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.

1991, volume 37, articles 2

On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables pp. 175-186

Xing-Hong Xue

On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients pp. 187-197

Andrzej Rozkosz and Leszek Slominski

A diffusion defined on a fractal state space pp. 199-212

William B. Krebs

A multiflow approximation to diffusions pp. 213-237

Yali Amit

Ergodic theorems for stress release processes pp. 239-258

Zheng Xiaogu

Some properties of the multitype measure branching process pp. 259-274

Luis G. Gorostiza and Sylvie Roelly

Independence of partial autocorrelations for a classical immigration branching process pp. 275-279

T. M. Mills and E. Seneta

Relative extremal index of two stationary processes pp. 281-297

Adam Jakubowski

Stochastic ordering and thinning of point processes pp. 299-312

T. Rolski and R. Szekli

Ladder heights and the Markov-modulated M/G/1 queue pp. 313-326

Søren Asmussen

The relation between limiting queue size distributions at arrival and departure epochs in a bulk queue pp. 327-329

D. Fakinos

Pascal processes and their characterization pp. 331-338

F. T. Bruss and L. C. G. Rogers

Option hedging for semimartingales pp. 339-363

Martin Schweizer

1991, volume 37, articles 1

Annihilating branching processes pp. 1-17

Maury Bramson, Ding Wan-ding and Rick Durrett

Are there bushes in a forest? pp. 19-31

Rick Durrett and Glen Swindle

A discrete non-linear Markov model for a population of interacting cells pp. 33-43

A. Gerardi and M. Romiti

Reciprocal covariance solutions of some matrix differential equations pp. 45-60

J. -P. Carmichael, J. -C. Massé and R. Theodorescu

Un schéma multipas d'approximation de l'équation de Langevin pp. 61-69

Dominique Lépingle and Bernard Ribémont

On a characterization of optimal predictors for nonstationary ARMA processes pp. 71-80

Aleksander Kowalski and Dominik Szynal

Functional limit theorems for random quadratic forms pp. 81-98

T. Mikosch

A Central Limit Theorem for products of dependent random linear and nonlinear operators pp. 99-116

Dudley Paul Johnson

Estimating the parameters of rare events pp. 117-139

Tailen Hsing

Optimal replacement and maintenance of systems subject to semi-Markov damage pp. 141-160

M. Abdel-Hameed and Y. Nakhi

An inference procedure for conflict models pp. 161-171

Paul Yip and Ray Watson

1990, volume 36, articles 2

Convergence rates in the law of large numbers for martingales pp. 181-194

Gerold Alsmeyer

Asymptotic behavior of random discrete event systems pp. 195-216

J. A. C. Resing, R. E. de Vries, G. Hooghiemstra, M. S. Keane and G. J. Olsder

Strong comparison of solutions of one-dimensional stochastic differential equations pp. 217-230

Youssef Ouknine and Marek Rutkowski

Limit theorems for strongly mixing stationary random measures pp. 231-243

M. R. Leadbetter and Tailen Hsing

Random permutations and neutral evolution models pp. 245-261

Paul Joyce and Simon Tavaré

On the scaling theorem for interacting Fleming-Viot processes pp. 263-267

Jean Vaillancourt

A measure-valued diffusion process describing the stepping stone model with infinitely many alleles pp. 269-296

Kenji Handa

A class of branching processes with two dependent types pp. 297-310

Eike Born and Klaus Dietz

First-fit allocation of queues: tight probabilistic bounds on wasted space pp. 311-330

E. G. Coffman, Leopold Flatto and F. T. Leighton

Equilibrium queue size distributions for semi-reversible queues pp. 331-337

D. Fakinos

Nonparametric regression with long-range dependence pp. 339-351

Peter Hall and Jeffrey D. Hart

Efficiency of estimators for partially specified filtered models pp. 353-370

P. E. Greenwood and W. Wefelmeyer

1990, volume 36, articles 1

Large deviations and the internal fluctuations of critical mean field systems pp. 1-14

