Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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1993, volume 46, articles 2

On regression representations of stochastic processes pp. 183-198

Ludger Rüschendorf and Vincent de Valk

Strong law of large numbers for unions of random closed sets pp. 199-212

Ilya S. Molchanov

C-tightness criterion for non-adapted random fields pp. 213-218

Eugenio Saavedra

Nonlinear stochastic integral equations in the plane pp. 219-239

M. Farré and D. Nualart

A series criterion for moving maxima pp. 241-247

Mark D. Rothmann and Ralph P. Russo

Ergodic properties of random measures on stationary sequences of sets pp. 249-265

Aaron Gross and James B. Robertson

Order statistics for jumps of normalised subordinators pp. 267-281

Mihael Perman

On correlation calculus for multivariate martingales pp. 283-299

Kacha Dzhaparidze and Peter Spreij

The performance of forwards induction policies pp. 301-326

K. D. Glazebrook and J. C. Gittins

Risk theory in a stochastic economic environment pp. 327-361

Jostein Paulsen

1993, volume 46, articles 1

The central limit theorem for empirical and quantile processes in some Banach spaces pp. 1-27

Rimas Norvaisa

Asymptotic (r- 1)-dependent representation for rth order statistic from a stationary sequence pp. 29-46

Adam Jakubowski

Sampling designs for estimation of a random process pp. 47-89

Yingcai Su and Stamatis Cambanis

Asymptotic optimal inference for a class of nonlinear time series models pp. 91-113

Sun Young Hwang and I. V. Basawa

Population-dependent branching processes with a threshold pp. 115-127

Fima C. Klebaner

Finite-stage reward functions having the Markov adequacy property pp. 129-151

Victor Pestien and Xiaobo Wang

Law of large numbers for a general system of stochastic differential equations with global interaction pp. 153-182

William Finnoff

1993, volume 45, articles 2

Necessary and sufficient conditions for a second-order Wiener-Itô integral process to be mixing pp. 183-192

Daniel W. Chambers

Limit theorems for a sequence of nonlinear reaction-diffusion systems pp. 193-207

Douglas Blount

Stability equations for processes with stationary independent increments using branching processes and Poisson mixtures pp. 209-230

K. van Harn and F.W. Steutel

Recurrence of Markov branching processes with immigration pp. 231-242

Anyue Chen and Eric Renshaw

Linear birth and death processes under the influence of disasters with time-dependent killing probabilities pp. 243-258

NanFu Peng, Dennis K. Pearl, Wenyaw Chan and Robert Bartoszynski

Central limit theorems of partial sums for large segmental values pp. 259-271

Amir Dembo and Samuel Karlin

Conditional intensities and coincidence properties of stochastic processes with embedded point processes pp. 273-281

Dieter König and Volker Schmidt

Convergence of integrals of uniform empirical and quantile processes pp. 283-294

Miklós Csörgo, Lajos Horvath and Qi-Man Shao

Lp-approximations of weighted partial sum processes pp. 295-308

Barbara Szyszkowicz

Integration of covariance kernels and stationarity pp. 309-318

Rudolf Lasinger

r-quick convergence for regenerative processes with applications to sequential analysis pp. 319-329

A. Irle

Nonparametric inference for a doubly stochastic Poisson process pp. 331-349

Klaus J. Utikal

Consistency of cross-validation when the data are curves pp. 351-361

Jeffrey D. Hart and Thomas E. Wehrly

1993, volume 45, articles 1

Stochastic comparisons of Itô processes pp. 1-11

Bruno Bassan, Erhan Çinlar and Marco Scarsini

Non-Markovian invariant measures are hyperbolic pp. 13-28

Hans Crauel

The backward canonical representations and interpolations for multiple Markov Gaussian processes pp. 29-44

Yuji Hibino

Adaptive tests for stochastic processes in the ergodic case pp. 45-59

Harald Luschgy, Andrew L. Rukhin and Igor Vajda

Fractional differentiation in the self-affine case II - Extremal processes pp. 61-72

N. Patzschke and M. Zähle

On dependent marking and thinning of point processes pp. 73-94

Günter Last

Aggregation of Markov chains pp. 95-114

Richard J. Boucherie

A finite characterization of weak lumpable Markov processes. Part II: The continuous time case pp. 115-125

Gerardo Rubino and Bruno Sericola

Remarks of the sojourn times of a semi-Markov process pp. 127-140

P. Todorovic

Interchangeability of expectation and differentiation of waiting times in GI/G/1 queues pp. 141-154

Y. Wardi

On the sample variance of linear statistics derived from mixing sequences pp. 155-167

Dimitris N. Politis and Joseph P. Romano

Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence pp. 169-182

C. C. Heyde and R. Gay

1993, volume 44, articles 2

Random sampling in estimation problems for continuous Gaussian processes with independent increments pp. 181-204

J. Jacod

Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments pp. 205-219

Jiang Tiefeng, M. Bhaskara Rao, Wang Xiangchen and Li Deli

Change in autoregressive processes pp. 221-242

Lajos Horvath

On an extension of Lévy's stochastic area process to higher dimensions pp. 243-264

Modeste N'Zi and Radu Theodorescu

When does convergence of a sequence of stopped processes with independent increments imply convergence of the non-stopped processes pp. 265-289

François Coquet

Minimal conditions in p-stable limit theorems pp. 291-327

Adam Jakubowski

Finite Kullback information diffusion laws with fixed marginals and associated large deviations functionals pp. 329-345

Marc Brunaud

A limit theorem for one-dimensional Gibbs measures under conditions on the empirical field pp. 347-359

Peter Menzel

1993, volume 44, articles 1

Shift-coupling pp. 1-14

David J. Aldous and Hermann Thorisson

Inequalities for rare events in time-reversible Markov chains II pp. 15-25

David J. Aldous and Mark Brown

Precise estimates of presence probabilities in the branching random walk pp. 27-39

Alain Rouault

Approximating martingales and the central limit theorem for strictly stationary processes pp. 41-74

Dalibor Volný

On the optimality of multivariate Poisson approximation pp. 75-88

Hans-Jürgen Witte

A class of semilinear stochastic partial differential equations and their controls: Existence results pp. 89-106

Xun Yu Zhou

Asymptotic minimax results for stochastic process families with critical points pp. 107-116

P. E. Greenwood and W. Wefelmeyer

An application of reflected diffusions to the problem of choosing between hydro and thermal power generation pp. 117-139

T. Ø. Kobila

Empirical process methods for classical fiber bundles pp. 141-158

D. G. Harlow and J. E. Yukich

Propagation of chaos for a fully connected loss network with alternate routing pp. 159-180

Carl Graham and Sylvie Méléard