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.

Percolation and the hard-core lattice gas model pp. 179-197: J. van den Berg and J. E. Steif
Estimating the implicit interest rate of a risky asset pp. 199-206: Robert J. Elliott and Raymond W. Rishel
Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms pp. 207-216: G. O. Roberts and A. F. M. Smith
Sur l'extension d'une identité en loi entre le pont brownien et la variance du mouvement brownien pp. 217-225: Ching-Sung Chou
On autocorrelation estimation in mixed-spectrum Gaussian processes pp. 227-244: Benjamin Kedem and Eric Slud
Recursive identification in continuous-time stochastic processes pp. 245-275: David Levanony, Adam Shwartz and Ofer Zeitouni
Continuous time periodically correlated processes: Spectrum and prediction pp. 277-295: A. Makagon, A. G. Miamee and H. Salehi
Filtering of derived point processes pp. 297-329: Günter Last
Local asymptotic normality for multivariate linear processes pp. 331-345: Xiaobao Wang
The almost sure invariance principles of degenerate U-statistics of degree two for stationary random variables pp. 347-356: S. Kanagawa and K. Yoshihara

A super-Brownian motion with a single point catalyst pp. 3-40: Donald A. Dawson and Klaus Fleischmann
On the perturbation problem for occupation densities pp. 41-55: Peter Imkeller
Dernier instant de passage pour l'intégrale du mouvement brownien pp. 57-64: Aimé Lachal
Analytic birth--death processes: A Hilbert-space approach pp. 65-74: Markus Kreer
Subexponentiality of the product of independent random variables pp. 75-98: D. B. H. Cline and G. Samorodnitsky
On LIL behaviour for moving averages of some infinitely divisible random measures pp. 99-110: J. M. P. Albin
Multivariate extreme values in T-periodic random sequences under mild oscillation restrictions pp. 111-125: Helena Ferreira
Large sample inference based on multiple observations from nonlinear autoregressive processes pp. 127-140: Sun Young Huang and I. V. Basawa
Light traffic approximations in general stationary single-server queues pp. 141-158: D. J. Daley and T. Rolski
Finite state Markov decision models with average reward criteria pp. 159-177: Eugene A. Feinberg and Haechurl Park

Uniform quadratic variation for Gaussian processes pp. 191-209: Robert J. Adler and Ron Pyke
Extremes of diffusions over fixed intervals pp. 211-235: J. M. P. Albin
The supercritical Galton-Watson process in varying environments--Seneta-Heyde norming pp. 237-249: J. D. Biggins and J. C. D'Souza
Inhomogeneous approximation of the critical nearest particle systems pp. 251-275: Xijian Liu
Distribution of the final state and severity of epidemics with fatal risk pp. 277-294: Philippe Picard and Claude Lefèvre
Asymptotic inference for Markov step processes: Observation up to a random time pp. 295-310: Reinhard Höpfner
Nearest neighbor regression estimation for null-recurrent Markov time series pp. 311-318: Sid Yakowitz
Almost sure invariance principles for mixing sequences of random variables pp. 319-334: Qi-Man Shao
Quelques identités sur les temps locaux et unicité des solutions d'équations differentielles stochastiques avec reflection pp. 335-340: Y. Ouknine
A utility based approach to information for stochastic differential equations pp. 341-356: Nicholas G. Polson and Gareth O. Roberts

Beta-type operators preserve shape properties pp. 1-8: JoséA. Adell, F. Germán Badía and Jesús de la Cal
Large deviations and stationary measures for interacting particle systems pp. 9-30: Paolo Dai Pra
Green function estimates and their applications to the intersections of symmetric random walks pp. 31-60: Xian Yin Zhou
Propriété de Markov des équations stationnaires discrètes quasi-linéaires pp. 61-84: C. Donati-Martin
Absorbing Markov and branching processes with instantaneous resurrection pp. 85-106: Anthony G. Pakes
Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions pp. 107-121: Ying Hu
Pricing options on securities with discontinuous returns pp. 123-137: Indrajit Bardhan and Xiulu Chao
Nonparametric prediction for random fields pp. 139-156: Madan L. Puri and Frits H. Ruymgaart
On residual sums of squares in non-parametric autoregression pp. 157-174: B. Cheng and Howell Tong
Bootstrapping the sample means for stationary mixing sequences pp. 175-190: Qi-Man Shao and Hao Yu

A path decomposition for Lévy processes pp. 167-181: R. A. Doney
On a weighted embedding for pontograms pp. 183-195: Josef Steinebach and Hanqin Zhang
Rates of convergence to Brownian local time pp. 197-213: Richard F. Bass and Davar Khoshnevisan
A law of the iterated logarithm for stochastic integrals pp. 215-228: Jia-gang Wang
On the time a diffusion process spends along a line pp. 229-247: Nils Lid Hjort and Rafail Z. Khasminskii
Self-organization and a.s. convergence of the one-dimensional Kohonen algorithm with non-uniformly distributed stimuli pp. 249-274: Catherine Bouton and Gilles Pagès
Analyse multi-échelle des processus gaussiens markoviens d'ordre p indexés par (0, 1) pp. 275-297: Albert Benassi, Stéphane Jaffard and Daniel Roux
Limit theorems for cumulative processes pp. 299-314: Peter W. Glynn and Ward Whitt
A functional limit theorem for trimmed sums pp. 315-322: Yuji Kasahara
Spectral estimates and stable processes pp. 323-344: Claudia Klüppelberg and Thomas Mikosch
A large deviation result for the least squares estimators in nonlinear regression pp. 345-352: Hu Shuhe

A limit theorem for tagged particles in a class of self-organizing particle systems pp. 1-16: J. M. Carlson, E. R. Grannan and G. H. Swindle
Splitting at the infimum and excursions in half-lines for random walks and Lévy processes pp. 17-35: Jean Bertoin
Simple function properties of two-parameter Markov processes pp. 37-51: Xiao-Wen Zhou and Jian-Wei Zhou
Strong consistency and rates for deconvolution of multivariate densities of stationary processes pp. 53-74: Elias Masry
A generalization of the Kalman filter to models with infinite variance pp. 75-94: Alain Le Breton and Marek Musiela
Kernel estimation for additive models under dependence pp. 95-112: Jangsun Baek and Thomas E. Wehrly
On the Central Limit Theorem for an ergodic Markov chain pp. 113-117: K. S. Chan
On pathwise rate conservation for a class of semi-martingales pp. 119-130: Ravi Mazumdar, Vivek Badrinath, Fabrice Guillemin and Catherine Rosenberg
On hitting times for jump-diffusion processes with past dependent local characteristics pp. 131-142: Manfred Schäl
On the order of convergence in linear mean estimation of weakly stationary stochastic processes pp. 143-152: R. Lasser and Nie[beta]ner, M.
On the increments of Weiner process - A look through subsequences pp. 153-158: R. Vasudeva and S. Savitha
An addendum to "A limitation of Markov representation for stationary processes" pp. 159-166: Richard C. Bradley