Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion pp. 177-182: Lieve Delbeke and Patrice Abry
Inhomogeneous birth-death and birth-death-immigration processes and the logarithmic series distribution. Part 2 pp. 183-191: David Branson
A Moran particle system approximation of Feynman-Kac formulae pp. 193-216: P. Del Moral and L. Miclo
Pairs of renewal processes whose superposition is a renewal process pp. 217-230: J. A. Ferreira
The loop erased exit path and the metastability of a biased vote process pp. 231-261: Olivier Catoni, Dayue Chen and Jun Xie
On generalized multiplicative cascades pp. 263-286: Quansheng Liu
Ray-Knight theorems related to a stochastic flow pp. 287-305: Yueyun Hu and Jon Warren
Maxima of increments of partial sums for certain subexponential distributions pp. 307-322: H. Lanzinger and U. Stadtmüller
Singular stochastic control in the presence of a state-dependent yield structure pp. 323-343: Luis Alvarez

Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems pp. 1-27: Mats Gyllenberg and Dmitrii S. Silvestrov
A statistically and computationally efficient method for frequency estimation pp. 29-47: Kai-Sheng Song and Ta-Hsin Li
The periodogram at the Fourier frequencies pp. 49-79: Piotr Kokoszka and Thomas Mikosch
Tightness of localization and return time in random environment pp. 81-101: Yueyun Hu
Weak convergence of multivariate fractional processes pp. 103-120: D. Marinucci and P. M. Robinson
Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than pp. 121-139: Elisa Alòs, Olivier Mazet and David Nualart
On a stochastic wave equation in two space dimensions: regularity of the solution and its density pp. 141-162: Annie Millet and Pierre-Luc Morien
Rate of convergence of power-weighted Euclidean minimal spanning trees pp. 163-176: Sungchul Lee

Reflected BSDEs and mixed game problem pp. 177-188: S. Hamadène and J. -P. Lepeltier
Extremal behavior of the autoregressive process with ARCH(1) errors pp. 189-207: Milan Borkovec
Conditional maximal distributions of processes related to higher-order heat-type equations pp. 209-223: Luisa Beghin, Kenneth J. Hochberg and Enzo Orsingher
Large deviations for Brownian motion on the Sierpinski gasket pp. 225-235: Gerard Ben Arous and Takashi Kumagai
Renewal equation on the whole line pp. 237-247: Norair B. Yengibarian
Embedding in Brownian motion with drift and the Azéma-Yor construction pp. 249-254: Peter Grandits and Neil Falkner
Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes pp. 255-277: Arnold Janssen
Large deviations for martingales via Cramér's method pp. 279-293: Ion Grama and Erich Haeusler
Central limit theorems for k-nearest neighbour distances pp. 295-320: Mathew D. Penrose
Growth rates of sample covariances of stationary symmetric [alpha]-stable processes associated with null recurrent Markov chains pp. 321-339: Sidney Resnick, Gennady Samorodnitsky and Fang Xue
Geometric ergodicity of Metropolis algorithms pp. 341-361: Søren Fiig Jarner and Ernst Hansen

Almost sure behaviour of the perturbed Brownian motion on the Sierpinski gasket pp. 1-17: Katarzyna Pietruska-Paluba
Exact packing measure on a Galton-Watson tree pp. 19-28: Quansheng Liu
On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes pp. 29-44: Yoshihide Kakizawa
On exponentials of additive functionals of Markov processes pp. 45-60: W. Stummer and K. -Th. Sturm
Some calculations for doubly perturbed Brownian motion pp. 61-74: L. Chaumont and R. A. Doney
Infinite horizon forward-backward stochastic differential equations pp. 75-92: Shige Peng and Yufeng Shi
Large deviations for Poisson random measures and processes with independent increments pp. 93-121: C. Léonard
Asymptotics for weighted minimal spanning trees on random points pp. 123-138: J. E. Yukich
Equilibrium fluctuations for a driven tracer particle dynamics pp. 139-158: Cláudio Landim and Sérgio B. Volchan
On the integral of the squared periodogram pp. 159-176: Rohit S. Deo and Willa W. Chen

A quasi-ergodic theorem for evanescent processes pp. 177-186: L. A. Breyer and G. O. Roberts
Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces pp. 187-225: Zdzislaw Brzezniak and Dariusz Gatarek
Hydrodynamic limit for a nongradient system in infinite volume pp. 227-253: Anne Perrut
Large deviations and queueing networks: Methods for rate function identification pp. 255-296: Rami Atar and Paul Dupuis
Hydrodynamic behavior of symmetric zero-range processes with random rates pp. 297-312: A. Koukkous
A new weak dependence condition and applications to moment inequalities pp. 313-342: Paul Doukhan and Sana Louhichi
Sequential point estimation of parameters in a threshold AR(1) model pp. 343-355: Sangyeol Lee and T. N. Sriram
Stationary and self-similar processes driven by Lévy processes pp. 357-369: Ole Barndorff-Nielsen and Victor Pérez-Abreu

Invariant measures for generalized Langevin equations in conuclear space pp. 1-24: Tomasz Bojdecki and Jacek Jakubowski
The quasi-stationary distribution for small random perturbations of certain one-dimensional maps pp. 25-51: Kavita Ramanan and Ofer Zeitouni
Large deviations for a Burgers'-type SPDE pp. 53-70: Caroline Cardon-Weber
Spectral decomposition for operator self-similar processes and their generalized domains of attraction pp. 71-80: Mark M. Meerschaert and Hans-Peter Scheffler
Bootstrapping point processes with some applications pp. 81-90: M. Zarepour and K. Knight
Non-Gaussian scenarios for the heat equation with singular initial conditions pp. 91-114: V. V. Anh and N. N. Leonenko
Probabilistic Interpretation and Numerical Approximation of a Kac Equation without Cutoff pp. 115-135: Laurent Desvillettes, Carl Graham and Sylvie Méléard
Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading pp. 137-164: Hans Föllmer, Ching-Tang Wu and Marc Yor
A Gaussian-generalized inverse Gaussian finite-dimensional filter pp. 165-176: Marco Ferrante and Paolo Vidoni