Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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Exact parabolic asymptotics for singular -D Burgers' random fields: Gaussian approximation pp. 141-165: N. N. Leonenko and W. A. Woyczynski
The homogenization problem for the Vicsek set pp. 167-190: B. M. Hambly and V. Metz
Backward stochastic differential equations with subdifferential operator and related variational inequalities pp. 191-215: Etienne Pardoux and Aurel Rascanu
Tolerance to arbitrage pp. 217-230: D. M. Salopek
A local time curiosity in random environment pp. 231-250: Zhan Shi
On duality and the Spitzer-Pollaczek factorization for random walks pp. 251-266: J. E. Kennedy

Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes pp. 1-32: Michael B. Marcus and Kevin Shen
Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients pp. 33-44: K. S. Chan and O. Stramer
Distribution tails of sample quantiles and subexponentiality pp. 45-60: Michael Braverman and Gennady Samorodnitsky
The principle of large deviations for the almost everywhere central limit theorem pp. 61-75: Matthias K. Heck
Optimal trading strategy for an investor: the case of partial information pp. 77-97: Peter Lakner
On the convergence of parallel simulated annealing pp. 99-115: Christian Meise
Large deviation probabilities in estimation of Poisson random measures pp. 117-139: Danielle Florens and Huyên Pham

Selecting the optimal sample fraction in univariate extreme value estimation pp. 149-172: Holger Drees and Edgar Kaufmann
Nonlinear self-stabilizing processes - I Existence, invariant probability, propagation of chaos pp. 173-201: S. Benachour, B. Roynette, D. Talay and P. Vallois
Nonlinear self-stabilizing processes - II: Convergence to invariant probability pp. 203-224: S. Benachour, B. Roynette and P. Vallois
A note on the integrated square errors of kernel density estimators under random censorship pp. 225-234: Biao Zhang
Stability in of martingales and backward equations under discretization of filtration pp. 235-248: François Coquet, Vigirdas Mackevicius and Jean Mémin
Logarithmic multifractal spectrum of stable occupation measure pp. 249-261: Narn-Rueih Shieh and S. James Taylor
Additional logarithmic utility of an insider pp. 263-286: Jürgen Amendinger, Peter Imkeller and Martin Schweizer

Stability results for a general class of interacting point processes dynamics, and applications pp. 1-30: Laurent Massoulié
Identification of filtered white noises pp. 31-49: Albert Benassi, Serge Cohen, Jacques Istas and Stéphane Jaffard
Self-normalized moderate deviations and lils pp. 51-65: Amir Dembo and Qi-Man Shao
The equation of symmetric Markovian random evolution in a plane pp. 67-87: Alexander D. Kolesnik and Anatoly F. Turbin
Large deviations in the van der Waals limit pp. 89-104: O. Benois, T. Bodineau and E. Presutti
Lindley-type equations in the branching random walk pp. 105-133: J. D. Biggins
Sharp conditions for certain ruin in a risk process with stochastic return on investments pp. 135-148: Jostein Paulsen

Independent sampling of a stochastic process pp. 151-164: Peter Glynn and Karl Sigman
The parametrix method approach to diffusions in a turbulent Gaussian environment pp. 165-193: Tomasz Komorowski
A Palm calculus approach to functional versions of Little's law pp. 195-201: Michael A Zazanis
Spectral expansion of the occupation measure for birth and death on a flow pp. 203-215: John Kao and Erhan Cinlar
Estimates of Dirichlet heat kernels pp. 217-234: Feng-Yu Wang
Hausdorff dimensions of random net fractals pp. 235-250: Jin-Rong Liang and Fu-Yao Ren
Hausdorff-type measures of the sample paths of fractional Brownian motion pp. 251-272: Yimin Xiao
Moderate and large deviations for U-processes pp. 273-296: Peter Eichelsbacher

Strassen's law of the iterated logarithm for diffusion processes for small time pp. 1-19: Lucia Caramellino
Parabolic SPDEs driven by Poisson white noise pp. 21-36: Sergio Albeverio, Jiang-Lun Wu and Tu-Sheng Zhang
Markov chains with marked transitions pp. 37-52: Qi-Ming He and Marcel F. Neuts
A lower bound on the box-counting dimension of crossings in fractal percolation pp. 53-65: M. E. Orzechowski
The heat equation with Lévy noise pp. 67-82: Carl Mueller
Non-Gibbsianness of the reduced SOS-measure pp. 83-88: József Lorinczi
A law of the iterated logarithm for stable processes in random scenery pp. 89-121: Davar Khoshnevisan and Thomas M. Lewis
Distribution of the occupation time for a Lévy process at passage times at 0 pp. 123-131: Philippe Marchal
The average density of the path of planar Brownian motion pp. 133-149: Peter Mörters

On the recursive parameter estimation in the general discrete time statistical model pp. 151-172: Teo Sharia
Exponential rate of convergence of an infinite neuron model with local connections pp. 173-193: Tatyana S. Turova
Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions pp. 195-231: Miguel A. Arcones
Approximation of epidemics by inhomogeneous birth-and-death processes pp. 233-245: Damian Clancy and Philip O'Neill
Convergence of moderately interacting particle systems to a diffusion-convection equation pp. 247-270: B. Jourdain
Existence and uniqueness results for semilinear stochastic partial differential equations pp. 271-299: István Gyöngy

Fractional step method for stochastic evolution equations pp. 1-45: Nataliya Yu. Goncharuk and Peter Kotelenez
Product of two multiple stochastic integrals with respect to a normal martingale pp. 47-68: Francesco Russo and Pierre Vallois
On stochastic differential equations and semigroups of probability operators in quantum probability pp. 69-86: A. Barchielli, A. M. Paganoni and F. Zucca
Favourite sites of transient Brownian motion pp. 87-99: Yueyun Hu and Zhan Shi
Markov-achievable payoffs for finite-horizon decision models pp. 101-118: Victor Pestien and Xiaobo Wang
Reduction of the Zakai equation by invariance group techniques pp. 119-130: Michel Cohen de Lara
Drift estimation for Brownian flows pp. 131-149: L. Piterbarg