Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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Estimation and reconstruction for zero-one Markov processes pp. 219-255: Alan F. Karr
A tandem storage system and its diffusion limit pp. 257-274: J. Michael Harrison and L. A. Shepp
Generalized level crossings and tangencies of a random field with smooth sample functions pp. 275-285: Beth Allen
Potential theory for finitely additive Markov chains pp. 287-303: S. Ramakrishnan
Convergence of a recursive robust algorithm with strongly regular observations pp. 305-320: Ulla Holst

Cumulative Bernoulli trials and Krawtchouk processes pp. 113-139: M. R. Hoare and Mizan Rahman
A duality relation for entrance and exit laws for Markov processes pp. 141-156: J. Theodore Cox and Uwe Rösler
Integrals and derivatives of regularly varying functions in d and domains of attraction of stable distributions II pp. 157-170: L. de Haan and E. Omey
A thinning result for pure jump processes pp. 171-177: Fred Böker
Negative binomial distributions for point processes pp. 179-188: Gérard Gregoire
A necessary and sufficient condition for noncertain extinction of a branching process in a random environment (BPRE) pp. 189-197: John Coffey and David Tanny
On the asymptotic behaviour of the empirical random field of the brownian motion pp. 199-204: E. Bolthausen
A theorem on regular infinitely divisible cox processes pp. 205-210: Peter F. Thall
On the mean number of trials until the last trials satisfy a given condition pp. 211-217: Daniel Thorburn

A fluctuation theory for Markov chains pp. 39-54: V. G. Kulkarni and N. U. Prabhu
Generalized Brownian functionals and the Feynman integral pp. 55-69: L. Streit and T. Hida
Invariance principles for stochastic area and related stochastic integrals pp. 71-84: Svante Janson and Michael J. Wichura
On the sequence of partial maxima of some random sequences pp. 85-98: Joaquín Ortega and Mario Wschebor
Optimal stopping for extremal processes pp. 99-111: J. Flatau and A. Irle

Sojourns and extremes of Fourier sums and series with random coefficients pp. 213-238: Simeon M. Berman
Nonlinear filtering equations for two-parameter semimartingales pp. 239-269: H. Korezlioglu, G. Mazziotto and J. Szpirglas
Estimation de la transition de probabilité d'une chaîne de Markov doëblin-récurrente. étude du cas du processus autorégressif général d'ordre 1 pp. 271-293: Paul Doukhan and Marcel Ghindès
The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory pp. 295-311: Esa Nummelin and Pekka Tuominen
A stochastic calculus model of continuous trading: Complete markets pp. 313-316: J. Michael Harrison and Stanley R. Pliska
Maximizing the length of a success run for many-armed bandits pp. 317-325: Donald A. Berry and Bert Fristedt

Ordered thinnings of point processes and random measures pp. 113-132: Fred Böker and Richard Serfozo
A physical basis for Krein's prediction formula pp. 133-154: Brian D. O. Anderson
Counting subsets of the random partition and the 'Brownian Bridge' process pp. 155-167: J. M. DeLaurentis and B. G. Pittel
Three problems on the lengths of increasing runs pp. 169-179: P. Révész
A note on asymptotic inference in a class of non-stationary processes pp. 181-191: Anders Rygh Swensen
On Dynkin's Markov property of random fields associated with symmetric processes pp. 193-201: Bruce Atkinson
Stochastic integration w.r.t. continuous local martingales pp. 203-209: Rajeeva L. Karandikar

Representations, decompositions and sample function continuity of random fields with independent increments pp. 3-30: R. J. Adler, D. Monrad, R. H. Scissors and R. Wilson
Two-parameter diffusion processes and martingales pp. 31-57: D. Nualart
Local times for two-parameter Lévy processes pp. 59-82: Maria E. Vares
Non-stationary inventory position processes pp. 83-91: C. S. Sung
On estimator efficiency in stochastic processes pp. 93-98: Trevor Sweeting
The asymptotic distribution of weighted empirical distribution functions pp. 99-109: David M. Mason

State estimation for cox processes on general spaces pp. 209-232: Alan F. Karr
Estimation and control for linear, partially observable systems with non-gaussian initial distribution pp. 233-248: Václav E. Benes and Ioannis Karatzas
Estimation of the Gauss-Markov process from observation of its sign pp. 249-265: David Slepian
Small-sample properties of maximum probability estimators pp. 267-277: Lionel Weiss
A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times pp. 279-295: W. Dunsmuir
Extreme values of Markov population processes pp. 297-313: A. D. Barbour
Hitting time of a moving boundary for a diffusion pp. 315-325: R. F. Bass and K. B. Erickson

On tightness and stopping times pp. 109-146: J. Jacod, J. Memin and M. Metivier
On crossing of Gaussian fields pp. 147-155: Mario Wschebor
Approximations of some hazard rate estimators in a competing risks model pp. 157-174: Murray D. Burke
A limit theorem for the continuous state branching process pp. 175-186: Yi Ci Zhang
Lacunary systems and generalized linear processes pp. 187-199: Tze Leung Lai and Ching Zong Wei
A note on weak convergence of mean residual life of stationary mixing random variables pp. 201-208: Ibrahim A. Ahmad

A model for the transport of solid particles in a fluid flow pp. 1-17: J. Gani and P. Todorovic
A limit theorem for particle numbers in bounded domains of a branching diffusion process pp. 19-40: Yukio Ogura
Asymptotically minimax tests of composite hypotheses for nonergodic type processes pp. 41-54: I. V. Basawa and H. L. Koul
Empirical processes indexed by smooth functions pp. 55-66: Winfried Stute
Absolute regularity and functions of Markov chains pp. 67-77: Richard C. Bradley
Inhomogeneous Markov branching processes: Supercritical case pp. 79-91: H. Cohn and H. Hering
A bound for the expected hitting time of storage processes pp. 93-105: Keigo Yamada