Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Absolute continuity of one-sided random translations pp. 187-204: Hiroshi Sato and Masakazu Tamashiro
On the first passage times for Markov processes with monotone convex transition kernels pp. 205-216: Haijun Li and Moshe Shaked
On the law of the iterated logarithm for canonical U-statistics and processes pp. 217-245: Miguel A. Arcones and Evarist Giné
The blockwise bootstrap for general empirical processes of stationary sequences pp. 247-265: Peter Bühlmann
The Csörgo-Révész modulus of non-differentiability of iterated Brownian motion pp. 267-279: Y. Hu and Z. Shi
Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients pp. 281-292: Xuerong Mao
Constructing quantum measurement processes via classical stochastic calculus pp. 293-317: A. Barchielli and A. S. Holevo
Multiplicative functionals of Lévy processes pp. 319-327: Jiangang Ying
Remarques sur l'ergodicité des algorithmes de recuit simulé sur un graphe pp. 329-360: Laurent Miclo

On moduli of continuity for local times of Gaussian processes pp. 1-21: Miklós Csörgo, Zheng-Yan Lin and Qi-Man Shao
On large deviations of empirical measures for stationary Gaussian processes pp. 23-34: Wlodzimierz Bryc and Amir Dembo
Quite weak Bernoulli with exponential rate and percolation for random fields pp. 35-55: Robert M. Burton and Jeffrey E. Steif
Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise pp. 57-72: István Gyöngy and David Nualart
Occupation time distributions for Lévy bridges and excursions pp. 73-89: P. J. Fitzsimmons and R. K. Getoor
Upper and lower classes for 2 - and p-norms of Brownian motion and norms of [alpha]-stable motion pp. 91-103: J. M. P. Albin
Ladder height distributions with marks pp. 105-119: Søren Asmussen and Volker Schmidt
On the typical level crossing time and path pp. 121-137: Harri Nyrhinen
Excursions of the workload process in G/GI/1 queues pp. 139-154: Fabrice M. Guillemin and Ravi R. Mazumdar
Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process pp. 155-172: B. Truong-Van
Ergodic theorems for transient one-dimensional diffusions pp. 173-185: K. B. Athreya and A. P. N. Weerasinghe

Large deviations: From empirical mean and measure to partial sums process pp. 191-224: Amir Dembo and Tim Zajic
Formule de Green, lacet brownien plan et aire de Lévy pp. 225-245: Wendelin Werner
Nonlinear master equation of multitype particle systems pp. 247-271: Shui Feng
The Benes equation and stochastic calculus of variations pp. 273-284: L. Decreusefond and A. S. Üstünel
Limit theory and bootstrap for explosive and partially explosive autoregression pp. 285-304: Somnath Datta
Local asymptotic quadraticity of stochastic process models based on stopping times pp. 305-317: Harald Luschgy
The lifetime of conditioned diffusions associated with some degenerate elliptic operators pp. 319-337: Ping Gao
Markov branching processes regulated by emigration and large immigration pp. 339-359: Anyue Chen and Eric Renshaw

Compactness in the theory of large deviations pp. 1-10: George L. O'Brien and Wim Vervaat
On pathwise stochastic integration pp. 11-18: Rajeeva L. Karandikar
The favorite point of a Poisson process pp. 19-38: Davar Khoshnevisan and Thomas M. Lewis
Limit theorems for stable processes with application to spectral density estimation pp. 39-71: Tailen Hsing
Quasilinear stochastic elliptic equations with reflection pp. 73-82: David Nualart and Samy Tindel
Stopping and set-indexed local martingales pp. 83-98: B. Gail Ivanoff and Ely Merzbach
The contact process on a tree: Behavior near the first phase transition pp. 99-112: C. Chris Wu
Green formulas in anticipating stochastic calculus pp. 113-148: Rosario Delgado and Marta Sanz-Solé
Synthetic replication of American contingent claims when portfolios are constrained pp. 149-165: Indrajit Bardhan
Bahadur-Kiefer representations for GM-estimators in autoregression models pp. 167-189: Hira L. Koul and Zhiwei Zhu

Critical length for semi-oriented bootstrap percolation pp. 185-205: T. S. Mountford
Functionals of infinitely divisible stochastic processes with exponential tails pp. 207-231: Michael Braverman and Gennady Samorodnitsky
Necessary conditions for the existence of conditional moments of stable random variables pp. 233-246: Renata Cioczek-Georges and Murad S. Taqqu
Utility maximization with partial information pp. 247-273: Peter Lakner
A modified bootstrap for branching processes with immigration pp. 275-294: Somnath Datta and T. N. Sriram
Convergence of independent particle systems pp. 295-305: John R. Hoffman and Jeffrey S. Rosenthal
Estimation of variance of partial sums of an associated sequence of random variables pp. 307-319: Magda Peligard and Ram Suresh
Factorial moment expansion for stochastic systems pp. 321-335: B. Blaszczyszyn
Stochastic Volterra equations with singular kernels pp. 337-349: W. George Cochran, Jung-Soon Lee and Jürgen Potthoff
A note on the relationship between the rate functions for stationary dependent random sequences in [tau]-topology and the relative entropy pp. 351-355: Yijun Hu

Chaos expansions of double intersection local time of Brownian motion in and renormalization pp. 1-34: Peter Imkeller, Victor Perez-Abreu and Josep Vives
Conditions equivalent to consistency of approximate MLE's for stochastic processes pp. 35-56: Igor Vajda
Limit theorems for multitype epidemics pp. 57-75: Håkan Andersson and Boualem Djehiche
Stationary regimes for inventory processes pp. 77-86: Indrajit Bardhan and Karl Sigman
A key limit theorem for critical branching processes pp. 87-100: Serik Sagitov
Infinite divisibility of sub-stable processes. Part I. geometry of sub-spaces of L[alpha]-space pp. 101-116: Jolanta K. Misiewicz
On the maximum entropy principle for a class of stochastic processes pp. 117-132: Benedikt Horsthemke and Markus Rüttermann
Sur l'approximation de la distribution stationnaire d'une chaîne de Markov stochastiquement monotone pp. 133-149: F. Simonot
Moment bounds for mixing random variables useful in nonparametric function estimation pp. 151-158: Dennis D. Cox and Tae Yoon Kim
Vector-valued Markov decision processes and the systems of linear inequalities pp. 159-169: Kazuyoshi Wakuta
Extremes and clustering of nonstationary max-AR(1) sequences pp. 171-184: M. T. Alpuim, N. A. Catkan and J. Hüsler