Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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1987, volume 25

Some bounds and limiting results for the measure of Wiener sausage of small radius associated with elliptic diffusions pp. 1-25

A. S. Sznitman

Semicontinuous processes in multi-dimensional extreme value theory pp. 27-55

Tommy Norberg

On the tail behaviour of quantile processes pp. 57-72

Lajos Horvath

Minimal spacings of non-uniform densities pp. 73-81

Jürg Hüsler

On regular variation of probability densities pp. 83-93

L. de Haan and S. Resnick

Markov process large deviations in [tau]-topology pp. 95-108

Erwin Bolthausen

On the moments of certain first passage times for linear growth processes pp. 109-136

Gerold Alsmeyer

Collective phenomena in interacting particle systems pp. 137-152

C. Boldrighini, A. De Masi, A. Pellegrinotti and E. Presutti

Travelling wave structure of the one dimensional contact process pp. 153-163

A. Galves and E. Presutti

Hitting probabilities of random walks on pp. 165-184

Harry Kesten

Stability and instability of local time of random walk in random environment pp. 185-202

Miklós Csörgo, Lajos Horvath and Pál Révész

A note on the stability of the local time of a wiener process pp. 203-213

Endre Csáki and Antónia Földes

Large deviations and law of large numbers for a mean field type interacting particle systems pp. 215-235

C. Léonard

The semimartingale decomposition of one-dimensional quasidiffusions with natural scale pp. 237-244

G. Burkhardt and U. Küchler

A comparison principle for certain convex functionals of a diffusion process without drift pp. 245-248

Vivek S. Borkar

Completely positive operators and processes of Ornstein-Uhlenbeck type pp. 249-256

Klaus Pötzelberger

Trajectories of Gaussian processes and interpolation of Banach spaces pp. 257-263

Wlodzimierz Bryc

Restricted domains of attraction of exp(-e-x) pp. 265-271

J. Galambos and A. Obretenov

On some importance measures of system components pp. 273-280

Min Xie

On combining quasi-likelihood estimating functions pp. 281-287

C. C. Heyde

The control of a finite dam with penalty cost function: Wiener process input pp. 289-299

F. A. Attia

Certain optimality properties of the first-come first-served discipline for G/G/s queues pp. 301-308

D. J. Daley

Cycles, permutations and the structure of the yule process with immigration pp. 309-314

Paul Joyce and Simon Tavaré

An urn model with bernoulli removals and independent additions pp. 315-324

Kyle Siegrist

1987, volume 24, articles 2

Some central limit theorems for Markov paths and some properties of Gaussian random fields pp. 157-202

Robert J. Adler and R. Epstein

Maximal success durations for a semi-Markov process pp. 203-224

David E. Fousler and Samuel Karlin

Hitting times of sequences pp. 225-240

A. O. Pittenger

The multivariate hazard construction pp. 241-258

Moshe Shaked and Jevaveerasingam Shanthikumar

Strong law of large numbers for weakly harmonizable processes pp. 259-267

Dominique Dehay

Invariance principle for integral type functionals of square-integrable martingales pp. 269-277

Ireneusz Szyszkowski

Some exact distributions of the number of one-sided deviations and the time of the last such deviation in the simple random walk pp. 279-286

Chern-Ching Chao and John Slivka

Monotone infinite stochastic matrices and their augmented truncations pp. 287-292

Diana Gibson and E. Seneta

The full-information best choice problem with a random number of observations pp. 293-307

Zdzislaw Porosinski

Attractiveness of interactions for binary lattice systems and the global Markov property pp. 309-313

Christoph Kessler

1987, volume 24, articles 1

Ergodic properties of stationary stable processes pp. 1-18

Stamatis Cambanis, Clyde D. Hardin and Aleksander Weron

Walsh spectral analysis of multiple dyadic stationary processes and its applications pp. 19-30

Takeaki Nagai and Masanobu Taniguchi

A property of two-parameter martingales with path-independent variation pp. 31-49

David Nualart and Frederic Utzet

Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales pp. 51-60

Eric V. Slud

The existence of good Markov strategies for decision processes with general payoffs pp. 61-76

Theodore P. Hill and Victor C. Pestien

Prophet-type inequalities for multi-choice optimal stopping pp. 77-88

D. P. Kennedy

Optimal control of an Ornstein-Uhlenbeck process pp. 89-97

Mario Lefebvre

Enlarged filtrations for diffusions pp. 99-107

Ata N. Al-Hussaini and Robert J. Elliott

A central limit theorem for D(A)-valued processes pp. 109-131

Richard F. Bass and Ronald Pyke

Is the dying individual the oldest? pp. 133-142

Tomasz Rolski and Czeslaw Ryll-Nardzewski

Exponential bounds for excess probabilities in systems with a finite capacity pp. 143-149

J. C. W. van Ommeren

A note on the properties of some nonstationary ARMA processes pp. 151-155

N. Singh and M. Shelton Peiris

1986, volume 23, articles 2

Discrete time adaptive impulsive control theory pp. 177-197

Lukasz Stettner

A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems pp. 199-220

Keigo Yamada

Brownian fluctuations in space-time with applications to vibrations of rods pp. 221-234

Enzo Orsingher

Asymptotic expansions for the variance of stopping times in nonlinear renewal theory pp. 235-258

G. Alsmeyer and A. Irle

The preservation of likelihood ratio ordering under convolution pp. 259-267

Jevaveerasingam Shanthikumar and David Yao

Convergence of critical multitype Galton-Watson branching processes pp. 269-279

Tetsuo Nakagawa

The supremum of a process with stationary independent and symmetric increments pp. 281-290

Simeon M. Berman

The mixing property of bilinear and generalised random coefficient autoregressive models pp. 291-300

Pham Dinh Tuan

An invariance principle for weakly associated random vectors pp. 301-306

Robert M. Burton, AndréRobert Dabrowski and Herold Dehling

Poisson convergence in two dimensions with application to row and column exchangeable arrays pp. 307-318

Timothy C. Brown, B. G. Ivanoff and N. C. Weber

Laws of large numbers in self-correcting point processes pp. 319-326

T. Hayashi

Strongly harmonizable approximations of bounded continuous random fields pp. 327-331

D. Dehay and R. Moché

Weak convergence of probability measures in spaces of smooth functions pp. 333-337

Richard J. Wilson

A note on the distance of ladder height distributions pp. 339-341

Rudolf Grübel

A note on discontinuous time changes of Markov processes pp. 343-348

Joanna B. Mitro

1986, volume 23, articles 1

The Markov branching-castastrophe process pp. 1-33

Anthony G. Pakes

Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues pp. 35-56

Keigo Yamada

A diffusion model for exchange rates I: Theoretical introduction pp. 57-75

W. J. R. Eplett

Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations pp. 77-89

Gérard Collomb and Wolfgang Härdle

Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm pp. 91-113

A. Dembo and O. Zeitouni

Strong representation of an adaptive stochastic approximation procedure pp. 115-130

R. Schwabe

Tanaka's formula for multiple intersections of planar Brownian motion pp. 131-141

Jay Rosen

Convergence of thinning processes using compensators pp. 143-152

Fred Böker

Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing pp. 153-167

Paolo Baldi

The effect of boundary conditions on the density of states for random Schrodinger operators pp. 169-175

J. Droese and W. Kirsch