Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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Lagrangian dynamics for a passive tracer in a class of Gaussian Markovian flows pp. 171-198: Albert Fannjiang, Tomasz Komorowski and Szymon Peszat
The coalescent in population models with time-inhomogeneous environment pp. 199-227: M. Möhle
On the robustness of backward stochastic differential equations pp. 229-253: Philippe Briand, Bernard Delyon and Jean Mémin
Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging pp. 255-288: Michael Kohlmann and Shanjian Tang
Asymptotic stability of the bootstrap sample mean pp. 289-306: Eustasio del Barrio, Juan A. Cuesta-Albertos and Carlos Matrán
The FEXP estimator for potentially non-stationary linear time series pp. 307-340: Clifford Hurvich, Eric Moulines and Philippe Soulier

BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization pp. 1-39: Antoine Lejay
Robustness of the nonlinear filter: the correlated case pp. 41-58: Abhay G. Bhatt and Rajeeva L. Karandikar
Multilevel clustering of extremes pp. 59-75: S. Y. Novak
Occupation times and beyond pp. 77-93: Ming Yang
Environmental Brownian noise suppresses explosions in population dynamics pp. 95-110: Xuerong Mao, Glenn Marion and Eric Renshaw
Adaptive estimation of mean and volatility functions in (auto-)regressive models pp. 111-145: F. Comte and Y. Rozenholc
Rate of convergence for parametric estimation in a stochastic volatility model pp. 147-170: Marc Hoffmann

A signal-recovery system: asymptotic properties, and construction of an infinite-volume process pp. 177-190: J. van den Berg and B. Tóth
Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential pp. 191-211: Franz Merkl and Mario V. Wüthrich
Coloring percolation clusters at random pp. 213-242: Olle Häggström
Refined distributional approximations for the uncovered set in the Johnson-Mehl model pp. 243-259: Torkel Erhardsson
Weakly pinned random walk on the wall: pathwise descriptions of the phase transition pp. 261-284: Yasuki Isozaki and Nobuo Yoshida
Brownian analogues of Burke's theorem pp. 285-304: Neil O'Connell and Marc Yor
The Azéma-Yor embedding in non-singular diffusions pp. 305-312: J. L. Pedersen and G. Peskir
Optimal rules for the sequential selection of monotone subsequences of maximum expected length pp. 313-342: F. Thomas Bruss and Freddy Delbaen

A generalization of functional law of the iterated logarithm for (r,p)-capacities on the Wiener space pp. 1-16: Wensheng Wang
Self-intersection local time of order k for Gaussian processes in pp. 17-72: Anna Talarczyk
Local approximations of Markov random walks by diffusions pp. 73-98: Valentin Konakov and Enno Mammen
Convergence of locally and globally interacting Markov chains pp. 99-121: Hans Föllmer and Ulrich Horst
Limit theorems for iterated random functions by regenerative methods pp. 123-142: Gerold Alsmeyer and Cheng-Der Fuh
Large deviations for martingales pp. 143-159: Emmanuel Lesigne and Dalibor Volný
On estimation of time dependent spatial signal in Gaussian white noise pp. 161-175: P. -L. Chow, R. Khasminskii and R. Liptser

Sharp estimates and a central limit theorem for the invariant law for a large star-shaped loss network pp. 177-202: Carl Graham
Moderate deviations for Markov chains with atom pp. 203-217: H. Djellout and A. Guillin
Lyapunov exponents of nilpotent Itô systems with random coefficients pp. 219-233: Peter H. Baxendale and Levon Goukasian
Percolation diffusion pp. 235-244: Torbjörn Lundh
Anticipative Markovian transformations on the Poisson space pp. 245-283: Florent Nicaise
Long-time behaviour of nonautonomous SPDE's pp. 285-309: Bohdan Maslowski and Isabel Simão
Strassen's law of the iterated logarithm for negatively associated random vectors pp. 311-328: Li-Xin Zhang
Distributions for the risk process with a stochastic return on investments pp. 329-341: Guojing Wang and Rong Wu

Ergodic properties of the nonlinear filter pp. 1-24: A. Budhiraja
Optimal speed of detection in generalized Wiener disorder problems pp. 25-54: M. H. Vellekoop and J. M. C. Clark
An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions pp. 55-61: Taizhong Hu and Zegang Zhu
Invariance principles for adaptive self-normalized partial sums processes pp. 63-81: Alfredas Rackauskas and Charles Suquet
Asymptotic properties and absolute continuity of laws stable by random weighted mean pp. 83-107: Quansheng Liu
Logarithmic Sobolev inequalities for some nonlinear PDE's pp. 109-132: F. Malrieu
Forward and backward diffusion approximations for haploid exchangeable population models pp. 133-149: M. Möhle
Applications of the continuous-time ballot theorem to Brownian motion and related processes pp. 151-176: Jason Schweinsberg

Annealed large deviations for diffusions in a random Gaussian shear flow drift pp. 171-197: F. Castell and F. Pradeilles
On random perturbations of Hamiltonian systems with many degrees of freedom pp. 199-239: Mark Freidlin and Matthias Weber
Local hitting and conditioning in symmetric interval partitions pp. 241-270: Olav Kallenberg
On extremes and streams of upcrossings pp. 271-300: J. M. P. Albin
Tanaka formula for the fractional Brownian motion pp. 301-315: Laure Coutin, David Nualart and Ciprian A. Tudor
Euler's approximations of solutions of SDEs with reflecting boundary pp. 317-337: Leszek Slominski
On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type pp. 339-354: Jicheng Liu

Fluctuations for [backward difference][phi] interface model on a wall pp. 1-27: Tadahisa Funaki and Stefano Olla
Lyapunov exponents of Poisson shot-noise velocity fields pp. 29-49: Mine Çaglar and Erhan Çinlar
Moderate deviations for Markovian occupation times pp. 51-70: Xia Chen
Joint distributions of the maximum and the process for higher-order diffusions pp. 71-93: L. Beghin, E. Orsingher and T. Ragozina
An adaptive simulated annealing algorithm pp. 95-103: Guanglu Gong, Yong Liu and Minping Qian
A universal result in almost sure central limit theory pp. 105-134: István Berkes and Endre Csáki
Convergence in probability and almost sure with applications pp. 135-154: Harry Cohn
Note on the knapsack Markov chain pp. 155-170: Matthias Löwe and Christian Meise