Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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1986, volume 22, articles 2

On non-singular renewal kernels with an application to a semigroup of transition kernels pp. 177-202

S. Niemi and E. Nummelin

On the equivalence of [mu]-invariant measures for the minimal process and its q-matrix pp. 203-221

P. K. Pollett

Parameter estimation in smooth empirical processes pp. 223-244

Winfried Stute

Quasi-likelihood estimation for semimartingales pp. 245-257

James E. Hutton and Paul I. Nelson

Estimators for exit distributions of diffusion processes pp. 259-269

H. -U. Hess

Invariance principles under a two-part mixing assumption pp. 271-289

Richard C. Bradley and Magda Peligrad

Some interesting processes arising as heavy traffic limits in an M/M/[infinity] storage process pp. 291-313

David Aldous

Approaching consensus can be delicate when positions harden pp. 315-322

Joel E. Cohen, John Hajnal and Charles M. Newman

Dyadic approximation of double integrals with respect to symmetric stable processes pp. 323-331

Terry R. McConnell and Murad S. Taqqu

Neveu's martingale conditions and closedness in dynkin stopping problem with a finite constraint pp. 333-342

Yoshio Ohtsubo

Limit theorems for distributions of sums reduced modulo a pp. 343-347

Horand Störmer

1986, volume 22, articles 1

On coupling of renewal processes with use of failure rates pp. 1-15

Torgny Lindvall

Length laws for random subdivision of longest intervals pp. 17-26

Michael D. Brennan

The bivariate maximum process and quasi-stationary structure of birth-death processes pp. 27-36

Julian Keilson and Ravi Ramaswamy

The single server semi-markov queue pp. 37-50

J. H. A. de Smit

Extreme value theory for suprema of random variables with regularly varying tail probabilities pp. 51-57

Tailen Hsing

Time reversal of infinite-dimensional diffusions pp. 59-77

H. Föllmer and A. Wakolbinger

On kac functionals of one-dimensional diffusions pp. 79-88

M. Musiela

Asymptotic theory of conditional inference for stochastic processes pp. 89-102

Paul D. Feigin

A law of the iterated logarithm for an estimate of frequency pp. 103-109

E. J. Hannan and M. Mackisack

Parametric estimation of the covariance density for a stationary point process on d pp. 111-119

E. Jolivet

Some limit theorems for an energy storage model pp. 121-127

G. Hooghiemstra and C. L. Scheffer

Gaussian random measures pp. 129-133

Joseph Horowitz

Invariance principle for integral type functionals pp. 135-144

I. Szyszkowski

Structure of exchangeable infinitely divisible sequences of poisson random vectors pp. 145-160

Robert C. Griffiths and Robin K. Milne

The distribution of the maximum of particular random fields pp. 161-163

J. Abrahams and B. L. Montgomery

1986, volume 21, articles 2

On smoothed probability density estimation for stationary processes pp. 179-193

J. V. Castellana and M. R. Leadbetter

Optimizing costs of age replacement policies pp. 195-212

Edward W. Frees

Ruin problems and myopic portfolio optimization in continuous trading pp. 213-227

Knut Aase

A queueing model for reciprocity failure in the photographic grain pp. 229-250

W. J. Anderson and A. M. Mathai

Estimation in nonlinear time series models pp. 251-273

Dag Tjøstheim

Nonparametric estimation of the integrated intensity of an unobservable transition in a Markov illness-death process pp. 275-289

J. Mau

Optimal fourier-hermite expansion for estimation pp. 291-304

James Ting-Ho Lo and Sze-Kui Ng

On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in LEP pp. 305-317

Heinz Cremers and Dieter Kadelka

Sojourn in an elliptical domain pp. 319-326

Murad S. Taqqu

A limit theorem for almost monotone sequences of random variables pp. 327-338

Klaus Schürger

Second order behaviour of the tail of a subordinated probability distribution pp. 339-353

E. Omey and E. Willekens

1985, volume 21, articles 1

Queues with superposition arrival processes in heavy traffic pp. 81-91

Ward Whitt

Hyperbolic equations arising in random models pp. 93-106

Enzo Orsingher

On the residuals of autoregressive processes and polynomial regression pp. 107-118

R. J. Kulperger

On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails pp. 119-132

Miklós Csörgo and David M. Mason

Lévy's Brownian motion as a set-indexed process and a related central limit theorem pp. 133-145

Mina Ossiander and Ronald Pyke

Fluctuations in certain dynamical systems with averaging pp. 147-157

Hisao Watanabe

On a randomized strategy in Neveu's stopping problem pp. 159-166

M. Yasuda

Tightness of pairs of tight càdlàg processes pp. 167-177

Ioana Schiopu-Kratina

1985, volume 20, articles 2

Systems weakend by failures pp. 181-196

Ilkka Norros

Conditional laplace transforms for bayesian nonparametric inference in reliabity theory pp. 197-212

Larry P. Ammann

Conjugate processes and the silumation of ruin problems pp. 213-229

Asmussen, S[solidus in Circle]ren

Resampling a coverage pattern pp. 231-246

Peter Hall

Bounded, attractive and repulsive Markov specifications on trees and on the one-dimensional lattice pp. 247-256

Stan Zachary

More limit theory for the sample correlation function of moving averages pp. 257-279

Richard Davis and Sidney Resnick

Partitions of point processes: Multivariate poisson approximations pp. 281-294

Richard F. Serfozo

Bilinear markovian representation and bilinear models pp. 295-306

Dinh Tuan Pham

An asymptotic representation for products of random matrices pp. 307-314

C. C. Heyde

On optimal search plans to detect a target moving randomly on the real line pp. 315-321

John G. Wilson

Noise can create periodic behavior and stabilize nonlinear diffusions pp. 323-331

Michael Scheutzow

The existence of moments of the conditioned limit of the subcritical Crump-Mode-Jagers branching process pp. 333-341

J. H. Bagley

Optimal online detection of parameter changes in two linear models pp. 343-351

H. J. Vaman

Almost sure limit points of independent copies of sample maxima pp. 353-360

S. S. Nayak

1985, volume 20, articles 1

A stochastic calculus for continuous N-parameter strong martingales pp. 1-40

Peter Imkeller

Weak convergence of semimartingales and discretisation methods pp. 41-58

Eckhard Platen and Rolando Rebolledo

On strong invariance for local time of partial sums pp. 59-84

M. Csörgo and P. Révész

Periodic regeneration pp. 85-104

Hermann Thorisson

On the range of a regenerative sequence pp. 105-113

Peter W. Glynn

State estimation for cox processes with unknown probability law pp. 115-131

Alan F. Karr

On first passage time structure of random walks pp. 133-147

Ushio Sumita and Yasushi Masuda

Generation of random processes for fatigue testing pp. 149-156

Sture Holm and Jacques de Maré

Some limit theorems for walsh-harmonizable dyadic stationary sequences pp. 157-167

Y. Endow

Common strict character of some sharp infinite-sequence martingale inequalities pp. 169-179

David C. Cox and Robert P. Kertz