Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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1999, volume 83, articles 2

Extremes of a certain class of Gaussian processes pp. 257-271

J. Hüsler and V. Piterbarg

Asymptotics for Voronoi tessellations on random samples pp. 273-288

K. McGivney and J. E. Yukich

On exponential stability criteria of stochastic partial differential equations pp. 289-301

Tomás Caraballo and Kai Liu

Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane pp. 303-317

Zongxia Liang

On the ruin probabilities in a general economic environment pp. 319-330

Harri Nyrhinen

Risk and duality in multidimensions pp. 331-356

Bartlomiej Blaszczyszyn and Karl Sigman

Multi-type branching in varying environment pp. 357-400

J. D. Biggins, H. Cohn and O. Nerman

1999, volume 83, articles 1

The sample ACF of a simple bilinear process pp. 1-14

Bojan Basrak, Richard A. Davis and Thomas Mikosch

Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control pp. 15-37

Sandra Cerrai

Asymptotics and spectral results for random walks on p-adics pp. 39-59

Sergio Albeverio, Witold Karwowski and Xuelei Zhao

On local asymptotic normality for birth and death on a flow pp. 61-77

R. Höpfner and E. Löcherbach

Detection of multiple changes in a sequence of dependent variables pp. 79-102

Marc Lavielle

Particle representations for a class of nonlinear SPDEs pp. 103-126

Thomas G. Kurtz and Jie Xiong

Speed of -convergence for Markov approximations of chains with complete connections. A coupling approach pp. 127-138

Xavier Bressaud, Roberto Fernández and Antonio Galves

The law of the iterated logarithm for negatively associated random variables pp. 139-148

Qi-Man Shao and Chun Su

Innovations algorithm for periodically stationary time series pp. 149-169

Paul L. Anderson, Mark M. Meerschaert and Aldo V. Vecchia

Optimal singular control strategies for controlling a process to a goal pp. 171-186

Douglas W. McBeth and Ananda P. N. Weerasinghe

Two-parameter Bessel processes pp. 187-209

Francis Hirsch and Shiqi Song

Some dichotomy results for functionals of Harris recurrent Markov chains pp. 211-236

Xia Chen

Sharp asymptotics for the multidimensional KPP equation pp. 237-255

Serge Cohen and Stéphane Rossignol

1999, volume 82, articles 2

Strata of random mappings - A combinatorial approach pp. 157-171

Michael Drmota and Bernhard Gittenberger

Local linear regression estimation for time series with long-range dependence pp. 173-193

Elias Masry and Jan Mielniczuk

Asymptotically invariant sampling and averaging from stationary-like processes pp. 195-204

Olav Kallenberg

Signed Poisson approximations for Markov chains pp. 205-227

V. Cekanavicius and M. Mikalauskas

Some limit theorems for fractional Lévy Brownian fields pp. 229-244

Zheng Yan Lin and Yong-Kab Choi

Exponential stability in discrete-time filtering for non-ergodic signals pp. 245-257

A. Budhiraja and D. Ocone

Comparison of systems of stochastic partial differential equations pp. 259-282

Sigurd Assing

An embedding for the Kesten-Spitzer random walk in random scenery pp. 283-292

Endre Csáki, Wolfgang König and Zhan Shi

Quadratic variation for Gaussian processes and application to time deformation pp. 293-305

Olivier Perrin

Stability of nonlinear AR(1) time series with delay pp. 307-333

Daren B. H. Cline and Huay-min H. Pu

Corrigendum to "Stability in of martingales and backward equations under discretization of filtration": [Stochastic Processes and their Applications 75 (1998) 235-248] pp. 335-338

François Coquet, Vigirdas Mackevicius and Jean Mémin

1999, volume 82, articles 1

A note on branching Lévy processes pp. 1-14

A. E. Kyprianou

On tail probability of local times of Gaussian processes pp. 15-21

Y. Kasahara, N. Kôno and T. Ogawa

A comparison of homogenization and large deviations, with applications to wavefront propagation pp. 23-52

Mark I. Freidlin and Richard B. Sowers

Singular-values of matrix-valued Ornstein-Uhlenbeck processes pp. 53-60

Huiling Le

Asymptotic properties of supercritical age-dependent branching processes and homogeneous branching random walks pp. 61-87

Quansheng Liu

Compound Poisson approximation in total variation pp. 89-125

A. D. Barbour and Sergey Utev

Point processes with finite-dimensional conditional probabilities pp. 127-142

Søren Asmussen and Mogens Bladt

Moment conditions for a sequence with negative drift to be uniformly bounded in Lr pp. 143-155

Robin Pemantle and Jeffrey S. Rosenthal

1999, volume 81, articles 2

Transforming spatial point processes into Poisson processes pp. 155-164

Frederic Schoenberg

Martingale problems for large deviations of Markov processes pp. 165-216

Jin Feng

Limit theorem for the statistical solution of Burgers equation pp. 217-230

A. Dermoune, S. Hamadène and Y. Ouknine

Rosenthal's inequality for point process martingales pp. 231-246

Andrew T. A. Wood

Robustness of the nonlinear filter pp. 247-254

Abhay G. Bhatt, G. Kallianpur and Rajeeva L. Karandikar

Ruin problems with assets and liabilities of diffusion type pp. 255-269

Ragnar Norberg

Self-intersection local time of an -valued process involving motions of two types pp. 271-298

Luis G. Gorostiza and Ekaterina Todorova

Differentiability of functionals of Poisson processes via coupling with applications to queueing theory pp. 299-321

François Baccelli, Sven Hasenfuss and Volker Schmidt

On functional limit theorems for solutions of stochastic equations pp. 323-336

Sergey Ya. Makhno

On the truncated anisotropic long-range percolation on pp. 337-349

V. Sidoravicius, D. Surgailis and M. E. Vares

1999, volume 81, articles 1

Small random perturbation of a classical mean field model pp. 1-24

Alain Toubol

Designing options given the risk: the optimal Skorokhod-embedding problem pp. 25-38

Goran Peskir

Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space pp. 39-72

Boualem Djehiche and M'hamed Eddahbi

Spatial perturbations of one-dimensional spin systems pp. 73-79

Shirin J. Handjani

Convergence of weighted partial sums when the limiting distribution is not necessarily Radon pp. 81-101

Miklós Csörgo, Rimas Norvaisa and Barbara Szyszkowicz

Gaussian limit theorems for diffusion processes and an application pp. 103-128

Joseph G. Conlon and Renming Song

How many probes are needed to compute the maximum of a random walk? pp. 129-153

Philippe Chassaing