Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations pp. 155-179: Thomas Skov Knudsen
Stationary solutions of stochastic recursions describing discrete event systems pp. 181-194: Venkat Anantharam and Takis Konstantopoulos
Local time for stable moving average processes: Hölder conditions pp. 195-207: Marco Dozzi and A. Reza Soltani
On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion pp. 209-228: P. A. Zanzotto
Estimation of total time on test transforms for stationary observations pp. 229-253: Miklós Csörgo and Hao Yu
The convergence of the biased annihilating branching process and the double-flipping process in d pp. 255-264: Aidan Sudbury
Suprema and sojourn times of Lévy processes with exponential tails pp. 265-283: Michael Braverman
On stability and existence of solutions of SDEs with reflection at the boundary pp. 285-302: Andrzej Rozkosz and Leszek Slominski

Minimal conditions in p-stable limit theorems -- II pp. 1-20: Adam Jakubowski
A second-order Stratonovich differential equation with boundary conditions pp. 21-47: Aureli Alabert and David Nualart
Functional asymptotic behavior of some random multilinear forms pp. 49-64: Benoît Cadre
Weak convergence of recursions pp. 65-82: Gopal K. Basak, Inchi Hu and Ching-Zong Wei
A large deviation principle for small perturbations of random evolution equations in Hölder norm pp. 83-99: Yi-Jun Hu
On poisson approximation to the partial sum process of a Markov chain pp. 101-111: Shengwu He and Aihua Xia
A stochastic oscillator with time-dependent damping pp. 113-131: John Grue and Bernt Øksendal
Small perturbations in a hyperbolic stochastic partial differential equation pp. 133-154: David Márquez-Carreras and Marta Sanz-Solé

The rate of escape for some Gaussian processes and the scattering theory for their small perturbations pp. 139-159: Sergio Albeverio and Vassily N. Kolokoltsov
A limit theorem for occupation times of fractional Brownian motion pp. 161-175: Y. Kasahara and N. Kosugi
Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series pp. 177-193: Elias Masry
Uniform large and moderate deviations for functional empirical processes pp. 195-211: Amir Dembo and Tim Zajic
A strong correlation inequality for contact processes and oriented percolation pp. 213-225: Vladimir Belitsky, Pablo A. Ferrari, Norio Konno and Thomas M. Liggett
Rates of convergence for lamplighter processes pp. 227-249: Häggstr?:om, Olle and Johan Jonasson
Density in small time at accessible points for jump processes pp. 251-279: Jean Picard

Nonparametric inference for Markovian interval processes pp. 1-23: Klaus J. Utikal
Generalized parabolic functions on white noise space pp. 25-40: Zhongmin Qian
On strong forms of weak convergence pp. 41-53: S. D. Jacka and G. O. Roberts
On pathwise analysis and existence of empirical distributions for G/G/1 queues pp. 55-67: Fabrice M. Guillemin and Ravi R. Mazumdar
A rapidly mixing stochastic system of finite interacting particles on the circle pp. 69-99: Leticia Cuéllar Montoya
A large deviation principle for the Brownian snake pp. 101-115: Laurent Serlet
Multilevel bilinear systems of stochastic differential equations pp. 117-138: Geneviève Gauthier

A microscopic mechanism for the porous medium equation pp. 147-182: Shui Feng, Ian Iscoe and Timo Seppäläinen
Approach to stationarity for birth and death on flows pp. 183-207: Michael J. Phelan
On solutions of backward stochastic differential equations with jumps and applications pp. 209-236: Situ Rong
Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes pp. 237-252: Marie F. Kratz and JoséR. León
Approximation of stopped Brownian local time by diadic crossing chains pp. 253-270: Frank B. Knight
Attractive polymer models for two- and three-dimensional Brownian motion pp. 271-281: Robert J. Adler and Srikanth K. Iyer
The multifractal structure of stable occupation measure pp. 283-299: Xiaoyu Hu and S. James Taylor

Central limit theorems for random processes with sample paths in exponential Orlicz spaces pp. 1-20: Zhonggen Su
The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables pp. 21-40: Piotr S. Kokoszka and Murad S. Taqqu
Poisson approximation of the number of exceedances of a discrete-time x2-process pp. 41-54: Mikael Raab
The integrated periodogram for long-memory processes with finite or infinite variance pp. 55-78: P. Kokoszka and T. Mikosch
On recursive estimation for hidden Markov models pp. 79-96: Tobias Rydén
A central limit theorem for linear Kolmogorov's birth-growth models pp. 97-106: S. N. Chiu
On right continuity of a family of two-parameter [sigma]-fields pp. 107-113: Zongxun Chen
Tails of passage-times and an application to stochastic processes with boundary reflection in wedges pp. 115-145: S. Aspandiiarov and R. Iasnogorodski

Coupling with compensators pp. 147-170: Günter Last
Computing the extremal index of special Markov chains and queues pp. 171-185: Gerard Hooghiemstra and Ludolf E. Meester
Size-biased and conditioned random splitting trees pp. 187-207: Jochen Geiger
Percolation and ferromagnetism on 2: the q-state Potts cases pp. 209-216: L. Chayes
Brownian motion normalized by maximum local time pp. 217-231: Zhan Shi
Razumikhin-type theorems on exponential stability of stochastic functional differential equations pp. 233-250: Xuerong Mao
The asymptotic covariance matrix of the multivariate serial correlations pp. 251-258: Georgi N. Boshnakov
The bootstrap for empirical processes based on stationary observations pp. 259-279: Dragan Radulovic
Recuit simulé partiel pp. 281-298: Laurent Miclo

Diffusion approximation for hyperbolic stochastic differential equations pp. 1-15: Carme Florit and David Nualart
Deviation inequalities for continuous martingales pp. 17-30: Davar Khoshnevisan
On the number of high excursions of linear growth processes pp. 31-53: Torkel Erhardsson
Bounds for the accuracy of Poissonian approximations of stable laws pp. 55-68: V. Bentkus, F. Götze and V. Paulauskas
Strong convergence of sums of [alpha]-mixing random variables with applications to density estimation pp. 69-80: Eckhard Liebscher
Multivariate regression estimation local polynomial fitting for time series pp. 81-101: Elias Masry
Central limit theorem for linear processes with values in a Hilbert space pp. 103-114: Florence Merlevède
Central limit theorems for urn models pp. 115-137: R. T. Smythe
Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues pp. 139-146: Takis Konstantopoulos, Michael Zazanis and Gustavo De Veciana