Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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1994, volume 52, articles 2

Large deviations for the occupation time functional of a Poisson system of independent Brownian particles pp. 183-209

Jean-Dominique Deuschel and Kongming Wang

Vague convergence of locally integrable martingale measures pp. 211-227

Yingchao Xie

Infinite-dimensional Wiener processes with drift pp. 229-238

M. Jerschow

On the Markov property of a stochastic difference equation pp. 239-250

Marco Ferrante and David Nualart

Enroulements asymptotiques du mouvement brownien autour de lacets dans une variété riemannienne compacte de dimension 3 pp. 251-272

J. Franchi

The arc-sine law and its analogs for processes governed by signed and complex measures pp. 273-292

Kenneth J. Hochberg and Enzo Orsingher

Measure-branching renewal processes pp. 293-307

Serik Sagitov

Stochastic control methods in optimal design of life testing pp. 309-328

N. El Karoui, A. Gerardi and L. Mazliak

Asymptotic normality of sample autocovariances with an application in frequency estimation pp. 329-349

Ta-Hsin Li, Benjamin Kedem and Sid Yakowitz

Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes pp. 351-360

Jacek Léskow

1994, volume 52, articles 1

Nonparametric estimators for Markov step processes pp. 1-16

P. E. Greenwood and W. Wefelmeyer

U-processes indexed by Vapnik-Cervonenkis classes of functions with applications to asymptotics and bootstrap of U-statistics with estimated parameters pp. 17-38

Miguel A. Arcones and Evarist Giné

Spectral estimation of continuous-time stationary processes from random sampling pp. 39-64

Keh-Shin Lii and Elias Masry

A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy pp. 65-74

Igor Evstigneev and Klaus Schürger

Combinatorial stochastic processes pp. 75-92

Lutz Dümbgen

Bracketing smooth functions pp. 93-105

Aad van der Vaart

Equilibrium fluctuations for exclusion processes with speed change pp. 107-118

C. Landim and M. E. Vares

Relating the waiting time in a heavy-traffic queueing system to the queue length pp. 119-134

Richard F. Serfozo, Wladyslaw Szczotka and Krzysztof Topolski

Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes pp. 135-164

Keigo Yamada

The overall sojourn time in tandem queues with identical successive service times and renewal input pp. 165-178

Pierre Le Gall

Stability of sums of independent random variables pp. 179-182

André Adler and Rainer Wittmann

1994, volume 51, articles 2

Reflected Brownian motion in Lipschitz domains with oblique reflection pp. 191-205

Youngmee Kwon

A representation for super Brownian motion pp. 207-219

Roger Tribe

Almost-sure path properties of (2, d, [beta])-superprocesses pp. 221-258

Donald A. Dawson and Vladimir Vinogradov

On minimum uniform metric estimate of parameters of diffusion-type processes pp. 259-267

Yury Kutoyants and Philippe Pilibossian

A refined large deviation principle for Brownian motion and its application to boundary crossing pp. 269-276

M. Beibel and H. R. Lerche

Some mixing conditions for stationary symmetric stable stochastic processes pp. 277-295

Aaron Gross

Asymptotic expansions for the maximum of random number of random variables pp. 297-305

S. Yu. Novak

Periodic Markovian replacement chains pp. 307-328

Ioannis I. Gerontidis

An infinite expansion for non-linear filtering pp. 329-340

Yaoqi Yu and Rui J. P. de Figueiredo

On the stationary law of a nonlinear autoregressive Markov chain pp. 341-358

Salama Jaouhari

Nonparametric detection of changepoints for sequentially observed data pp. 359-372

D. Ferger

1994, volume 51, articles 1

Autoregressive approximation in branching processes with a threshold pp. 1-7

F. C. Klebaner and O. Nerman

Totally asymmetric attractive particle systems on hydrodynamic limit for general initial profiles pp. 9-23

J. P. Fouque and E. Saada

Phase separation and random domain patterns in a stochastic particle model pp. 25-62

Giambattista Giacomin

Sharp inequality for randomly stopped sums of independent non-negative random variables pp. 63-73

Hitczenko, Pawe[inverted glottal Stop]l

Large deviations for vector-valued Lévy processes pp. 75-115

A. de Acosta

Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions pp. 117-134

David Levanony

Limit distributions for linear programming time series estimators pp. 135-165

Paul D. Feigin and Sidney I. Resnick

Fluctuations for annihilations of Brownian spheres pp. 167-189

Mathew D. Penrose

1994, volume 50, articles 2

A self-normalized Erdos--Rényi type strong law of large numbers pp. 187-196

Miklós Csörgo and Qi-Man Shao

On approximation of solutions of multidimensional SDE's with reflecting boundary conditions pp. 197-219

Leszek Slominski

Stability of stochastic integrals under change of filtration pp. 221-233

Eric V. Slud

Stabilization of a class of nonlinear stochastic systems pp. 235-243

Patrick Florchinger, Abderrahman Iggidr and Gauthier Sallet

Solutions of the variational problem in the Curie--Weiss--Potts model pp. 245-252

Kongming Wang

Ergodicity of a polling network pp. 253-262

A. A. Borovkov and R. Schassberger

On strong ergodicity for nonhomogeneous continuous-time Markov chains pp. 263-273

A. I. Zeifman and Dean L. Isaacson

Lumping in Markov set-chains pp. 275-279

D. J. Hartfiel

Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives pp. 281-313

Barbara Szyszkowicz

Spectral analysis of the covariance of the almost periodically correlated processes pp. 315-330

Dominique Dehay

Statistical inference for detrended point processes pp. 331-347

Helmut Pruscha

Dynamic spanning without probabilities pp. 349-374

Avi Bick and Walter Willinger

On the strong law of large numbers for functionals of countable nonhomogeneous Markov chains pp. 375-391

Guoxin Liu and Wen Liu

1994, volume 50, articles 1

On the ergodic theory of critical branching Markov chains pp. 1-20

J. T. Cox

Some absolute continuities of superdiffusions and super-stable processes pp. 21-35

Zhao Xue-Lei

On the Markov renewal theorem pp. 37-56

Gerold Alsmeyer

Large deviations for renewal processes pp. 57-71

Jiang Tiefeng

Occupation measures for chains of infinite order pp. 73-82

I. H. Dinwoodie

Almost sure convergence of a class of stochastic algorithms pp. 83-99

Jean Claude Biscarat

About Gaussian schemes in stochastic approximation pp. 101-115

Alain Le Breton

Finite-state, stationary, ø-mixing processes which are not very weak Bernoulli with rate O(1/n) pp. 117-133

Robert M. Burton, Manfred Denker and Doris Fiebig

On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary pp. 135-147

Tu-Sheng Zhang

Nonparametric estimation of a regression function with dependent observations pp. 149-160

J. S. Wu and C. K. Chu

An application of the maximum likelihood test to the change-point problem pp. 161-171

Edit Gombay and Lajos Horvath

Synchronization of firing times in a stochastic neural network model with excitatory connections pp. 173-186

Tatyana S. Turova, Walter Mommaerts and Edward C. van der Meulen