Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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Another view on martingale central limit theorems pp. 181-197: Peter Gaenssler and Konrad Joos
Some time change representations of stable integrals, via predictable transformations of local martingales pp. 199-223: Olav Kallenberg
Filtering the histories of a partially observed marked point process pp. 225-250: Elja Arjas, Pentti Haara and Ikka Norros
Limit theorems for maximum likelihood estimators in the Curie-Weiss-Potts model pp. 251-288: Richard S. Ellis and Kongming Wang
Lyapounov exponent of linear stochastic systems with large diffusion term pp. 289-308: E. Pardoux and V. Wihstutz
Second-order asymptotics in level crossing for differences of renewal processes pp. 309-323: D. P. Kroese and W. C. M. Kallenberg
Second order tail behaviour of a subordinated probability distribution pp. 325-337: J. L. Geluk
Approximate uniformization for continuous-time Markov chains with an application to performability analysis pp. 339-357: Nico M. van Dijk
Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm pp. 359-361: A. Dembo and O. Zeitouni

A law of large numbers for stochastic difference equations pp. 1-13: Götz Kersting
Asymptotic [Gamma]-distribution for stochastic difference equations pp. 15-28: Götz Kersting
Uniform Cesaro limit theorems for synchronous processes with applications to queues pp. 29-43: Peter Glynn and Karl Sigman
Sunset over Brownistan pp. 45-53: Erhan Çinlar
Intermediate- and extreme-sum processes pp. 55-67: Sándor Csörgo and David M. Mason
McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets pp. 69-82: Carl Graham
The weak approximation of the empirical characteristic function process when parameters are estimated pp. 83-102: Martin T. Wells
Mathematical analysis of a neural network with inhibitory coupling pp. 103-126: Marie Cottrell
Maximum-likelihood estimation for hidden Markov models pp. 127-143: Brian G. Leroux
M-estimation for autoregressions with infinite variance pp. 145-180: Richard A. Davis, Keith Knight and Jian Liu

Conditional moments and linear regression for stable random variables pp. 183-199: Gennady Samorodnitsky and Murad S. Taqqu
Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes pp. 201-220: Simeon M. Berman
Sticky Brownian motion as the strong limit of a sequence of random walks pp. 221-237: Madjid Amir
Skorohod and Stratonovich line integrals in the plane pp. 239-262: J. Ll. Solé and F. Utzet
Construction of a general class of Dirichlet forms in terms of white noise analysis pp. 263-276: Edouard A. Razafimanantena
Some theorems on harmonic renewal measures pp. 277-285: A. J. Stam
The joint distribution of sojourn times in finite semi-Markov processes pp. 287-299: Attila Csenki
Continuous parameter circuit processes with finite state space pp. 301-323: Sophia Kalpazidou
Optimal choice and assignment of the best m of n randomly arriving items pp. 325-343: John G. Wilson
Density estimation for point processes pp. 345-358: Steven P. Ellis

Second order stochastic differential equations with Dirichlet boundary conditions pp. 1-24: David Nualart and Etienne Pardoux
On infinite series of independent Ornstein-Uhlenbeck processes pp. 25-44: E. Csáki, M. Csörgo, Z. Y. Lin and P. Révész
On an extension of the stochastic integral pp. 45-53: Andrzej Russek
Rate of convergence in limit theorems for Brownian excursions pp. 55-64: Lajos Horvath
Short distances on the line pp. 65-80: Lajos Horvath
A characterization of first passage time distributions for random walks pp. 81-88: Lennart Bondesson
The symmetric simple exclusion process, I: Probability estimates pp. 89-105: P. A. Ferrari, E. Presutti, E. Scacciatelli and M. E. Vares
The symmetric simple exclusion process, II: Applications pp. 107-115: P. A. Ferrari, E. Presutti, E. Scacciatelli and M. E. Vares
Growing conditioned trees pp. 117-130: Brigitte Chauvin, Alain Rouault and Anton Wakolbinger
Inhomogeneous birth-death and birth-death-immigration processes and the logarithmic series distribution pp. 131-137: David Branson
Statistics on crossings of discretized diffusions and local time pp. 139-151: D. Florens-Zmirou
Time-dependent coefficients in a Cox-type regression model pp. 153-180: S. A. Murphy and P. K. Sen

Meeting times for independent Markov chains pp. 185-193: David J. Aldous
A finite characterization of weak lumpable Markov processes. Part I: The discrete time case pp. 195-204: Gerardo Rubino and Bruno Sericola
On diffusion approximations for filtering pp. 205-238: Robert Sh. Liptser and Wolfgang J. Runggaldier
Propriétés de martingales, explosion et représentation de Lévy--Khintchine d'une classe de processus de branchement à valeurs mesures pp. 239-266: Nicole El Karoui and Sylvie Roelly
Embedding optimal selection problems in a Poisson process pp. 267-278: F. Thomas Bruss and L. C. G. Rogers
Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality pp. 279-293: R. Lasser and M. Rösler
Infinite reversible nearest particle systems in inhomogeneous and random environments pp. 295-322: Xijian Liu
Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions pp. 323-333: Zongwu Cai
Martingale representation and hedging policies pp. 335-345: David B. Colwell, Robert J. Elliott and P. Ekkehard Kopp
On the product of two harmonizable time series pp. 347-358: Dominique Dehay
A note on the inverse bootstrap process for large quantiles pp. 359-363: Michael Falk

An invariance principle for the edge of the branching exclusion process pp. 1-11: C. Cammarota and P. A. Ferrari
Stability theorem for stochastic differential equations with jumps pp. 13-32: Yuji Kasahara and Keigo Yamada
Some results on small random perturbations of an infinite dimensional dynamical system pp. 33-53: Stella Brassesco
Probability tails of Gaussian extrema pp. 55-84: Gennady Samorodnitsky
Dynamic multivariate aging notions in reliability theory pp. 85-97: Moshe Shaked and Jevaveerasingam Shanthikumar
Martingale relations for the M[+45 degree rule]GI[+45 degree rule]1 queue with Markov modulated Poisson input pp. 99-133: François Baccelli and Armand M. Makowski
Optimal switching for two-parameter stochastic processes pp. 135-156: Teruo Tanaka
Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions pp. 157-165: Maria Mori Brooks and J. Stephen Marron
The distributions of certain record statistics from a random number of observations pp. 167-183: J. A. Bunge and H. N. Nagaraja