Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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Stability of strong solutions of stochastic differential equations pp. 173-202: Leszek Slominski
Recursive estimators for stationary, strong mixing processes--a representation theorem and asymptotic distributions pp. 203-222: Jan-Eric Englund, Ulla Holst and David Ruppert
On asymptotic quasi-likelihood estimation pp. 223-236: C. C. Heyde and R. Gay
Estimation for first-order autoregressive processes with positive or bounded innovations pp. 237-250: Richard A. Davis and William P. McCormick
Differencing as an approximate de-trending device pp. 251-259: Jeffrey D. Hart
Some asymptotic results for the branching process with immigration pp. 261-282: C. Z. Wei and J. Winnicki
Sampling a branching tree pp. 283-305: Ellen Maki and Philip McDunnough
What can or can't be estimated in branching and related processes? pp. 307-314: Ellen Maki and Philip McDunnough
Estimation in sparsely sampled random walks pp. 315-320: Peter Guttorp and Richard A. Lockhart
Last exit times for random walks pp. 321-331: R. A. Doney
Mimicking finite dimensional marginals of a controlled diffusion by simpler controls pp. 333-342: Vivek S. Borkar

Stochastic flows with stationary distribution for two-dimensional inviscid fluids pp. 1-31: Sergio Albeverio and Raphael Høegh-Krohn
A law of large numbers for wide range exclusion processes in random media pp. 33-49: Eckhard Platen
On multiple circuit chains with a countable infinity of states pp. 51-70: S. Kalpazidou
Bifurcations in stochastic dynamical systems with simple singularities pp. 71-88: Stanisaw Janeczko and Eligiusz Wajnryb
Continuity and weak convergence of ranked and size-biased permutations on the infinite simplex pp. 89-103: Peter Donnelly and Paul Joyce
Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors pp. 105-116: J. Hüsler
Conditional expectations of brownian functionals and their applications pp. 117-131: Weijian Zhang
Abstract stochastic approximations and applications pp. 133-149: Adam Shwartz and Nadav Berman
Histogram maximum likelihood estimator in the multiplicative intensity model pp. 151-159: Jacek Leskow and Roman Rózanski
A note on the expected discounted cost of operating a finite dam pp. 161-166: F. A. Attia

Limit theorems for the spread of epidemics and forest fires pp. 171-191: J. T. Cox and Richard Durrett
Strong clumping of critical space-time branching models in subcritical dimensions pp. 193-208: Donald A. Dawson and Klaus Fleischmann
On the survival probability of generalized nearest-particle systems pp. 209-223: Dayue Chen
Tagged particle motion in a clustered random walk system pp. 225-252: Tokuzo Shiga
On the stability of robust filter-cleaners pp. 253-262: Andreas Brandt and Hans R. Künsch
The consistency of a non-linear least squares estimator from diffusion processes pp. 263-275: R. A. Kasonga
A Berry-Esséen theorem and a functional law of the iterated logarithm for weakly associated random vectors pp. 277-289: AndréR. Dabrowski and Herold Dehling
Admissible investment strategies in continuous trading pp. 291-301: Knut Aase and Bernt Øksendal
Invariant record processes and applications to best choice modelling pp. 303-316: F. Thomas Bruss
Extreme value theory for dependent sequences via the stein-chen method of poisson approximation pp. 317-327: Richard L. Smith
Log-fractional stable processes pp. 329-339: Yuji Kasahara, Makoto Maejima and Wim Vervaat

High level exceedances in stationary sequences with extremal index pp. 1-16: M. Teresa Alpuim
Extrema of skewed stable processes pp. 17-39: Gennady Samorodnitsky
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution pp. 41-68: Richard Davis and Sidney Resnick
Empirical spectral processes and their applications to time series analysis pp. 69-83: Rainer Dahlhaus
Some results on the joint distribution of the renewal Epochs prior to a given time instant pp. 85-104: E. Schulte-Geers and W. Stadje
Point processes indexed by directed sets pp. 105-119: Gerald Mazziotto and Ely Merzbach
Ergodicity and inequalities in a class of point processes pp. 121-131: Torgny Lindvall
Critical branching populations with reproductive sibling correlations pp. 133-147: Per Broberg
A stochastic particle system: Fluctuations around a nonlinear reaction-diffusion equation pp. 149-164: Peter Dittrich
Comparison between solutions of SDEs and ODEs pp. 165-169: P. Sundar

Almost subadditive multiparameter ergodic theorems pp. 171-193: Klaus Schürger
Asymptotic crossing rates for stationary Gaussian vector processes pp. 195-207: Karl Breitung
A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion pp. 209-222: Antonella Calzolari, Cristina Costantini and Federico Marchetti
Limit laws for the modulus of continuity of the partial sum process and for the shepp statistic pp. 223-245: Paul Deheuvels and Josef Steinebach
Poisson approximations for time-changed point processes pp. 247-256: Timothy C. Brown and M. Gopalan Nair
Applications of white noise calculus to the computation of Feynman integrals pp. 257-266: Diego de Falco and Dinkar C. Khandekar
The continuity of the quadratic variation of two-parameter martingales pp. 267-279: Nikos E. Frangos and Peter Imkeller
Doob's inequalities revisited: A maximal H1-embedding pp. 281-290: S. D. Jacka
Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary pp. 291-308: H. Kaspi and J. B. Mitro
Mixing properties of ARMA processes pp. 309-315: Abdelkader Mokkadem
Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model pp. 317-333: V. V. Anh

Time reversal and stationarity of infinite-dimensional Markov birth-and-death processes pp. 1-50: Ingemar Kaj
First passage times of birth-death processes and simple random walks pp. 51-63: Yasushi Masuda
Occupation time densities for stable-like processes and other pure jump Markov processes pp. 65-83: Richard F. Bass
Inference from censored Markov chains with applications to multiwave panel data pp. 85-102: Michael J. Phelan
Replacing the martingale assumption in a martingale central limit theorem pp. 103-106: Michael S. Bingham
Asymptotic normality of winsorized means pp. 107-127: Philip S. Griffin
Strongly harmonizing operators and strongly harmonizable approximations of continuous random fields on LCA groups pp. 129-139: D. Dehay and R. Moché
The maximal value for coefficients of ergodicity pp. 141-145: Adolf Rhodius
Diffusion approximations of some stochastic difference equations revisited pp. 147-154: Hisao Watanabe
On the extreme order statistics for a stationary sequence pp. 155-169: Tailen Hsing