Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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1995, volume 55, articles 2

On time- and cycle-stationarity pp. 183-209

Hermann Thorisson

Decomposing the Brownian path via the range process pp. 211-226

P. Vallois

General framework for pricing derivative securities pp. 227-251

Marek Musiela

Almost sure weak convergence of the increments of Lévy processes pp. 253-270

Mario Wschebor

Average densities of the image and zero set of stable processes pp. 271-283

K. J. Falconer and Y. M. Xiao

Characterization of discrete laws via mixed sums and Markov branching processes pp. 285-300

Anthony G. Pakes

Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences pp. 301-313

J. Hüsler and M. Kratz

The best-choice secretary problem with random freeze on jobs pp. 315-327

Ester Samuel-Cahn

Almost sure approximation of Wong-Zakai type for stochastic partial differential equations pp. 329-358

Zdzislaw Brzezniak and Franco Flandoli

1995, volume 55, articles 1

Strong approximations for epidemic models pp. 1-21

Frank Ball and Peter Donnelly

The noisy voter model pp. 23-43

Boris L. Granovsky and Neal Madras

Association of infinitely divisible random vectors pp. 45-55

Gennady Samorodnitsky

Generalised two-sample U-statistics and a two-species reaction-diffusion model pp. 57-64

Mathew D. Penrose

Large deviations from the hydrodynamical limit of mean zero asymmetric zero range processes pp. 65-89

O. Benois, C. Kipnis and C. Landim

On the local rate of growth of Lévy processes with no positive jumps pp. 91-100

Jean Bertoin

The rank of the present excursion pp. 101-118

Carel L. Scheffer

Ergodicity of Spitzer's renewal model pp. 119-130

Vladas Sidoravicius and Maria Eulália Vares

Random record processes and state dependent thinning pp. 131-142

Sid Browne and John Bunge

Nonlinear smoothing for random fields pp. 143-158

Shin Ichi Aihara and Arunabha Bagchi

The busy periods of some queueing systems pp. 159-167

W. Stadje

A rule of thumb (not only) for gamblers pp. 169-181

Andrzej S. Kozek

1994, volume 54, articles 2

The Einstein relation for the displacement of a test particle in a random environment pp. 183-196

Joel L. Lebowitz and Hermann Rost

Stochastic models and statistical methods for analysing roughness of plateau-honed surfaces pp. 197-213

Peter Hall and David Matthews

From Feynman-Kac formula to Feynman integrals via analytic continuation pp. 215-232

Jia-An Yan

An interacting diffusion model and SK spin glass equation pp. 233-255

Xinhong Ding

Modifications of the EM algorithm for survival influenced by an unobserved stochastic process pp. 257-274

Anatoli I. Yashin and Kenneth G. Manton

A note on the law of large numbers for directed random walks in random environments pp. 275-279

Lajos Jorváth and Qi-Man Shao

On the dissipation of partial sums from a stationary strongly mixing sequence pp. 281-290

Richard C. Bradley

On Stein's method and point process approximation pp. 291-296

Timothy C. Brown and Darryl Greig

An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series pp. 297-307

Norma Terrin and Clifford Hurvich

Stability of the instanton under small random perturbations pp. 309-330

Stella Brassesco

Large sample estimation in nonstationary autoregressive processes with multiple observations pp. 331-354

S. Sethuraman and I. V. Basawa

On the strong law of large numbers of multivariate martingales with random norming pp. 355-360

Yan-Xia Lin

1994, volume 54, articles 1

Convergence to Fleming-Viot processes in the weak atomic topology pp. 1-27

S. N. Ethier and Thomas G. Kurtz

Large claims approximations for risk processes in a Markovian environment pp. 29-43

Søren Asmussen, Lotte Fløe Henriksen and Claudia Klüppelberg

The method of stochastic exponentials for large deviations pp. 45-70

A. Puhalskii

Nonlinear renewal theory for Markov random walks pp. 71-93

Vincent F. Melfi

How do conditional moments of stable vectors depend on the spectral measure? pp. 95-111

Renata Cioczek-Georges and Murad S. Taqqu

Estimating the stationary distribution in a GI/M/1-queue pp. 113-119

J. L. Teugels and A. Vanmarcke

Matrix representations of spectral coefficients of randomly sampled ARMA models pp. 121-137

Amina Kadi and Abdelkader Mokkadem

Operator-self-similar stable processes pp. 139-163

Makoto Maejima and J. David Mason

Spectral characterization of the optional quadratic variation process pp. 165-174

Kacha Dzhaparidze and Peter Spreij

Divergent sums over excursions pp. 175-182

K. Bruce Erickson

1994, volume 53, articles 2

A long range sexual reproduction process pp. 193-220

Claudia Neuhauser

Central limit theorems for random evolutions pp. 221-232

Dudley Paul Johnson

Quelques proprietes du mouvement Brownien dans un cone pp. 233-240

Philippe Biane

Some strong limit theorems for M-estimators pp. 241-268

Miguel A. Arcones

Bounds for sums of random variables over a Markov chain pp. 269-283

N. Giesbrecht

A law of large numbers for upcrossing measures pp. 285-305

Michael Scheutzow

High excursions for nonstationary generalized chi-square processes pp. 307-337

V. I. Piterbarg

Joint approximation of processes based on spacings and order statistics pp. 339-349

Philippe Barbe

A note on the central limit theorem for stochastically continuous processes pp. 351-361

M. Bloznelis and V. Paulauskas

Large loss networks pp. 363-378

P. J. Hunt and T. G. Kurtz

A quasi likelihood for integral data on birth and death on flows pp. 379-392

Michael J. Phelan

Outlier detection tests based on martingale estimating equations for stochastic processes pp. 393-402

R. M. Huggins

1994, volume 53, articles 1

A random walk on p-adics--the generator and its spectrum pp. 1-22

Sergio Albeverio and Witold Karwowski

Comparison theorems for stochastic differential equations in finite and infinite dimensions pp. 23-35

Christel Geiß and Ralf Manthey

Laws of large numbers for periodically and almost periodically correlated processes pp. 37-54

S. Cambanis, C. Houdré, H. Hurd and J. Leskow

A remark on the spectral domain of nonstationary processes pp. 55-64

Jirí Michálek and Ludger Rüschendorf

Higher-order Lindley equations pp. 65-96

F. I. Karpelevich, M. Ya. Kelbert and Yu. M. Suhov

Fluctuations for a fully connected loss network with alternate routing pp. 97-115

Carl Graham and Sylvie Méléard

Large finite population queueing systems. The single-server model pp. 117-145

G. Louchard

Properties of the telegrapher's random process with or without a trap pp. 147-173

S. K. Foong and S. Kanno

Functional limit theorems for random multilinear forms pp. 175-191

A. Basalykas