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.

1990, volume 34, articles 2

Uniform CLT for Markov chains with a countable state space pp. 245-253

Shlomo Levental

The central limit theorem for the supercritical branching random walk, and related results pp. 255-274

J. D. Biggins

Self-exciting counting process systems with finite state space pp. 275-295

Peter Spreij

Parameter estimation for two-dimensional ising fields corrupted by noise pp. 297-311

Arnoldo Frigessi and Mauro Piccioni

New bounds for the first passage, wave-length and amplitude densities pp. 313-339

Igor Rychlik

Weak invariance of generalized u-statistics for nonstationary absolutely regular processes pp. 341-360

Michel Harel and Madan L. Puri

1990, volume 34, articles 1

On stable Markov processes pp. 1-17

Robert J. Adler, Stamatis Cambanis and Gennady Samorodnitsky

On stationary Markov chains and independent random variables pp. 19-24

A. Brandt, B. Lisek and O. Nerman

The probability of survival for the biased voter model in a random environment pp. 25-38

Irene Ferreira

A multiplicative ergodic theorem for lipschitz maps pp. 39-47

John H. Elton

Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchoff's laws pp. 49-66

Enzo Orsingher

Explicit semimartingale representation of Brownian motion in a wedge pp. 67-97

R. Dante DeBlassie

On the relations between increasing functions associated with two-parameter continuous martingales pp. 99-119

D. Nualart, M. Sanz and M. Zakai

Some remarks on conditional distributions for point processes pp. 121-135

Günter Last

Asymptotic expansions in multivariate renewal theory pp. 137-153

Robert Keener

A dynamic storage process pp. 155-169

C. Kipnis and Ph. Robert

A characterization of random-coefficient AR(1) models pp. 171-180

Klaus Pötzelberger

1989, volume 33, articles 2

The curvature induced by covariance pp. 185-200

Silviu Guiasu

Quantifying closeness of distributions of sums and maxima when tails are fat pp. 201-216

E. Willekens and S. I. Resnick

Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes pp. 217-231

Michael B. Marcus

Quantum stochastic optimization pp. 233-244

B. Apolloni, C. Carvalho and D. de Falco

MLE for partially observed diffusions: direct maximization vs. the em algorithm pp. 245-274

Fabien Campillo and François Le Gland

An asymptotic analysis of a generalized Langevin equation pp. 275-284

J. M. DeLaurentis and B. A. Boughton

An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the sprt pp. 285-297

Wolfgang Stadje

A transformation for testing the fit of an exponential order statistics model pp. 299-307

Larry Lee and George B. Finelli

Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times pp. 309-323

V. K. Jandhyala and I. B. MacNeill

Weak convergence and Glivenko-Cantelli results for empirical processes of u-statistic structure pp. 325-334

Wilhelm Schneemeier

Integrated consistency of smoothed probability density estimators for stationary sequences pp. 335-346

J. V. Castellana

On lifetimes influenced by a common environment pp. 347-359

Erhan Çinlar, Moshe Shaked and Jevaveerasingam Shanthikumar

1989, volume 33, articles 1

On the maximum entropy principle for uniformly ergodic Markov chains pp. 1-27

Erwin Bolthausen and Uwe Schmock

The generalized Kolmogorov criterion pp. 29-44

P. K. Pollett

Dependence on the boundary condition for linear stochastic differential equations in the plane pp. 45-61

D. Nualart and J. Yeh

Probability bounds for M-Skorohod oscillations pp. 63-72

Florin Avram and Murad S. Taqqu

On path properties of certain infinitely divisible processes pp. 73-87

Jan Rosinski

Curvature of the convex hull of planar Brownian motion near its minimum point pp. 89-103

Krzysztof Burdzy and Jaime San Martin

The convergence property of sample derivatives in closed Jackson queuing networks pp. 105-122

Xi-Ren Cao

A LCFS finite buffer model with batch input and non-exponential services pp. 123-129

Nico M. van Dijk

Residual risks and hedging strategies in Markovian markets pp. 131-150

Nicolas Bouleau and Damien Lamberton

Goodness-of-fit for a branching process with immigration using sample partial autocorrelations pp. 151-161

T. M. Mills and E. Seneta

A note on limit theorems for perturbed empirical processes pp. 163-173

J. E. Yukich

Maximal divergent uniform spacings pp. 175-183

Ralph P. Russo and Mark D. Rothmann

1989, volume 32, articles 2

General branching processes as Markov fields pp. 183-212

Peter Jagers

Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes pp. 213-224

Laurens de Haan, Sidney I. Resnick, Holger Rootzén and Casper de Vries

Embedding a stochastic difference equation into a continuous-time process pp. 225-235

L. de Haan and R. L. Karandikar

Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field pp. 237-251

Roman Rózanski

Pathwise stochastic integration and applications to the theory of continuous trading pp. 253-280

Walter Willinger and Murad S. Taqqu

Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process pp. 281-287

Mario Lefebvre

Nonlinear renewal theory under growth conditions pp. 289-303

H. Walk

Two classes of self-similar stable processes with stationary increments pp. 305-329

Stamatis Cambanis and Makoto Maejima

Approximation models for the continuous additive functionals of multidimensional brownian motion pp. 331-345

Vlad Bally

Optimally stopping the sample mean of a wiener process with an unknown drift pp. 347-354

Gordon Simons and Yi-Ching Yao

A remark on the multiparameter law of the iterated logarithm pp. 355-367

Michael T. Lacey

1989, volume 32, articles 1

Filtered statistical models and Hellinger processes pp. 3-45

Jean Jacod

Convergence of filtered statistical models and Hellinger processes pp. 47-68

Jean Jacod

r-variations for two-parameter continuous martingales and itô's formula pp. 69-92

Marta Sanz

Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems pp. 93-107

Daniel Chambers and Eric Slud

Nonparametric estimation of conditional probability densities and expectations of stationary processes: strong consistency and rates pp. 109-127

Elias Masry

Inference for random sampling processes pp. 129-140

Ludger Rüschendorf

On compactness of the space of policies in stochastic dynamic programming pp. 141-150

Erik Balder

A fundamental matrix for regular semi-Markov processes pp. 151-160

Mendel Fygenson

The supercritical birth, death and catastrophe process: limit theorems on the set of extinction pp. 161-170

Anthony G. Pakes and P. K. Pollett

Nonhomogeneous, continuous-time Markov chains defined by series of proportional intensity matrices pp. 171-181

Jean T. Johnson and Glenn R. Luecke