Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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1988, volume 28, articles 2

One dimensional uniqueness and convergence criteria for exchangeable processes pp. 159-183

Olav Kallenberg

Contingent claims valuation when the security price is a combination of an Ito process and a random point process pp. 185-220

Knut Aase

A counting process approach to the regression analysis of grouped survival data pp. 221-239

Ian W. McKeague

Estimating a parametric trend component in a continuous-time jump-type process pp. 241-257

Helmut Pruscha

A criterion for filtering in semimartingale models pp. 259-265

A. Thavaneswaran and M. E. Thompson

A note on asymptotic testing theory for nonhomogeneous observations pp. 267-273

L. Fahrmeir

Time reversal of diffusion processes with a boundary condition pp. 275-292

Patrick Cattiaux

Law of the iterated logarithm for the increments of stable subordinators pp. 293-300

R. Vasudeva and G. Divanji

Asymptotic expansions for first passage times pp. 301-315

Michael Woodroofe

The secretary problem for a random walk pp. 317-325

M. Hlynka and J. N. Sheahan

1988, volume 28, articles 1

Systems of independent Markov chains pp. 1-22

T. M. Liggett and S. C. Port

Markov chains on completely regular semigroups pp. 23-30

P. B. Cerrito

Markov chains generated by maximizing components of multidimensional extremal processes pp. 31-45

John K. Dagsvik

Simple consistent estimation of the coefficients of a linear filter pp. 47-59

P. J. Brockwell and R. A. Davis

Reversibility of first-order autoregressive processes pp. 61-69

Hideo Osawa

A new class of strongly consistent variance estimators for steady-state simulations pp. 71-80

Peter W. Glynn and Donald L. Iglehart

Smoothing signals for semimartingales pp. 81-89

A. Thavaneswaran

Limit results for maxima in non-stationary multivariate Gaussian sequences pp. 91-99

Jürg Hüsler and Michel Schüpbach

A note on strong approximations of multivariate empirical processes pp. 101-109

Miklós Csörgo and Lajos Horvath

Recursive splitting of an interval when the proportions are identical and independent random variables pp. 111-122

C. J. Lloyd and E. J. Williams

A necessary and sufficient condition for a branching process in a random environment to grow like the product of its means pp. 123-139

David Tanny

On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: existence and approximation pp. 141-157

Nico M. van Dijk

1987, volume 27

Temporal stochastic convexity and concavity pp. 1-20

Moshe Shaked and Jevaveerasingam Shanthikumar

On the maximal distance between two renewal epochs pp. 21-41

P. Révész and E. Willekens

On the large values of the Wiener process pp. 43-56

Endre Csáki and Karl Grill

The invariance principle for associated processes pp. 57-71

Thomas Birkel

Spectral conditions for local nondeterminism pp. 73-84

Simeon M. Berman

Gaussian estimation of first order time series models with Bernoulli observations pp. 85-96

Wei Qian

Minimax estimation of continuous time deterministic signals in colored noise pp. 97-120

Randall K. Bahr and James A. Bucklew

The likelihood ratio test for the change point problem for exponentially distributed random variables pp. 121-139

Patsy Haccou, Evert Meelis and Sara van de Geer

On the size of a rumour pp. 141-149

Ray Watson

On the survival probability of a branching process in a finite state i.i.d. environment pp. 151-157

F. M. Dekking

Diffusion first passage times: Approximations and related differential equations pp. 159-177

Michael L. Wenocur

A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution pp. 179-194

R. A. Maller

Convergence of continuous time stochastic ELS parameter estimation pp. 195-215

John B. Moore

Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds pp. 217-231

Han-Fu Chen, Lei Guo and Ai-Jun Gao

Convergence towards Burger's equation and propagation of chaos for weakly asymmetric exclusion processes pp. 233-260

Jürgen Gärtner

A formal proof for the insensitivity of simple bounds for finite multi-server non-exponential tandem queues based on monotonicity results pp. 261-277

Nico van Dijk

Relation between states observed by arriving and departing customers in bulk systems pp. 279-289

Gérard Hebuterne

Extreme values of birth and death processes and queues pp. 291-306

Richard F. Serfozo

Approximating the distribution of an extreme value statistic based on estimated from a generating function pp. 307-316

William P. McCormick and Jack H. Reeves

The index of the outstanding observation among n independent ones pp. 317-329

L. de Haan and I. Weissman

1987, volume 26

Poisson convergence and poisson processes with applications to random graphs pp. 1-30

Svante Janson

Local equilibrium for a one dimensional zero range process pp. 31-45

P.A. Ferrari, E. Presutti and M.E. Vares

Partial likelihood process and asymptotic normality pp. 47-71

Jean Jacod

On the strong law of large numbers for multivariate martingales pp. 73-85

Heinz Kaufmann

A complete coupling proof of Blackwell's renewal theorem pp. 87-97

Hermann Thorisson

On moment conditions for the supremum of normed sums pp. 99-106

Bong Dae Choi and Soo Hak Sung

An optimal stopping problem with finite horizon for sums of I.I.D. random variables pp. 107-121

Wolfgang Stadje

An expected average reward criterion pp. 123-140

K.-J. Bierth

On the spectral representations of complex semistable and other infinitely divisible stochastic processes pp. 141-159

Balram S. Rajput and Kavi Rami-Murthy

Continuous-time, constant causative Markov chains pp. 161-171

Jean T. Johnson

On the supremum of an infinitely divisible process pp. 173-175

Eric Willekens

Representation and approximation of large population age distributions using poisson random measures pp. 237-255

Wiremu Solomon

Construction of the stationary regime of queues with locking pp. 257-265

F. Baccelli, C.A. Courcoubetis and M.I. Reiman

Optimal robust estimation for discrete time stochastic processes pp. 267-276

P.M. Kulkarni and C.C. Heyde

A strong law for a set-indexed partial sum process with applications to exchangeable and stationary sequences pp. 277-287

Andrew Rosalsky

Uniform pointwise ergodic theorems for classes of averaging sets and multiparameter subadditive processes pp. 289-296

U. Krengel and R. Pyke

On the characterization of certain point processes pp. 297-316

Tailen Hsing

A propagation of chaos result for a system of particles with moderate interaction pp. 317-332

Sylvie Meleard and Sylvie Roelly-Coppoletta