Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test pp. 145-159: Abdelkader Mokkadem
Uniform large deviations for parabolic SPDEs and applications pp. 161-186: Fabien Chenal and Annie Millet
Stochastic evolution equations with a spatially homogeneous Wiener process pp. 187-204: Szymon Peszat and Jerzy Zabczyk
Estimation of parameters of linear homogeneous stochastic differential equations pp. 205-219: Andrius Jankunas and Rafail Z. Khasminskii
Every "lower psi-mixing" Markov chain is "interlaced rho-mixing" pp. 221-239: Richard C. Bradley
On distributionally regenerative Markov chains pp. 241-264: Esa Nummelin
On Markov properties of Lévy waves in two dimensions pp. 265-287: Robert C. Dalang and Qiang Hou

Conditions for the completeness of the spectral domain of a harmonizable process pp. 1-9: Roland Averkamp
Moderate deviations and functional LIL for super-Brownian motion pp. 11-25: Alexander Schied
On asymptotically optimal estimates for general observations pp. 27-45: Igor Vajda and Martin Janzura
Uniform convergence in some limit theorems for multiple particle systems pp. 47-72: Evarist Giné and Jon A. Wellner
Anticipating stochastic Volterra equations pp. 73-95: Elisa Alòs and David Nualart
On distribution tail of the maximum of a random walk pp. 97-103: D. Korshunov
The decay function of nonhomogeneous birth-death processes, with application to mean-field models pp. 105-120: Boris L. Granovsky and Alexander I. Zeifman
Limited distribution of sample partial autocorrelations: A matrix approach pp. 121-143: Simon F. Ku

Estimation of random fields by piecewise constant estimators pp. 145-163: Yingcai Su
Mixing times for uniformly ergodic Markov chains pp. 165-185: David Aldous, László Lovász and Peter Winkler
A new estimator for information dimension with standard errors and confidence intervals pp. 187-206: Gerhard Keller
Estimation of the dependence parameter in linear regression with long-range-dependent errors pp. 207-224: Liudas Giraitis and Hira Koul
Reduced critical branching processes in random environment pp. 225-240: K. A. Borovkov and V. A. Vatutin
Longtime behavior of a branching process controlled by branching catalysts pp. 241-257: Donald A. Dawson and Klaus Fleischmann
Sharp estimates for the occurrence time of rare events for symmetric simple exclusion pp. 259-273: Amine Asselah and Paolo Dai Pra
Exact probabilities and asymptotics for the one-dimensional coalescing ideal gas pp. 275-284: A. Ermakov

Strassen-type laws for independent random walks pp. 1-10: Karl Grill
On multiple-level excursions by stationary processes with deterministic peaks pp. 11-32: Tailen Hsing and M. R. Leadbetter
A Hilbertian approach for fluctuations on the McKean-Vlasov model pp. 33-53: Begoña Fernandez and Sylvie Méléard
An improved annealing method and its large-time behavior pp. 55-74: Haitao Fang, Minping Qian and Guanglu Gong
Large deviations for quadratic forms of stationary Gaussian processes pp. 75-90: B. Bercu, F. Gamboa and A. Rouault
On the fractal nature of increments of lp-valued Gaussian processes pp. 91-110: Li-Xin Zhang
On certain discounted arc-sine laws pp. 111-122: Marc Yor
Present value distributions with applications to ruin theory and stochastic equations pp. 123-144: Håkon K. Gjessing and Jostein Paulsen

Estimating the spectral measure of an extreme value distribution pp. 143-171: John Einmahl, Laurens de Haan and Ashoke Kumar Sinha
A two-sided estimate in the Hsu--Robbins--Erdös law of large numbers pp. 173-180: Alexander R. Pruss
Structural properties of Markov chains with weak and strong interactions pp. 181-197: Q. Zhang and G. Yin
On the occupation time of an iterated process having no local time pp. 199-217: Endre Csáki, Miklós Csörgo, Antónia Földes and Pál Révész
On stability for a class of semilinear stochastic evolution equations pp. 219-241: Kai Liu
On the quasi-stationary distribution of a stochastic Ricker model pp. 243-263: Göran Högnäs
Long range dependence of point processes, with queueing examples pp. 265-282: D.J. Daley and Rein Vesilo

Translation and dispersion of mass by isotropic Brownian flows pp. 1-29: Craig L. Zirbel
Poisson and Gaussian approximation of weighted local empirical processes pp. 31-58: John Einmahl
Adapted solution of a degenerate backward spde, with applications pp. 59-84: Jin Ma and Jiongmin Yong
Uniform convergence of the empirical spectral distribution function pp. 85-114: T. Mikosch and R. Norvaisa
On polynomial mixing bounds for stochastic differential equations pp. 115-127: Alexander Veretennikov
Lifetime and compactness of range for super-Brownian motion with a general branching mechanism pp. 129-141: Yuan-Chung Sheu

Second-order regular variation, convolution and the central limit theorem pp. 139-159: J. Geluk, L. de Haan, S. Resnick and Catalin Starica
Mean occupation times of continuous one-dimensional Markov processes pp. 161-178: Craig L. Zirbel
On the spectrum of correlation autoregressive sequences pp. 179-193: A. Makagon and A. G. Miamee
Approximation of the density of a solution of a nonlinear SDE -- application to parabolic SPDEs pp. 195-216: P. L. Morien
Mixed Poisson approximation in the collective epidemic model pp. 217-246: Claude Lefèvre and Sergei Utev
Dynamic Boolean models pp. 247-257: J. van den Berg, Ronald Meester and Damien G. White
Tracking of signal and its derivatives in Gaussian white noise pp. 259-273: P. -L. Chow, R. Khasminskii and R. Liptser
The power laws of M and N in greedy lattice animals pp. 275-287: Sungchul Lee

Minimum volume sets and generalized quantile processes pp. 1-24: Wolfgang Polonik
Time reversal and reflected diffusions pp. 25-53: Frédérique Petit
Uniform reconstruction of Gaussian processes pp. 55-70: Thomas Müller-Gronbach and Klaus Ritter
Using a geometric Brownian motion to control a Brownian motion and vice versa pp. 71-82: Mario Lefebvre
An extension of Ito's formula for elliptic diffusion processes pp. 83-109: Xavier Bardina and Maria Jolis
On Doob's maximal inequality for Brownian motion pp. 111-125: S. E. Graversen and G. Peskir
Functional iterations and periodic oscillations for simple random walk on the Sierpinski graph pp. 127-138: Peter J. Grabner and Wolfgang Woess