Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Asymptotic mass distribution speed for the one-dimensional heat equation with constant drift and stationary potential pp. 167-184: Anja Voß-Böhme
On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces pp. 185-222: R. Mikulevicius and H. Pragarauskas
Uniform Poincaré inequalities for unbounded conservative spin systems: the non-interacting case pp. 223-244: Pietro Caputo
Loss of mass in deterministic and random fragmentations pp. 245-277: Bénédicte Haas
A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals pp. 279-316: François LeGland and Nadia Oudjane
On almost sure convergence of the quadratic variation of Brownian motion pp. 317-333: Shlomo Levental and R. V. Erickson

Error analysis of the optimal quantization algorithm for obstacle problems pp. 1-40: Vlad Bally and Gilles Pagès
On the convex hull of a Brownian excursion with parabolic drift pp. 41-62: Christophe Giraud
A new covariance inequality and applications pp. 63-80: Jérôme Dedecker and Paul Doukhan
Invariant measures related with Poisson driven stochastic differential equation pp. 81-93: Andrzej Lasota and Janusz Traple
Branching random walk in random environment on trees pp. 95-106: F. P. Machado and S. Yu. Popov
Coalescent processes obtained from supercritical Galton-Watson processes pp. 107-139: Jason Schweinsberg
Extinction versus exponential growth in a supercritical super-Wright-Fisher diffusion pp. 141-165: Klaus Fleischmann and Jan M. Swart

Reconstruction of sceneries with correlated colors pp. 175-210: Matthias Löwe and Heinrich Matzinger
Large deviations in the Langevin dynamics of a random field Ising model pp. 211-255: Gérard Ben Arous and Michel Sortais
On Koul's minimum distance estimators in the regression models with long memory moving averages pp. 257-269: Linyuan Li
Limit results for the empirical process of squared residuals in GARCH models pp. 271-298: István Berkes and Lajos Horvath
A law of the iterated logarithm for stochastic approximation procedures in d-dimensional Euclidean space pp. 299-313: Valery Koval and Rainer Schwabe
Convergence in law to the multiple fractional integral pp. 315-344: Xavier Bardina, Maria Jolis and Ciprian A. Tudor

Approximating some Volterra type stochastic integrals with applications to parameter estimation pp. 1-32: Henrik Hult
Asymptotics of regressions with stationary and nonstationary residuals pp. 33-67: R. A. Maller
Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions pp. 69-97: G. Samorodnitsky and M. Grigoriu
Ergodicity of homogeneous Brownian flows pp. 99-116: Anilesh Mohari
Strong law of large numbers and mixing for the invariant distributions of measure-valued diffusions pp. 117-137: Ross G. Pinsky
Invariant measures for passive tracer dynamics in Ornstein-Uhlenbeck flows pp. 139-173: Tomasz Komorowski and Stefano Olla

Trimmed sums for non-negative, mixing stationary processes pp. 173-192: Jon Aaronson and Hitoshi Nakada
Local times of additive Lévy processes pp. 193-216: Davar Khoshnevisan, Yimin Xiao and Yuquan Zhong
On the first meeting or crossing of two independent trajectories for some counting processes pp. 217-242: Philippe Picard and Claude Lefèvre
Quasi-invariance for the pinned Brownian motion on a Lie group pp. 243-257: Maria Gordina
n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes pp. 259-299: Mohammed Errami and Francesco Russo
Asymptotics of rank order statistics for ARCH residual empirical processes pp. 301-324: S. Ajay Chandra and Masanobu Taniguchi
A mean field model for species abundance pp. 325-347: Thomas J. Pfaff

Homogenization of a nonlinear random parabolic partial differential equation pp. 1-27: E. Pardoux and A. L. Piatnitski
Spectral homogenization of reversible random walks on in a random environment pp. 29-56: D. Boivin and J. Depauw
Strong invariance principle for singular diffusions pp. 57-80: Andrew J. Heunis
An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter pp. 81-106: Christian Bender
On the Rosenthal's inequality for locally square integrable martingales pp. 107-116: Yao-Feng Ren and Fan-Ji Tian
Reinforced random processes in continuous time pp. 117-130: Pietro Muliere, Piercesare Secchi and Stephen G. Walker
On swapping and simulated tempering algorithms pp. 131-154: Zhongrong Zheng
Asymptotics of a matrix valued Markov chain arising in sociology pp. 155-171: Phillip Bonacich and Thomas M. Liggett

Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment pp. 169-209: Sunder Sethuraman
Catalytic branching and the Brownian snake pp. 211-235: Achim Klenke
Invariant measures for stochastic heat equations with unbounded coefficients pp. 237-256: Sigurd Assing and Ralf Manthey
Time fluctuations of the random average process with parabolic initial conditions pp. 257-276: L. R. G. Fontes, D. P. Medeiros and M. Vachkovskaia
Asymptotic stability in distribution of stochastic differential equations with Markovian switching pp. 277-291: Chenggui Yuan and Xuerong Mao
Dynamic programming for ergodic control with partial observations pp. 293-310: V. S. Borkar
Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process pp. 311-349: Sylvain Rubenthaler

Quenched large deviations for diffusions in a random Gaussian shear flow drift pp. 1-29: A. Asselah and F. Castell
A probabilistic interpretation of the divergence and BSDE's pp. 31-55: I. L. Stoica
Polynomial ergodicity of Markov transition kernels pp. 57-99: G. Fort and E. Moulines
On a decomposition of symmetric diffusions with reflecting boundary conditions pp. 101-122: Andrzej Rozkosz
Asymptotics of M-estimators in two-phase linear regression models pp. 123-154: Hira L. Koul, Lianfen Qian and Donatas Surgailis
Abrupt Lévy processes pp. 155-168: Vincent Vigon