Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
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The coalescent pp. 235-248: J. F. C. Kingman
A diffusion process with killing: the time to formation of recurrent deleterious mutant genes pp. 249-261: Samuel Karlin and Simon Tavaré
On convolution tails pp. 263-278: Paul Embrechts and Charles M. Goldie
On some applications of Wald's identity to dams pp. 279-292: Revindra M. Phatarfod
Poisson flows in single class open networks of quasireversible queues pp. 293-303: J. Walrand
Markov chains with almost exponential hitting times pp. 305-310: David J. Aldous
Invariance of Wiener processes and of Brownian bridges by integral transforms and applications pp. 311-318: Paul Deheuvels
A nonparametric procedure to detect periods in time series pp. 319-325: Klaus-J. Miescke and Ernst Pöppel
Transient Behaviour of an M/M/1/N queue pp. 327-331: O. P. Sharma and U. C. Gupta

Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables pp. 121-138: Murad S. Taqqu and Jeffrey B. Goldberg
Stochastic approximation and the final value theorem pp. 139-156: V. Solo
Stochastic approximation with dependent noise pp. 157-170: V. Solo
On the evaluation of fixed permutations as strategies in stochastic scheduling pp. 171-187: K. D. Glazebrook
Time changes of Markov chains pp. 189-199: A. O. Pittenger
Signal estimation using an array of recorders pp. 201-214: P. J. Thomson
Existence of optimal controls for a partially observed semimartingale pp. 215-226: M. Kohlmann
On the reversibility of queueing networks pp. 227-234: Benjamin Melamed

Maximum and minimum of one-dimensional diffusions pp. 1-9: Richard A. Davis
Limit theorems for stochastic measures of the accuracy of density estimators pp. 11-25: Peter Hall
Moments of the number of upcrossings of an absolutely continuous process at points of density of a sample path derivative associated set pp. 27-37: Douglas R. Anderson and Daniel D. Carpenter
Estimation of prediction error variance pp. 39-43: An Hong-Zhi
A statistically important Gaussian Process pp. 45-57: Georg Pflug
Diffusion approximations of age-and-position dependent branching processes pp. 59-74: Frank J. S. Wang
Ratio limit theorems for branching Ornstein-Uhlenbeck processes pp. 75-85: K. Enderle and H. Hering
A class of stochastic processes with a law generalizing a nondecomposable law on the real line pp. 87-117: A. F. Gualtierotti

On the M/G/2 queeing model pp. 231-248: J.W. Cohen
A partially observed poisson process pp. 249-269: Alan F. Karr
Weak convergence for generalized semi-Markov processes pp. 271-291: A. Hordijk and R. Schassberger
A weak convergence theorem for functionals of sums of independent random variables pp. 293-299: Ken-ichi Yoshihara
On a continuous analogue of the stochastic difference equation Xn=[rho]Xn-1+Bn pp. 301-312: Stephen James Wolfe
Reverse-time diffusion equation models pp. 313-326: Brian D.O. Anderson
Stochastic models for the random location of individuals in a habitat pp. 327-333: Naftali A. Langberg, Roger B. Johnson and Ralph A. Bradley

Central limit theorems for point processes pp. 171-186: Gail Ivanoff
Geometric ergodicity of Harris recurrent Marcov chains with applications to renewal theory pp. 187-202: Esa Nummelin and Pekka Tuominen
On the exact asymptotic behaviour of the distribution of ladder epochs pp. 203-214: R. A. Doney
On general quantile process in weighted sup-norm metrics pp. 215-220: Sándor Csörgo
A note on bilinear time series models pp. 221-224: E. J. Hannan
Stationarity and invertibility of simple bilinear models pp. 225-230: B. G. Quinn

Local times of stochastic processes with positive definite bivariate densities pp. 1-26: Simeon M. Berman
Convergence to diffusions with regular boundaries pp. 27-58: Inge S. Helland
On a property related to convergence in probability and some applications to branching processes pp. 59-72: Harry Cohn
Operator self similar stochastic processes in pp. 73-84: R. G. Laha and V. K. Rohatgi
Optimum excess-loss reinsurance: a dynamic framework pp. 85-96: Charles S. Tapiero and Dror Zuckerman
Poisson limits for a hard-core clustering model pp. 97-106: Roy Saunders, Richard J. Kryscio and Gerald M. Funk
Distribution free tests for comparing trends in Poisson series pp. 107-113: Larry Lee

Martingales and stochastic integrals in the theory of continuous trading pp. 215-260: J. Michael Harrison and Stanley R. Pliska
On the time dependent behaviour of the truncated birth-death process pp. 261-271: Erik A. van Doorn
Shock models and the MIFRA property pp. 273-283: Thomas H. Savits and Moshe Shaked
Locally most powerful sequential tests for stochastic processes pp. 285-291: A. Irle
A curious renewal process average pp. 293-295: William S. Jewell
Lim sup behavior of sums of geometrically weighted i.i.d. random variables pp. 297-300: Andrew Rosalsky
On the observation closest to the origin pp. 301-308: L. de Haan and S. I. Resnick
A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables pp. 309-312: Jon A. Wellner
Remarks on the equation dXt = a(Xt)dBt pp. 313-315: Cristina Betz and Henryk Gzyl

An introduction to infinite particle systems pp. 109-150: Richard Durrett
The basic contact processes pp. 151-185: David Griffeath
The rate of convergence for backwards products of a convergent sequence of finite Markov matrices pp. 187-192: Awi Federgruen
Self-adjusting stochastic processes pp. 193-199: Emilio Gagliardo and Clifford Kottman
Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization pp. 201-206: Craig F. Ansley
Criticality conditions for some random environment population processes pp. 207-212: Reg Kulperger and Peter Guttorp

An almost sure invariance principle for partial sums associated with a random field pp. 1-10: Carla C. Neaderhouser
A refinement of the coupling method in renewal theory pp. 11-26: Peter Ney
Estimating quantiles of the cumulative mean function of the nonhomogeneous Poisson process pp. 27-34: L. Lee
Bernoulli two-armed bandits with geometric termination pp. 35-45: Donald A. Berry and W Viscusi
Asymptotic failure distributions pp. 47-56: Gary Gottlieb
Discrete dams with Markovian inputs pp. 57-77: Anthony G. Pakes
An application of a martingale central limit theorem to the standard epidemic model pp. 79-89: Ray Watson
Ergodic Markov chains with finite convergence time pp. 91-99: Bo Lindqvist
The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain pp. 101-108: Hans U. Gerber and Shuo-Yen Robert Li