Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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2023, volume 166, articles C

Stochastic recursions on directed random graphs

Nicolas Fraiman, Tzu-Chi Lin and Mariana Olvera-Cravioto

Generalized Feynman–Kac formula under volatility uncertainty

Bahar Akhtari, Francesca Biagini, Andrea Mazzon and Katharina Oberpriller

Unbiased Optimal Stopping via the MUSE

Zhengqing Zhou, Guanyang Wang, Jose H. Blanchet and Peter W. Glynn

A heavy-traffic perspective on departure process variability

Peter W. Glynn and Rob J. Wang

On the spectral gap in the Kac–Luttinger model and Bose–Einstein condensation

Alain-Sol Sznitman

Existence, uniqueness and ergodicity for the centered Fleming–Viot process

Nicolas Champagnat and Vincent Hass

Large population limits of Markov processes on random networks

Marvin Lücke, Jobst Heitzig, Péter Koltai, Nora Molkenthin and Stefanie Winkelmann

Local repulsion of planar Gaussian critical points

Safa Ladgham and Raphaël Lachieze-Rey

On a waiting-time result of Kontoyiannis: Mixing or decoupling?

Giampaolo Cristadoro, Mirko Degli Esposti, Vojkan Jakšić and Renaud Raquépas

Diffusive fluctuations of long-range symmetric exclusion with a slow barrier

Pedro Cardoso, Patrícia Gonçalves and Byron Jiménez-Oviedo

The stochastic balance equation for the American option value function and its gradient

Malkhaz Shashiashvili

On the meeting of random walks on random DFA

Matteo Quattropani and Federico Sau

Central limit theorem in uniform metrics for generalized Kac equations

Federico Bassetti and Lucia Ladelli

Emergence of interlacements from the finite volume Bose soup

Quirin Vogel

On eigenvalues of the Brownian sheet matrix

Jian Song, Yimin Xiao and Wangjun Yuan

2023, volume 165, articles C

Asymptotics for exponential functionals of random walks pp. 1-42

Wei Xu

Hydrodynamic limit for a boundary driven super-diffusive symmetric exclusion pp. 43-95

Cédric Bernardin, Pedro Cardoso, Patrícia Gonçalves and Stefano Scotta

Intersections of Poisson k-flats in constant curvature spaces pp. 96-129

Carina Betken, Daniel Hug and Christoph Thäle

Noise sensitivity and stability of deep neural networks for binary classification pp. 130-167

Johan Jonasson, Jeffrey E. Steif and Olof Zetterqvist

Typical height of the (2+1)-D Solid-on-Solid surface with pinning above a wall in the delocalized phase pp. 168-182

Naomi Feldheim and Shangjie Yang

An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations pp. 183-217

Antoine Hocquet and Alexander Vogler

Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side pp. 218-245

Fang Chen and Xianping Guo

Limit theorems for random Dirichlet series pp. 246-274

Dariusz Buraczewski, Congzao Dong, Alexander Iksanov and Alexander Marynych

Metastability from the large deviations point of view: A Γ-expansion of the level two large deviations rate functional of non-reversible finite-state Markov chains pp. 275-315

C. Landim

On fluctuation-theoretic decompositions via Lindley-type recursions pp. 316-336

Onno Boxma, Offer Kella and Michel Mandjes

Infinite dimensional Piecewise Deterministic Markov Processes pp. 337-396

Paul Dobson and Joris Bierkens

A stochastic maximum principle for partially observed general mean-field control problems with only weak solution pp. 397-439

Juan Li, Hao Liang and Chao Mi

Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data pp. 440-464

Balázs Gerencsér and Andrea Ottolini

Multifractional Hermite processes: Definition and first properties pp. 465-500

L. Loosveldt

2023, volume 164, articles C

Fluctuations and precise deviations of cumulative INAR time series pp. 1-32

Matthias Kirchner and Giovanni Luca Torrisi

A change of variable formula with applications to multi-dimensional optimal stopping problems pp. 33-61

Cheng Cai and Tiziano De Angelis

Global-in-time probabilistically strong solutions to stochastic power-law equations: Existence and non-uniqueness pp. 62-98

