Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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2024, volume 173, articles C

Markov selections and Feller properties of nonlinear diffusions

David Criens and Lars Niemann

Optimal stopping of BSDEs with constrained jumps and related zero-sum games

Magnus Perninge

On the orthogonality of zero-mean Gaussian measures: Sufficiently dense sampling

Reinhard Furrer and Michael Hediger

Asymptotic normality of spectral means of Hilbert space valued random processes

Daniel Rademacher, Jens-Peter Kreiß and Efstathios Paparoditis

Stability for generalized stochastic equations

F. Andrade da Silva, E.M. Bonotto and M. Federson

Density analysis for coupled forward–backward SDEs with non-Lipschitz drifts and applications

Rhoss Likibi Pellat and Olivier Menoukeu Pamen

The contact process on scale-free geometric random graphs

Peter Gracar and Arne Grauer

A controller-stopper-game with hidden controller type

Andi Bodnariu and Kristoffer Lindensjö

The concentration of zero-noise limits of invariant measures for stochastic dynamical systems

Zhao Dong, Fan Gu and Liang Li

Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach

Matheus M. Castro, Jeroen S.W. Lamb, Guillermo Olicón-Méndez and Martin Rasmussen

Backward stochastic differential equations with double mean reflections

Hanwu Li

Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations

Anna Melnykova, Patricia Reynaud-Bouret and Adeline Samson

An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics

Chuchu Chen, Tonghe Dang and Jialin Hong

Solving a class of Fredholm integral equations of the first kind via Wasserstein gradient flows

Francesca R. Crucinio, Valentin De Bortoli, Arnaud Doucet and Adam Johansen

Volatility estimation of hidden Markov processes and adaptive filtration

Yury A. Kutoyants

2024, volume 172, articles C

Hyperbolic radial spanning tree

David Coupier, Lucas Flammant and Viet Chi Tran

The spatial sojourn time for the solution to the wave equation with moving time: Central and non-central limit theorems

Ciprian A. Tudor and Jérémy Zurcher

Wasserstein distance estimates for jump-diffusion processes

Jean-Christophe Breton and Nicolas Privault

A geometric extension of the Itô-Wentzell and Kunita’s formulas

Aythami Bethencourt de León and So Takao

Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model

Sebastian Andres, David A. Croydon and Takashi Kumagai

A detection problem with a monotone observation rate

Erik Ekström and Alessandro Milazzo

1-stable fluctuation of the derivative martingale of branching random walk

Haojie Hou, Yan-Xia Ren and Renming Song

Ornstein−Uhlenbeck type processes on Wasserstein spaces

Panpan Ren and Feng-Yu Wang

Limit theorems for a branching random walk in a random or varying environment

Chunmao Huang and Quansheng Liu

Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials

Jianhai Bao, Rongjuan Fang and Jian Wang

Optimal stopping of an Ornstein–Uhlenbeck bridge

A. Azze, D’Auria, B. and E. García-Portugués

Metastability for the degenerate Potts Model with positive external magnetic field under Glauber dynamics

Gianmarco Bet, Anna Gallo and F.R. Nardi

Solutions for Poissonian stopping problems of linear diffusions via extremal processes

Luis H.R. Alvarez E., Jukka Lempa, Harto Saarinen and Wiljami Sillanpää

Revisit of a Diaconis urn model

Li Yang, Jiang Hu and Zhidong Bai

Central limit theorem with rate of convergence under sublinear expectations

Qianqian Zhou, Alexander Sakhanenko and Junyi Guo

2024, volume 171, articles C

On Rio’s proof of limit theorems for dependent random fields

Lê Vǎn Thành

Laplace principle for large population games with control interaction

Peng Luo and Ludovic Tangpi

One-dimensional McKean–Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients

Ning Ning, Jing Wu and Jinwei Zheng

The importance Markov chain

Charly Andral, Randal Douc, Hugo Marival and Christian P. Robert

Itô stochastic differentials

John Armstrong and Andrei Ionescu

Diffusion dynamics for an infinite system of two-type spheres and the associated depletion effect

Myriam Fradon, Julian Kern, Sylvie Rœlly and Alexander Zass

Fluctuations and moderate deviations for a catalytic Fleming–Viot branching system in nonequilibrium

Fuqing Gao, Yunshi Gao and Jie Xiong

Explosion and non-explosion for the continuous-time frog model

Viktor Bezborodov, Luca Di Persio and Peter Kuchling

Dependent conditional tail expectation for extreme levels

Yuri Goegebeur, Armelle Guillou and Jing Qin

A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes

Kei Kobayashi and Hyunchul Park

The dual Derrida–Retaux conjecture

Xinxing Chen, Yueyun Hu and Zhan Shi

2024, volume 170, articles C

Drift estimation for a multi-dimensional diffusion process using deep neural networks

Akihiro Oga and Yuta Koike

Strong transience for one-dimensional Markov chains with asymptotically zero drifts

Chak Hei Lo, Mikhail V. Menshikov and Andrew R. Wade

Weak Dirichlet processes and generalized martingale problems

Elena Bandini and Francesco Russo

On the existence and uniqueness of solution to a stochastic Chemotaxis–Navier–Stokes model

Erika Hausenblas, Boris Jidjou Moghomye and Paul André Razafimandimby

Approximate Message Passing for sparse matrices with application to the equilibria of large ecological Lotka–Volterra systems

Walid Hachem

Time-delayed generalized BSDEs

Luca Di Persio, Matteo Garbelli, Lucian Maticiuc and Adrian Zălinescu

A stochastic target problem for branching diffusion processes

Idris Kharroubi and Antonio Ocello

Improved bounds for the total variation distance between stochastic polynomials

Egor Kosov and Anastasia Zhukova

Long-range dependent completely correlated mixed fractional Brownian motion

Josephine Dufitinema, Foad Shokrollahi, Tommi Sottinen and Lauri Viitasaari

Randomized empirical processes and confidence bands via virtual resampling

Miklós Csörgő

Measure-valued growth processes in continuous space and growth properties starting from an infinite interface

Apolline Louvet and Amandine Véber

Heat kernel bounds and Ricci curvature for Lipschitz manifolds

Mathias Braun and Chiara Rigoni

A large deviation principle for the empirical measures of Metropolis–Hastings chains

Federica Milinanni and Pierre Nyquist

Entropy and the discrete central limit theorem

Lampros Gavalakis and Ioannis Kontoyiannis

Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains

Cristina Costantini and Thomas G. Kurtz

Lyapunov exponents in a slow environment

Tommaso Rosati

Asymptotic covariances for functionals of weakly stationary random fields

Leonardo Maini

The second class particle process at shocks

Patrik L. Ferrari and Peter Nejjar

Wetting on a wall and wetting in a well: Overview of equilibrium properties

Quentin Berger and Brune Massoulié

A series expansion formula of the scale matrix with applications in CUSUM analysis

Jevgenijs Ivanovs and Kazutoshi Yamazaki

Large deviations for Markov processes with switching and homogenisation via Hamilton–Jacobi–Bellman equations

Serena Della Corte and Richard C. Kraaij

Optimal estimation of the rough Hurst parameter in additive noise

Grégoire Szymanski

Green’s function for cut points of chordal SLE attached with boundary arcs

Dapeng Zhan

Infinitesimal gradient boosting

Clément Dombry and Jean-Jil Duchamps