Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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Adaptive prediction and reverse martingales pp. 191-222: Tomas Bjork and Björn Johansson
Interface fluctuations in the two-dimensional weakly asymmetric simple exclusion process pp. 223-247: Krishnamurthi Ravishankar
Measure-valued branching processes with immigration pp. 249-264: Zeng-Hu Li
Qualitative behaviour of solutions of stochastic reaction-diffusion equations pp. 265-289: Ralf Manthey and Bohdan Maslowski
Collision times and exit times from cones: a duality pp. 291-301: Neil O'Connell and Antony Unwin
Moment-based minimax stopping functions for sequences of random variables pp. 303-316: Frans A. Boshuizen and T. P. Hill
On the number of boundary crossings related to LIL and SLLN for record values and partial maxima of i.i.d. sequences and extremes of uniform spacings pp. 317-329: S. S. Nayak and K. S. Wali
Level crossings of the empirical process pp. 331-343: Davar Khoshnevisan
A construction of the brownian path from BES3 pieces pp. 345-353: J. P. Imhof
A note on ergodic symmetric stable processes pp. 355-362: Krzysztof Podgórski
Hilbert space representations of general discrete time stochastic processes pp. 363-365: Dudley Paul Johnson

Thickened renewal processes pp. 1-8: R. A. Doney and George L. O'Brien
Stein's method and point process approximation pp. 9-31: A. D. Barbour and T. C. Brown
Exit distributions for symmetric Markov processes via Gaussian techniques pp. 33-45: Raisa Epstein Feldman
Marginally closed processes with local interaction pp. 47-63: V. A. Malyshev, E. N. Petrova and E. Scacciatelli
Solutions of a class of nonlinear master equations pp. 65-84: Shuaizhang Feng and X. Zheng
Continuity of affine transformations of white noise test functionals and applications pp. 85-98: H. -H. Kuo, J. Potthoff and J. -A. Yan
Almost periodically unitary stochastic processes pp. 99-113: Harry L. Hurd
Convergence rates in the central limit theorem for means of autoregressive and moving average sequences pp. 115-131: Peter Hall
Functional laws of the iterated logarithm for large increments of empirical and quantile processes pp. 133-163: Paul Deheuvels
Fractional differentiation in the self-affine case I - Random functions pp. 165-175: N. Patzschke and M. Zähle

On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient pp. 181-193: Magda Peligrad
A fixed point theorem for distributions pp. 195-214: Uwe Rösler
Ergodicity of an infinite dimensional renewal process pp. 215-236: Enrique D. Andjel and Maria E. Vares
Construction of a stationary regenerative process pp. 237-253: Hermann Thorisson
Branching random walks on trees pp. 255-267: Neal Madras and Rinaldo Schinazi
Algebraic criteria for extended product form in generalised semi-Markov processes pp. 269-282: P. G. Taylor
The Richardson model in a random environment pp. 283-289: Xiaolong Luo
Equivalence problems for Gaussian multiple Markov processes and their canonical representations pp. 291-306: Hiroshi Muraoka
Factorizing Laplace exponents in a spectrally positive Lévy process pp. 307-313: Jean Bertoin
Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals pp. 315-327: György Terdik
Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests pp. 329-344: Brian J. Eastwood and Vera R. Eastwood
Convergence of changepoint estimators pp. 345-351: Dietmar Ferger and Winfried Stute
The Barlow-Proschan importance and its generalizations with dependent components pp. 353-359: Srinivas Iyer

Nonequilibrium fluctuations in particle systems modelling reaction-diffusion equations pp. 1-30: C. Boldrighini, A. De Masi and A. Pellegrinotti
Fluctuations from the hydrodynamical limit for the symmetric simple exclusion in d pp. 31-37: K. Ravishankar
The supercritical Galton-Watson process in varying environments pp. 39-47: J. C. D'Souza and J. D. Biggins
Multivariate subexponential distributions pp. 49-72: Daren B. H. Cline and Sidney I. Resnick
Clustering in one-dimensional threshold voter models pp. 73-90: Enrique D. Andjel, Thomas M. Liggett and Thomas Mountford
Characterization of linear and harmonizable fractional stable motions pp. 91-110: Stamatis Cambanis, Makoto Maejima and Gennady Samorodnitsky
On local fluctuations of stable moving average processes pp. 111-118: A. Reza Soltani
Extremes and crossings for differentiable stationary processes with application to Gaussian processes in m and Hilbert space pp. 119-147: J. M. P. Albin
Optimal stationary policies in the vector-valued Markov decision process pp. 149-156: Kazuyoshi Wakuta
Asymptotics for multivariate trimming pp. 157-169: D. Nolan
Large deviations and the Strassen theorem in Hölder norm pp. 171-180: P. Baldi, G. Ben Arous and G. Kerkyacharian

Long random walk excursions and local time pp. 181-190: Miklós Csörgo and Pál Révész
On large deviations for uniformly strong mixing sequences pp. 191-202: Wlodzimierz Bryc
Markov processes and exponential families pp. 203-214: Bernard Ycart
A ratio limit theorem for erased branching Brownian motion pp. 215-222: Paavo Salminen
Limit theorems for the square integral of Brownian motion and its increments pp. 223-239: Wenbo V. Li
Some results on the problem of exit from a domain pp. 241-256: Ben-Zion Bobrovsky and Ofer Zeitouni
A note on estimation of the infection rate pp. 257-260: Ray Watson and Paul Yip
Random arithmetic-geometric means and random pi: observations and conjectures pp. 261-271: Joel E. Cohen and Thomas M. Liggett
Fixed accuracy estimation for chain binomial models pp. 273-280: R. M. Huggins
Kernel density estimation for linear processes pp. 281-296: Lanh Tat Tran
A non-Markovian model for cell population growth: speed of convergence and central limit theorem pp. 297-324: Mathisca C. M. de Gunst and Willem R. van Zwet

On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in n and Hilbert space pp. 1-31: J. M. P. Albin
A central limit theorem for functions of a Markov chain with applications to shifts pp. 33-44: Michael Woodroofe
Local time and Tanaka formulae for super Brownian and super stable processes pp. 45-67: Robert J. Adler and Marica Lewin
The asymptotic contour process of a binary tree is a Brownian excursion pp. 69-89: W. Gutjahr and G. Ch. Pflug
Divergence rates for explosive birth processes pp. 91-99: Anthony G. Pakes
Polynomial stability for perturbed stochastic differential equations with respect to semimartingales pp. 101-116: Xuerong Mao
Quelques inégalités avec le temps local en zero du mouvement Brownien pp. 117-155: P. Vallois
Random walk in dynamic environment with mutual influence pp. 157-177: C. Boldrighini, I. A. Ignatyuk, V. A. Malyshev and A. Pellegrinotti
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions pp. 179-179: Zongwu Cai