Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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Asymmetric conservative processes with random rates pp. 181-204: I. Benjamini, P. A. Ferrari and C. Landim
Quantum operators in classical probability theory: I. "Quantum spin" techniques and the exclusion model of diffusion pp. 205-221: Peter Lloyd, Aidan Sudbury and Peter Donnelly
Stochastic dynamics for an infinite system of random closed strings: A Gibbsian point of view pp. 223-248: Yu. G. Kondratiev, S. Roelly and H. Zessin
A nonstandard form of the rate function for the occupation measure of a Markov chain pp. 249-261: Paul Dupuis and Ofer Zeitouni
Moderate deviations for martingales and mixing random processes pp. 263-275: Fu-Qing Gao
Simple conditions for mixing of infinitely divisible processes pp. 277-288: Jan Rosinski and Tomasz Zak
Asymptotics for Euclidean functionals with power-weighted edges pp. 289-304: C. Redmond and J. E. Yukich
On the distribution of a randomly discounted compound Poisson process pp. 305-310: Trygve Nilsen and Jostein Paulsen
Superposed continuous renewal processes A Markov renewal approach pp. 311-322: Gerold Alsmeyer
Strong approximations for stochastic differential equations with boundary conditions pp. 323-337: Marco Ferrante, Arturo Kohatsu-Higa and Marta Sanz-Solé
Efficient estimation in a semiparametric additive regression model with autoregressive errors pp. 339-361: Anton Schick

Interface in a one-dimensional Ising spin system pp. 1-23: Thierry Bodineau
On the length of the shortest crossing in the super-critical phase of Mandelbrot's percolation process pp. 25-43: L. Chayes
Transition probabilities for the simple random walk on the Sierpinski graph pp. 45-69: Owen Dafydd Jones
Slow diffusion for a Brownian motion with random reflecting barriers pp. 71-83: Philippe Chassaing
An averaging principle for dynamical systems in Hilbert space with Markov random perturbations pp. 85-108: F. Hoppensteadt, H. Salehi and A. Skorokhod
On the existence of equivalent [tau]-measures in finite discrete time pp. 109-128: Klaus Schürger
An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains pp. 129-145: Liu Wen and Yang Weiguo
Tails of subordinated laws: The regularly varying case pp. 147-161: J. L. Geluk
Pseudo-Poisson approximation for Markov chains pp. 163-180: K. A. Borovkov and D. Pfeifer

Comparing Fleming-Viot and Dawson-Watanabe processes pp. 171-190: S. N. Ethier and Stephen M. Krone
Self-intersection local time for Gaussian '(d)-processes: Existence, path continuity and examples pp. 191-226: Tomasz Bojdecki and Luis G. Gorostiza
On the connected components of the support of super Brownian motion and of its exit measure pp. 227-245: Romain Abraham
A stability property of the stochastic heat equation pp. 247-260: Jan Ubøe and Tusheng Zhang
Coupling and harmonic functions in the case of continuous time Markov processes pp. 261-286: Michael Cranston and Andreas Greven
On the exit law from saddle points pp. 287-311: Martin V. Day
A CLT for the periodograms of a [varrho]*-mixing random field pp. 313-330: Curtis Miller
Moving-average representation of autoregressive approximations pp. 331-342: Peter Bühlmann
Strong approximation for cross-covariances of linear variables with long-range dependence pp. 343-353: Michael A. Kouritzin

A class of micropulses and antipersistent fractional Brownian motion pp. 1-18: R. Cioczek-Georges and Benoît Mandelbrot
Fractional ARIMA with stable innovations pp. 19-47: Piotr S. Kokoszka and Murad S. Taqqu
On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables pp. 49-63: Tailen Hsing
A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space pp. 65-85: N. U. Ahmed and X. Ding
On transient Bessel processes and planar Brownian motion reflected at their future infima pp. 87-102: Z. Shi
Limit theorems for diffusions with a random potential pp. 103-111: Pierre Mathieu
Further applications of a general rate conservation law pp. 113-130: Indrajit Bardhan
On a stochastic delay difference equation with boundary conditions and its Markov property pp. 131-146: Maria C. Baccin and Marco Ferrante
Approximations of large population epidemic models pp. 147-160: Nancy Lopes Garcia
On large increments of infinite series of Ornstein-Uhlenbeck processes pp. 161-169: Z. Y. Lin

Logarithmic averages for the local times of recurrent random walks and Lévy processes pp. 175-184: Michael B. Marcus and Jay Rosen
Many multivariate records pp. 185-216: Charles M. Goldie and Sidney I. Resnick
Sample quantiles of heavy tailed stochastic processes pp. 217-233: Paul Embrechts and Gennady Samorodnitsky
Exponential convergence for attractive reversible subcritical nearest particle systems pp. 235-249: T. S. Mountford
Supercritical behaviors in first-passage percolation pp. 251-266: Yu Zhang
Random-cluster measures and uniform spanning trees pp. 267-275: Olle Häggström
Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures pp. 277-293: Yingchao Xie
Approximations for stochastic differential equations with reflecting convex boundaries pp. 295-308: Roger Pettersson
Large deviations for moving average processes pp. 309-320: Tiefeng Jiang, M. Bhaskara Rao and Xiangchen Wang
Global Strassen-type theorems for iterated Brownian motions pp. 321-341: Endre Csáki, Miklós Csörgo, Antónia Földes and Pál Révész
On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes pp. 343-351: Ryozo Yokoyama

The packing measure of the support of super-Brownian motion pp. 1-20: J.-F. Le Gall, E.A. Perkins and S.J. Taylor
On the ultimate value of local time of one-dimensional super-Brownian motion pp. 21-42: I. Kaj and P. Salminen
On positive solutions of some nonlinear differential equations -- A probabilistic approach pp. 43-53: Yuan-Chung Sheu
Weak convergence of stochastic integrals driven by martingale measure pp. 55-79: Nhansook Cho
The generalized covariation process and Ito formula pp. 81-104: Francesco Russo and Pierre Vallois
Weight functions and pathwise local central limit theorems pp. 105-123: Lajos Horvath and Davar Khoshnevisan
A Chung type law of the iterated logarithm for subsequences of a Wiener process pp. 125-142: Qi-Man Shao
Distant long-range dependent sums and regression estimation pp. 143-155: Sándor Csörgo and Jan Mielniczuk
Upper and lower bounds on the rate of convergence for nonhomogeneous birth and death processes pp. 157-173: A.I. Zeifman