Huaxiang Lü and Xiangchan Zhu

Tail asymptotics for the delay in a Brownian fork-join queue pp. 99-138

Dennis Schol, Maria Vlasiou and Bert Zwart

Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble pp. 139-159

Satoshi Yabuoku

On the concavity of the TAP free energy in the SK model pp. 160-182

Stephan Gufler, Adrien Schertzer and Marius A. Schmidt

A new Mertens decomposition of Yg,ξ-submartingale systems. Application to BSDEs with weak constraints at stopping times pp. 183-205

Roxana Dumitrescu, Romuald Elie, Wissal Sabbagh and Chao Zhou

Mean field games with absorption and common noise with a model of bank run pp. 206-241

Matteo Burzoni and Luciano Campi

A class of dimension-free metrics for the convergence of empirical measures pp. 242-287

Jiequn Han, Ruimeng Hu and Jihao Long

Limit theorems for quantum trajectories pp. 288-310

Tristan Benoist, Jan-Luka Fatras and Clément Pellegrini

On the first and second largest components in the percolated random geometric graph pp. 311-336

Lyuben Lichev, Bas Lodewijks, Dieter Mitsche and Bruno Schapira

Drazin-inverse and heat capacity for driven random walkers on the ring pp. 337-356

Faezeh Khodabandehlou and Irene Maes

The volume of random simplices from elliptical distributions in high dimension pp. 357-382

Anna Gusakova, Johannes Heiny and Christoph Thäle

Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions pp. 383-415

Xiliang Fan, Ting Yu and Chenggui Yuan

Well-posedness of density dependent SDE driven by α-stable process with Hölder drifts pp. 416-442

Mingyan Wu and Zimo Hao

High order asymptotic expansion for Wiener functionals pp. 443-492

Ciprian A. Tudor and Nakahiro Yoshida

2023, volume 163, articles C

On a nonhierarchical generalization of the Perceptron GREM pp. 1-24

Nicola Kistler and Giulia Sebastiani

Spiked multiplicative random matrices and principal components pp. 25-60

Xiucai Ding and Hong Chang Ji

Invariance principle for the capacity and the cardinality of the range of stable random walks pp. 61-84

Wojciech Cygan, Nikola Sandrić and Stjepan Šebek

Asymptotic deviation bounds for cumulative processes pp. 85-105

Patrick Cattiaux, Laetitia Colombani and Manon Costa

Palm measures for Dirac operators and the Sineβ process pp. 106-135

Benedek Valkó and Bálint Virág

Approximation of the invariant measure of stable SDEs by an Euler–Maruyama scheme pp. 136-167

Peng Chen, Chang-Song Deng, René L. Schilling and Lihu Xu

Catoni-style confidence sequences for heavy-tailed mean estimation pp. 168-202

Hongjian Wang and Aaditya Ramdas

Limit theory of sparse random geometric graphs in high dimensions pp. 203-236

Gilles Bonnet, Christian Hirsch, Daniel Rosen and Daniel Willhalm

Stochastic modeling for describing crystallization droplets in water emulsion pp. 237-261

Hammou El-Otmany, Mhamed Eddahbi, Anwar Almualim and Tarik El Rhafiki

Implicit renewal theory for exponential functionals of Lévy processes pp. 262-287

Jonas Arista and Víctor Rivero

Well-posedness of the martingale problem for super-Brownian motion with interactive branching pp. 288-322

Lina Ji, Jie Xiong and Xu Yang

CBI-time-changed Lévy processes pp. 323-349

Claudio Fontana, Alessandro Gnoatto and Guillaume Szulda

Parameter estimation of discretely observed interacting particle systems pp. 350-386

Chiara Amorino, Akram Heidari, Vytautė Pilipauskaitė and Mark Podolskij

Clustering of large deviations in moving average processes: The long memory regime pp. 387-423

Arijit Chakrabarty and Gennady Samorodnitsky

A binary embedding of the stable line-breaking construction pp. 424-472

Franz Rembart and Matthias Winkel

Doubly reflected BSDEs with stochastic quadratic growth: Around the predictable obstacles pp. 473-497

E.H. Essaky, M. Hassani and C.E. Rhazlane

Subcritical superprocesses conditioned on non-extinction pp. 498-534

Rongli Liu, Yan-Xia Ren, Renming Song and Zhenyao Sun

Drift burst test statistic in the presence of infinite variation jumps pp. 535-591

Cecilia Mancini