Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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Empirical law of the iterated logarithm for Markov chains with a countable state space pp. 175-191: Tsung-Hsi Tsai
Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains pp. 193-211: R. Senoussi
Yang-Mills fields and stochastic parallel transport in small geodesic balls pp. 213-226: Robert Otto Bauer
Absolute continuity of catalytic measure-valued branching processes pp. 227-237: Achim Klenke
Reflecting Brownian snake and a Neumann-Dirichlet problem pp. 239-260: Romain Abraham
Diffusive clustering of interacting Brownian motions on pp. 261-268: Achim Klenke
Capacitary moduli for Lévy processes and intersections pp. 269-285: Jay Rosen
Asymptotic behaviour of Gaussian processes with integral representation pp. 287-303: Olivier Garet
Non-coincidence probabilities and the time-dependent behavior of tandem queues with deterministic input pp. 305-313: W. Böhm
Measurements of ordinary and stochastic differential equations pp. 315-331: Jan Ubøe
Entropic repulsion for massless fields pp. 333-354: Jean-Dominique Deuschel and Giambattista Giacomin

Support theorem for jump processes pp. 1-30: Thomas Simon
Optimal portfolios for logarithmic utility pp. 31-48: Thomas Goll and Jan Kallsen
Characterization of stochastic processes which stabilize linear companion form systems pp. 49-68: John Kao and Volker Wihstutz
On large deviations for SDEs with small diffusion and averaging pp. 69-79: Alexander Veretennikov
Probabilistic approximation for a porous medium equation pp. 81-99: B. Jourdain
Martingale representation theorems for initially enlarged filtrations pp. 101-116: Jürgen Amendinger
The Markov approximation of the sequences of N-valued random variables and a class of small deviation theorems pp. 117-130: Wen Liu and Weiguo Yang
A test for randomness against ARMA alternatives pp. 131-139: Holger Dette and Ingrid Spreckelsen
Rare events for stationary processes pp. 141-173: F. Baccelli and D. R. McDonald

Existence, recurrence and equilibrium properties of Markov branching processes with instantaneous immigration pp. 177-193: Anyue Chen and Eric Renshaw
On stationary solutions of delay differential equations driven by a Lévy process pp. 195-211: Alexander Gushchin and Uwe Küchler
On a weighted embedding for generalized pontograms pp. 213-224: Hanqin Zhang
On the volume of the supercritical super-Brownian sausage conditioned on survival pp. 225-243: János Engländer
Multifractal structure of a general subordinator pp. 245-258: Xiaoyu Hu and S. James Taylor
Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions pp. 259-290: Shige Peng
Entropy inequalities and the Central Limit Theorem pp. 291-304: Oliver Johnson
Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints pp. 305-328: Nizar Touzi
Strong approximation of spatial random walk in random scenery pp. 329-345: Pál Révész and Zhan Shi

A possible definition of a stationary tangent pp. 1-36: U. Keich
Extinction properties of super-Brownian motions with additional spatially dependent mass production pp. 37-58: János Engländer and Klaus Fleischmann
Urn schemes and reinforced random walks pp. 59-78: P. Muliere, P. Secchi and S. G. Walker
Phase segregation dynamics for the Blume-Capel model with Kac interaction pp. 79-124: R. Marra and M. Mourragui
Projection scheme for stochastic differential equations with convex constraints pp. 125-134: Roger Pettersson
Distributional limit theorems over a stationary Gaussian sequence of random vectors pp. 135-159: Miguel A. Arcones
A class of spatially inhomogeneous Dirichlet spaces on the p-adic number field pp. 161-174: Hiroshi Kaneko

Weak approximation of killed diffusion using Euler schemes pp. 167-197: Emmanuel Gobet
Extremes and upcrossing intensities for P-differentiable stationary processes pp. 199-234: J. M. P. Albin
Population-size-dependent and age-dependent branching processes pp. 235-254: Peter Jagers and Fima C. Klebaner
Moderate deviations for degenerate U-processes pp. 255-279: Peter Eichelsbacher
Equivalence of exponential ergodicity and L2-exponential convergence for Markov chains pp. 281-297: Mu-Fa Chen
On the central limit theorem for negatively correlated random variables with negatively correlated squares pp. 299-309: Alexander R. Pruss and Dominik Szynal
Observation sampling and quantisation for continuous-time estimators pp. 311-337: Nigel J. Newton

Applications of geometric bounds to the convergence rate of Markov chains on pp. 1-23: Wai Kong Yuen
Non-degenerate conditionings of the exit measures of super Brownian motion pp. 25-52: Thomas S. Salisbury and John Verzani
Poisson equation, moment inequalities and quick convergence for Markov random walks pp. 53-67: Cheng-Der Fuh and Cun-Hui Zhang
Smoothness of harmonic functions for processes with jumps pp. 69-91: Jean Picard and Catherine Savona
Forward-backward stochastic differential equations with nonsmooth coefficients pp. 93-106: Ying Hu and Jiongmin Yong
A note on wetting transition for gradient fields pp. 107-113: P. Caputo and Y. Velenik
Malliavin calculus for parabolic SPDEs with jumps pp. 115-147: Nicolas Fournier
Removing logarithms from Poisson process error bounds pp. 149-165: Timothy C. Brown, Graham V. Weinberg and Aihua Xia