F. Papangelou

Reflection principle and strong Markov property for multiparameter group-valued additive processes pp. 15-32

August Michal Zapala

Quasi-everywhere properties of Brownian level sets and multiple points pp. 33-43

M. D. Penrose

Interacting Fleming-Viot processes pp. 45-57

Jean Vaillancourt

The extremal family generated by the Yule process pp. 59-76

Jens L. Jensen and Björn Johansson

Estimating population size from multiple recapture experiments pp. 77-83

N. G. Becker and C. C. Heyde

Testing the functions defining a nonlinear autoregressive time series pp. 85-106

Jean Diebolt

Nonparametric regression estimation under mixing conditions pp. 107-116

George G. Roussas

Outliers in a multivariate autoregressive moving-average process pp. 117-133

Wolfgang Schmid

Convergence rates for record times and the associated counting process pp. 135-151

Allan Gut

Two-parameter optimal stopping problem with switching costs pp. 153-163

Teruo Tanaka

A stochastic model in mobile communications pp. 165-172

S. L. Lauritzen, C. Thommesen and J. Bach Andersen

Parametric 0-1 processes and extensive fuzzy sets pp. 173-179

Tian-Bin Wu

1990, volume 35, articles 2

Nonlinear filtering of reflecting diffusion processes pp. 213-224

Hans-Peter Hucke

A note on small random perturbations of dynamical systems pp. 225-230

Maria Eulália Vares

A differential delay equation with wideband noise perturbations pp. 231-249

G. Yin and K. M. Ramachandran

Etude de la covariance de quelques processus Gaussiens en liaison avec la propriete de Markov pp. 251-265

L. Carraro

Exponential stability for stochastic differential equations with respect to semimartingales pp. 267-277

Xuerong Mao

Stochastic demographic models: age of a population pp. 279-291

Anne-Marie Borde-Boussion

On Ibragimov-Iosifescu conjecture for [phi]-mixing sequences pp. 293-308

Magda Peligrad

Laws of large numbers for the annealing algorithm pp. 309-313

Nina Gantert

On transience of circuit processes pp. 315-329

S. Kalpazidou

On quasi likelihood for semimartingales pp. 331-346

Michael Sørensen

The first zero of an empirical characteristic function pp. 347-360

C. R. Heathcote and J. Hüsler

1990, volume 35, articles 1

Escape time for a random walk from an orthant pp. 1-9

L.A. Klein Haneveld and A.O. Pittenger

The stability of open queueing networks pp. 11-25

Karl Sigman

Stochastic approximations for finite-state Markov chains pp. 27-45

D.-J. Ma, A.M. Makowski and A. Shwartz

Distances and discrimination rates for stochastic processes pp. 47-57

Igor Vajda

Limit theorems for the empirical vector of the Curie-Weiss-Potts model pp. 59-79

Richard S. Ellis and Kongming Wang

A remark on Kunita's decomposition theorem pp. 81-85

Joseph C. Watkins

On the oscillation of infinitely divisible and some other processes pp. 87-97

Stamatis Cambanis, John P. Nolan and Jan Rosinski

Multivariate extreme values in stationary random sequences pp. 99-108

Jürg Hüsler

Existence of smoothed stationary processes on an interval pp. 109-119

Toby Mitchell, Max Morris and Donald Ylvisaker

Peak-insensitive parametric spectrum estimation pp. 121-140

Shean-Tsong Chiu

Time integrated least squares estimators of regression parameters of independent stochastic processes pp. 141-148

Tiee-Jian Wu and M.T. Wasan

Sequential estimation for dependent observations with an application to non-standard autoregressive processes pp. 149-168

I.V. Basawa, W.P. McCormick and T.N. Sriram

Defining extremes and trimming by minimum covering sets pp. 169-180

R.A. Maller