Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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Logarithmic Sobolev constant for the dilute Ising lattice gas dynamics below the percolation threshold pp. 159-205: N. Cancrini and C. Roberto
Concentration results for a Brownian directed percolation problem pp. 207-220: B. M. Hambly, James B. Martin and Neil O'Connell
An alternative approach to super-Brownian motion with a locally infinite branching mass pp. 221-233: Yongjin Wang
On diffusion approximation with discontinuous coefficients pp. 235-264: N. V. Krylov and R. Liptser
Large deviations and support theorem for diffusion processes via rough paths pp. 265-283: M. Ledoux, Z. Qian and T. Zhang
Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields pp. 285-299: Mohamed El Machkouri
A surprising Poisson process arising from a species competition model pp. 301-309: Richard Durrett and Vlada Limic
Structural characterization of taboo-stationarity for general processes in two-sided time pp. 311-318: Peter W. Glynn and Hermann Thorisson

Large deviations and fast simulation in the presence of boundaries pp. 1-23: Søren Asmussen, Pascal Fuckerieder, Manfred Jobmann and Hans-Peter Schwefel
Large deviations for squared radial Ornstein-Uhlenbeck processes pp. 25-42: Marguerite Zani
Longtime behavior for the occupation time process of a super-Brownian motion with random immigration pp. 43-62: Wenming Hong
Perfect simulation for interacting point processes, loss networks and Ising models pp. 63-88: Pablo A. Ferrari, Roberto Fernández and Nancy L. Garcia
Elementary divisors and determinants of random matrices over a local field pp. 89-102: Steven N. Evans
Regularization of differential equations by fractional noise pp. 103-116: David Nualart and Youssef Ouknine
Mean distance of Brownian motion on a Riemannian manifold pp. 117-138: Yoon Tae Kim and Hyun Suk Park
Hydrodynamic limit for interacting Ornstein-Uhlenbeck particles pp. 139-158: Christel Tremoulet

Anisotropic contact processes on homogeneous trees pp. 163-183: Steven P. Lalley and Thomas M. Sellke
Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise pp. 185-232: J. C. Mattingly, A. M. Stuart and D. J. Higham
Precise asymptotics for record times and the associated counting process pp. 233-239: Allan Gut
On the most visited sites of symmetric Markov processes pp. 241-256: Nathalie Eisenbaum and Davar Khoshnevisan
Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes pp. 257-271: S. F. Jarner and R. L. Tweedie
Stochastic targets with mixed diffusion processes and viscosity solutions pp. 273-302: Bruno Bouchard
Existence and regularity of a weak function-solution for some Landau equations with a stochastic approach pp. 303-325: H. Guérin

Continuum limit for some growth models pp. 1-41: Fraydoun Rezakhanlou
Regularity of the diffusion coefficient for lattice gas reversible under Bernoulli measures pp. 43-68: Cédric Bernardin
The threshold regime of finite volume bootstrap percolation pp. 69-82: R. Cerf and F. Manzo
Probabilistic approach of some discrete and continuous coagulation equations with diffusion pp. 83-111: Madalina Deaconu and Nicolas Fournier
Simulation of stochastic integrals with respect to Lévy processes of type G pp. 113-125: Magnus Wiktorsson
The set-indexed bandit problem pp. 127-142: Giacomo Aletti and Ely Merzbach
Functional limit theorems for U-statistics indexed by a random walk pp. 143-160: Patricia Cabus and Nadine Guillotin-Plantard

Many visits to a single site by a transient random walk in random environment pp. 159-176: Nina Gantert and Zhan Shi
Small sets and Markov transition densities pp. 177-194: Wilfrid S. Kendall and Giovanni Montana
One-shot coupling for certain stochastic recursive sequences pp. 195-208: Gareth O. Roberts and Jeffrey S. Rosenthal
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case pp. 209-286: François Delarue
About boundedness of stable sequences pp. 287-293: Michael Braverman
Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency pp. 295-321: Jiti Gao, Vo Anh and Chris Heyde
Bivariate occupation measure dimension of multidimensional processes pp. 323-348: Jean-Marc Bardet

A constructive approach to Euler hydrodynamics for attractive processes. Application to k-step exclusion pp. 1-30: C. Bahadoran, H. Guiol, K. Ravishankar and E. Saada
A leavable bounded-velocity stochastic control problem pp. 31-51: Ioannis Karatzas and Daniel Ocone
Truncation and augmentation of level-independent QBD processes pp. 53-80: Guy Latouche and Peter Taylor
Integrability of infinite weighted sums of heavy-tailed i.i.d. random variables pp. 81-94: Martin P. W. Zerner
Regular variation of GARCH processes pp. 95-115: Bojan Basrak, Richard A. Davis and Thomas Mikosch
Weak convergence for the covariance operators of a Hilbertian linear process pp. 117-135: André Mas
Poisson limits for U-statistics pp. 137-157: André R. Dabrowski, Herold G. Dehling, Thomas Mikosch and Olimjon Sharipov

Limit theorems for monotonic particle systems and sequential deposition pp. 175-197: Mathew D. Penrose
Necessary conditions in limit theorems for cumulative processes pp. 199-209: Peter W. Glynn and Ward Whitt
Power tailed ruin probabilities in the presence of risky investments pp. 211-228: Vladimir Kalashnikov and Ragnar Norberg
Rates of convergence for the Nummelin conditional weak law of large numbers pp. 229-252: J. Kuelbs and A. Meda
A time-reversed representation for the tail probabilities of stationary reflected Brownian motion pp. 253-287: Paul Dupuis and Kavita Ramanan
The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type pp. 289-315: K. Kubilius
Jumping SDEs: absolute continuity using monotonicity pp. 317-330: Nicolas Fournier
How many processes have Poisson counts? pp. 331-339: Timothy C. Brown and Aihua Xia

Ergodicity of one-dimensional resource sharing systems pp. 1-22: Enrique Andjel, F. Javier López and Gerardo Sanz
Interacting diffusions in a random medium: comparison and longtime behavior pp. 23-41: A. Greven, A. Klenke and A. Wakolbinger
Linear growth for greedy lattice animals pp. 43-66: James B. Martin
Prediction with incomplete past of a stationary process pp. 67-76: Pascal Bondon
Markov renewal theory for stationary (m+1)-block factors: convergence rate results pp. 77-112: Gerold Alsmeyer and Volker Hoefs
Random Markov-self-similar measures pp. 113-130: Jin-Rong Liang
Pathwise uniqueness for a SDE with non-Lipschitz coefficients pp. 131-149: J. M. Swart
Ruin probability for Gaussian integrated processes pp. 151-174: Krzysztof Debicki