Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
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2024, volume 169, articles C

Francis Comets’ Gumbel last passage percolation

Ivan Corwin

Grid entropy in last passage percolation — A superadditive critical exponent approach

Alexandru Gatea

Two-dimensional random interlacements: 0-1 law and the vacant set at criticality

Orphée Collin and Serguei Popov

No smooth phase transition for the nodal length of band-limited spherical random fields

Anna Paola Todino

An explicit approximation for super-linear stochastic functional differential equations

Xiaoyue Li, Xuerong Mao and Guoting Song

2024, volume 168, articles C

The limit point in the Jante’s law process has an absolutely continuous distribution

Edward Crane and Stanislav Volkov

Spread of parasites affecting death and division rates in a cell population

Aline Marguet and Charline Smadi

Regularity of the law of solutions to the stochastic heat equation with non-Lipschitz reaction term

Michael Salins and Samy Tindel

Affine Volterra processes with jumps

Alessandro Bondi, Giulia Livieri and Sergio Pulido

Asymptotic behavior of a class of multiple time scales stochastic kinetic equations

Charles-Edouard Bréhier and Shmuel Rakotonirina-Ricquebourg

Limit of the environment viewed from Sinaï’s walk

Francis Comets, Oleg Loukianov and Dasha Loukianova

Approximate filtering via discrete dual processes

Guillaume Kon Kam King, Andrea Pandolfi, Marco Piretto and Matteo Ruggiero

Orthogonal intertwiners for infinite particle systems in the continuum

Stefan Wagner

Liouville theorem for V-harmonic maps under non-negative (m,V)-Ricci curvature for non-positive m

Kazuhiro Kuwae, Songzi Li, Xiang-Dong Li and Yohei Sakurai

2024, volume 167, articles C

Limit theorems of additive functionals for regime-switching diffusions with infinite delay

Ya Wang, Fuke Wu and George Yin

Moderate deviations for the current and tagged particle in symmetric simple exclusion processes

Xiaofeng Xue and Linjie Zhao

Elastic drifted Brownian motions and non-local boundary conditions

D’Ovidio, Mirko and Francesco Iafrate

Diffusion spiders: Green kernel, excessive functions and optimal stopping

Jukka Lempa, Ernesto Mordecki and Paavo Salminen

Continuous-state branching processes with collisions: First passage times and duality

Clément Foucart and Matija Vidmar

Space-time boundedness and asymptotic behaviors of the densities of CME-subordinators

Masafumi Hayashi, Atsushi Takeuchi and Makoto Yamazato

Brownian motion can feel the shape of a drum

Renan Gross

Fluctuation analysis for particle-based stochastic reaction–diffusion models

M. Heldman, S.A. Isaacson, J. Ma and K. Spiliopoulos

Invariance of Brownian motion associated with exponential functionals

Yuu Hariya

Scale-free percolation mixing time

Alessandra Cipriani and Michele Salvi

Limit theorems for functionals of long memory linear processes with infinite variance

Hui Liu, Yudan Xiong and Fangjun Xu

The obstacle problem for stochastic porous media equations

Ruoyang Liu and Shanjian Tang

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Neda Mohammadi, Leonardo V. Santoro and Victor M. Panaretos

Kernel representation formula: From complex to real Wiener–Itô integrals and vice versa

Huiping Chen, Yong Chen and Yong Liu

2023, volume 166, articles C

Stochastic recursions on directed random graphs

Nicolas Fraiman, Tzu-Chi Lin and Mariana Olvera-Cravioto

Generalized Feynman–Kac formula under volatility uncertainty

Bahar Akhtari, Francesca Biagini, Andrea Mazzon and Katharina Oberpriller

Unbiased Optimal Stopping via the MUSE

Zhengqing Zhou, Guanyang Wang, Jose H. Blanchet and Peter W. Glynn

A heavy-traffic perspective on departure process variability

Peter W. Glynn and Rob J. Wang

On the spectral gap in the Kac–Luttinger model and Bose–Einstein condensation

Alain-Sol Sznitman

Existence, uniqueness and ergodicity for the centered Fleming–Viot process

Nicolas Champagnat and Vincent Hass

Large population limits of Markov processes on random networks

Marvin Lücke, Jobst Heitzig, Péter Koltai, Nora Molkenthin and Stefanie Winkelmann

Local repulsion of planar Gaussian critical points

Safa Ladgham and Raphaël Lachieze-Rey

On a waiting-time result of Kontoyiannis: Mixing or decoupling?

Giampaolo Cristadoro, Mirko Degli Esposti, Vojkan Jakšić and Renaud Raquépas

Diffusive fluctuations of long-range symmetric exclusion with a slow barrier

Pedro Cardoso, Patrícia Gonçalves and Byron Jiménez-Oviedo

The stochastic balance equation for the American option value function and its gradient

Malkhaz Shashiashvili

On the meeting of random walks on random DFA

Matteo Quattropani and Federico Sau

Central limit theorem in uniform metrics for generalized Kac equations

Federico Bassetti and Lucia Ladelli

Emergence of interlacements from the finite volume Bose soup

Quirin Vogel

On eigenvalues of the Brownian sheet matrix

Jian Song, Yimin Xiao and Wangjun Yuan

2023, volume 165, articles C

Asymptotics for exponential functionals of random walks pp. 1-42

Wei Xu

Hydrodynamic limit for a boundary driven super-diffusive symmetric exclusion pp. 43-95

Cédric Bernardin, Pedro Cardoso, Patrícia Gonçalves and Stefano Scotta

Intersections of Poisson k-flats in constant curvature spaces pp. 96-129

Carina Betken, Daniel Hug and Christoph Thäle

Noise sensitivity and stability of deep neural networks for binary classification pp. 130-167

Johan Jonasson, Jeffrey E. Steif and Olof Zetterqvist

Typical height of the (2+1)-D Solid-on-Solid surface with pinning above a wall in the delocalized phase pp. 168-182

Naomi Feldheim and Shangjie Yang

An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations pp. 183-217

Antoine Hocquet and Alexander Vogler

Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side pp. 218-245

Fang Chen and Xianping Guo

Limit theorems for random Dirichlet series pp. 246-274

Dariusz Buraczewski, Congzao Dong, Alexander Iksanov and Alexander Marynych

Metastability from the large deviations point of view: A Γ-expansion of the level two large deviations rate functional of non-reversible finite-state Markov chains pp. 275-315

C. Landim

On fluctuation-theoretic decompositions via Lindley-type recursions pp. 316-336

Onno Boxma, Offer Kella and Michel Mandjes

Infinite dimensional Piecewise Deterministic Markov Processes pp. 337-396

Paul Dobson and Joris Bierkens

A stochastic maximum principle for partially observed general mean-field control problems with only weak solution pp. 397-439

Juan Li, Hao Liang and Chao Mi

Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data pp. 440-464

Balázs Gerencsér and Andrea Ottolini

Multifractional Hermite processes: Definition and first properties pp. 465-500

L. Loosveldt