Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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Alternative micropulses and fractional Brownian motion pp. 143-152: R. Cioczek-Georges and Benoît Mandelbrot
On the Markov property of local time for Markov processes on graphs pp. 153-172: Nathalie Eisenbaum and Haya Kaspi
A representation for functionals of superprocesses via particle picture pp. 173-186: Raisa E. Feldman and Srikanth K. Iyer
Dynamics of a spin-exchange model pp. 187-208: Joel L. Lebowitz, Claudia Neuhauser and Krishnamurthi Ravishankar
A continuous time version of random walks in a random potential pp. 209-235: Lester N. Coyle
Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation pp. 237-255: R. Sh. Liptser, Y. Steinberg, B. Z. Bobrovsky and Z. Schuss
The Gibbs principle for Markov jump processes pp. 257-271: Adnan Aboulalaâ
Weighted least squares estimates in linear regression models for processes with uncorrelated increments pp. 273-286: Tiee-Jian Wu and M. T. Wasan

The asymptotic behavior of an urn model arising in population genetics pp. 1-16: Peter Donnelly and Thomas G. Kurtz
How many random walks correspond to a given set of return probabilities to the origin? pp. 17-30: Holger Dette and William J. Studden
Martingale decomposition of Dirichlet processes on the Banach space C0[0, 1] pp. 31-38: Terry Lyons, M. Röckner and T. S. Zhang
Conditionings and path decompositions for Lévy processes pp. 39-54: L. Chaumont
Propagation of chaos for particle systems associated with discrete Boltzmann equation pp. 55-72: Fraydoun Rezakhanlou
Simulated annealing for stochastic semilinear equations on Hilbert spaces pp. 73-91: Sophie Jacquot
Improved criteria for distributional convergence of point processes pp. 93-102: Olav Kallenberg
Large deviations results for subexponential tails, with applications to insurance risk pp. 103-125: Søren Asmussen and Claudia Klüppelberg
A reversibility relationship for two Markovian time series models with stationary geometric tailed distribution pp. 127-133: R. P. Littlejohn
Optimal Poisson approximation of uniform empirical processes pp. 135-142: JoséA. Adell and Jesús de la Cal

Estimation for a class of positive nonlinear time series models pp. 139-152: Tim C. Brown, Paul D. Feigin and Diana L. Pallant
On central and non-central limit theorems in density estimation for sequences of long-range dependence pp. 153-174: Ho Hwai-Chung
Two different kinds of liminfs on the LIL for two-parameter Wiener processes pp. 175-188: Li-Xin Zhang
Bounded and compact laws of the logarithm for B-valued random variables pp. 189-209: Deli Li
A lower bound for the order parameter in the one-dimensional contact process pp. 211-219: Gustaf Gripenberg
Simulated annealing with time-dependent energy function via Sobolev inequalities pp. 221-233: Matthias Löwe
Parameter estimation and reverse martingales pp. 235-263: Tomas Bjork and Björn Johansson
Dominated families of martingale, supermartingale and quasimartingale laws pp. 265-277: Marco Frittelli

Asymptotic filtering for finite state Markov chains pp. 1-10: Rafail Khasminskii and Ofer Zeitouni
Stochastic representation of diffusions corresponding to divergence form operators pp. 11-33: Andrzej Rozkosz
On martingale measures when asset returns have unpredictable jumps pp. 35-54: Indrajit Bardhan and Xiuli Chao
Unpredictability of an exit time pp. 55-65: S. Brassesco
An excursion approach to Ray-Knight theorems for perturbed Brownian motion pp. 67-74: Mihael Perman
Gauss-Newton and M-estimation for ARMA processes with infinite variance pp. 75-95: Richard A. Davis
Extremes, rainflow cycles and damage functionals in continuous random processes pp. 97-116: Igor Rychlik
Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence pp. 117-137: Lajos Horvath and Qi-Man Shao

High-density limits of hierarchically structured branching-diffusing populations pp. 191-222: Donald A. Dawson, Kenneth J. Hochberg and Vladimir Vinogradov
Fourier analysis applied to SPDEs pp. 223-242: Douglas Blount
An almost sure central limit theorem for the overlap parameters in the Hopfield model pp. 243-262: Barbara Gentz
Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane pp. 263-276: Zong-xia Liang and Ming-li Zheng
Asymptotic singular windings of ergodic diffusions pp. 277-298: J. Franchi
Transition matrices with equal germs pp. 299-325: M. Ribe
Weak convergence of sequences of first passage processes and applications pp. 327-345: Stefan S. Ralescu and Madan L. Puri
On a renewal process average pp. 347-349: Udo Kamps

An approximation of American option prices in a jump-diffusion model pp. 1-17: Sabrina Mulinacci
Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory pp. 19-54: Ludwig Arnold and Peter Imkeller
Markov chain convergence: From finite to infinite pp. 55-72: Jeffrey S. Rosenthal
Immigration structures associated with Dawson-Watanabe superprocesses pp. 73-86: Zeng-Hu Li
A set-indexed process in a two-region image pp. 87-101: Hans-Georg Müller and Kai-Sheng Song
Stability of backward stochastic differential equations pp. 103-114: Fabio Antonelli
Weak convergence of stochastic processes indexed by smooth functions pp. 115-138: Miguel A. Arcones
On the Kullback-Leibler information divergence of locally stationary processes pp. 139-168: Rainer Dahlhaus
Analyticity of the density and exponential decay of correlations in 2-d bootstrap percolation pp. 169-178: L. R. Fontes, M. Isopi and V. Sidoravicius
Poisson approximations for Markov-driven point processes pp. 179-189: M. Blasikiewicz and Timothy C. Brown