Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process pp. 129-155: Ángeles Saavedra and Ricardo Cao
Moderate deviations for randomly perturbed dynamical systems pp. 157-176: F. C. Klebaner and R. Liptser
A martingale approach for detecting the drift of a Wiener process pp. 177-191: Volkert Paulsen
Stability for multidimensional jump-diffusion processes pp. 193-209: In-Suk Wee
Bounds on regeneration times and convergence rates for Markov chains pp. 211-229: G. O. Roberts and R. L. Tweedie
First passage time for some stationary processes pp. 231-248: George Haiman
Multifractal analysis of the occupation measures of a kind of stochastic processes pp. 249-269: Xiaoyu Hu

Variance-type estimation of long memory pp. 1-24: Liudas Giraitis, Peter M. Robinson and Donatas Surgailis
Self-collisions of superprocesses: renormalization and limit theorems pp. 25-53: Jay Rosen
Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales pp. 55-86: Rabi Bhattacharya, Manfred Denker and Alok Goswami
Asymptotic theorems for urn models with nonhomogeneous generating matrices pp. 87-101: Z. D. Bai and Feifang Hu
Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes pp. 103-128: Keigo Yamada

Stabilization of partial differential equations by noise pp. 179-184: Anna A. Kwiecinska
Extremes of totally skewed [alpha]-stable processes pp. 185-212: J. M. P. Albin
On the regularity of spectral densities of continuous-time completely linearly regular processes pp. 213-227: Alejandro Murua
Large deviations formalism for multifractals pp. 229-242: Gady Zohar
Convergence rate of some semi-groups to their invariant probability pp. 243-263: H. Ganidis, B. Roynette and F. Simonot
Sampling at subexponential times, with queueing applications pp. 265-286: Søren Asmussen, Claudia Klüppelberg and Karl Sigman
A complex scaling approach to sequential Feynman integrals pp. 287-300: S. L. Luo and J. A. Yan
Logarithmic estimates for the density of an anticipating stochastic differential equation pp. 301-321: Marta Sanz-Solé and Mònica Sarrà
An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions pp. 323-333: Philippe Carmona, Frédérique Petit and Marc Yor
The random cluster model on a general graph and a phase transition characterization of nonamenability pp. 335-354: Johan Jonasson

Almost Gibbsian versus weakly Gibbsian measures pp. 1-15: C. Maes, F. Redig, A. Van Moffaert and K. U. Leuven
Time and Palm stationarity of repairable systems pp. 17-43: Günter Last and Ryszard Szekli
Stability of stochastic differential equations with Markovian switching pp. 45-67: Xuerong Mao
Spectral asymptotics of some functionals arising in statistical inference for SPDEs pp. 69-94: Sergey V. Lototsky and Boris L. Rosovskii
Brownian motion on the Wiener sphere and the infinite-dimensional Ornstein-Uhlenbeck process pp. 95-107: Nigel J. Cutland
Asymptotics of power-weighted Euclidean functionals pp. 109-116: Sungchul Lee
Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process pp. 117-134: P. J. Fitzsimmons and Jim Pitman
Adaptive estimation in diffusion processes pp. 135-163: Marc Hoffmann
On the use of Lyapunov function methods in renewal theory pp. 165-178: Takis Konstantopoulos and Günter Last

An almost sure invariance principle for the range of random walks pp. 131-143: Yuji Hamana
Lower functions for the support of super-Brownian motion pp. 145-154: Jean-Stéphane Dhersin
A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales pp. 155-171: Xiaodong Ding and Rangquan Wu
Exponential stability of non-linear stochastic evolution equations pp. 173-193: Kai Liu and Xuerong Mao
Approximations for solutions of renewal-type equations pp. 195-216: Konstadinos Politis and Susan M. Pitts
On the almost sure asymptotic behaviour of stochastic algorithms pp. 217-244: Mariane Pelletier
Partially observed control of a Markov jump process with counting observations: equivalence with the separated problem pp. 245-260: Claudia Ceci and Anna Gerardi

Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes pp. 1-26: Michael Braverman and Gennady Samorodnitsky
Some liminf results for two-parameter processes pp. 27-46: Endre Csáki and Zhan Shi
Hamiltonians on random walk trajectories pp. 47-68: Pablo A. Ferrari and Servet Martínez
Large deviations for interacting particle systems: Applications to non-linear filtering pp. 69-95: P. Del Moral and A. Guionnet
First passage times of general sequences of random vectors: A large deviations approach pp. 97-130: Jeffrey F. Collamore

Asymptotic behaviour of a tagged particle in an inhomogeneous zero-range process pp. 139-154: Paola Siri
A limit theorem for symmetric statistics of Brownian particles pp. 155-174: A. Budhiraja
Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent pp. 175-185: Steven N. Evans and Jim Pitman
Equilibrium fluctuations for zero range processes in random environment pp. 187-205: G. Gielis, A. Koukkous and C. Landim
Large deviations for the Fleming-Viot process with neutral mutation and selection pp. 207-232: Donald A. Dawson and Shui Feng
Exponential approximations in completely regular topological spaces and extensions of Sanov's theorem pp. 233-251: Peter Eichelsbacher and Uwe Schmock
Connections between optimal stopping and singular stochastic control pp. 253-281: Frederik Boetius and Michael Kohlmann

Backward-forward SDE's and stochastic differential games pp. 1-15: S. Hamadène
Fixed precision estimator of the offspring mean in branching processes pp. 17-33: Sanjay Shete and T. N. Sriram
Logarithmic averages of stable random variables are asymptotically normal pp. 35-51: István Berkes, Lajos Horvath and Davar Khoshnevisan
On random perturbations of dynamical systems and diffusions with a Brownian potential in dimension one pp. 53-67: Pierre Mathieu
Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises pp. 69-81: Marco Ferrante and Paolo Vidoni
Strict positivity for stochastic heat equations pp. 83-98: Gianmario Tessitore and Jerzy Zabczyk
Gaussian likelihood-based inference for non-invertible MA(1) processes with SS noise pp. 99-122: Richard A. Davis and Thomas Mikosch
Properties of distributions and correlation integrals for generalised versions of the logistic map pp. 123-137: Peter Hall and Rodney Carl Wolff