi, Tommi Sottinen and Lauri Viitasaari

Randomized empirical processes and confidence bands via virtual resampling

Miklós Csörgő

Measure-valued growth processes in continuous space and growth properties starting from an infinite interface

Apolline Louvet and Amandine Véber

Heat kernel bounds and Ricci curvature for Lipschitz manifolds

Mathias Braun and Chiara Rigoni

A large deviation principle for the empirical measures of Metropolis–Hastings chains

Federica Milinanni and Pierre Nyquist

Entropy and the discrete central limit theorem

Lampros Gavalakis and Ioannis Kontoyiannis

Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains

Cristina Costantini and Thomas G. Kurtz

Lyapunov exponents in a slow environment

Tommaso Rosati

Asymptotic covariances for functionals of weakly stationary random fields

Leonardo Maini

The second class particle process at shocks

Patrik L. Ferrari and Peter Nejjar

Wetting on a wall and wetting in a well: Overview of equilibrium properties

Quentin Berger and Brune Massoulié

A series expansion formula of the scale matrix with applications in CUSUM analysis

Jevgenijs Ivanovs and Kazutoshi Yamazaki

Large deviations for Markov processes with switching and homogenisation via Hamilton–Jacobi–Bellman equations

Serena Della Corte and Richard C. Kraaij

Optimal estimation of the rough Hurst parameter in additive noise

Grégoire Szymanski

Green’s function for cut points of chordal SLE attached with boundary arcs

Dapeng Zhan

Infinitesimal gradient boosting

Clément Dombry and Jean-Jil Duchamps

2024, volume 169, articles C

Francis Comets’ Gumbel last passage percolation

Ivan Corwin

Grid entropy in last passage percolation — A superadditive critical exponent approach

Alexandru Gatea

Two-dimensional random interlacements: 0-1 law and the vacant set at criticality

Orphée Collin and Serguei Popov

No smooth phase transition for the nodal length of band-limited spherical random fields

Anna Paola Todino

An explicit approximation for super-linear stochastic functional differential equations

Xiaoyue Li, Xuerong Mao and Guoting Song

2024, volume 168, articles C

The limit point in the Jante’s law process has an absolutely continuous distribution

Edward Crane and Stanislav Volkov

Spread of parasites affecting death and division rates in a cell population

Aline Marguet and Charline Smadi

Regularity of the law of solutions to the stochastic heat equation with non-Lipschitz reaction term

Michael Salins and Samy Tindel

Affine Volterra processes with jumps

Alessandro Bondi, Giulia Livieri and Sergio Pulido

Asymptotic behavior of a class of multiple time scales stochastic kinetic equations

Charles-Edouard Bréhier and Shmuel Rakotonirina-Ricquebourg

Limit of the environment viewed from Sinaï’s walk

Francis Comets, Oleg Loukianov and Dasha Loukianova

Approximate filtering via discrete dual processes

Guillaume Kon Kam King, Andrea Pandolfi, Marco Piretto and Matteo Ruggiero

Orthogonal intertwiners for infinite particle systems in the continuum

Stefan Wagner

Liouville theorem for V-harmonic maps under non-negative (m,V)-Ricci curvature for non-positive m

Kazuhiro Kuwae, Songzi Li, Xiang-Dong Li and Yohei Sakurai

2024, volume 167, articles C

Limit theorems of additive functionals for regime-switching diffusions with infinite delay

Ya Wang, Fuke Wu and George Yin

Moderate deviations for the current and tagged particle in symmetric simple exclusion processes

Xiaofeng Xue and Linjie Zhao

Elastic drifted Brownian motions and non-local boundary conditions

D’Ovidio, Mirko and Francesco Iafrate

Diffusion spiders: Green kernel, excessive functions and optimal stopping

Jukka Lempa, Ernesto Mordecki and Paavo Salminen

Continuous-state branching processes with collisions: First passage times and duality

Clément Foucart and Matija Vidmar

Space-time boundedness and asymptotic behaviors of the densities of CME-subordinators

Masafumi Hayashi, Atsushi Takeuchi and Makoto Yamazato

Brownian motion can feel the shape of a drum

Renan Gross

Fluctuation analysis for particle-based stochastic reaction–diffusion models

M. Heldman, S.A. Isaacson, J. Ma and K. Spiliopoulos

Invariance of Brownian motion associated with exponential functionals

Yuu Hariya

Scale-free percolation mixing time

Alessandra Cipriani and Michele Salvi

Limit theorems for functionals of long memory linear processes with infinite variance

Hui Liu, Yudan Xiong and Fangjun Xu

The obstacle problem for stochastic porous media equations

Ruoyang Liu and Shanjian Tang

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Neda Mohammadi, Leonardo V. Santoro and Victor M. Panaretos

Kernel representation formula: From complex to real Wiener–Itô integrals and vice versa

Huiping Chen, Yong Chen and Yong Liu