Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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Asymptotic inference for stochastic processes pp. 221-254: Ishwar V. Basawa and B. L. S. Prakasa Rao
Nonhomogeneous markov chains with desired properties - the nearest markovian model pp. 255-270: Dan Teodorescu
Optimal control of one dimensional non-conservative quasi-diffusion processes pp. 271-297: Jürgen Groh
On an optimal stopping problem of Gusein-Zade pp. 299-311: Arthur Q. Frank and Stephen M. Samuels
Invariant problems in dynamic programming- average reward criterion pp. 313-322: David Assaf

Un survol de la theorie de l'integrale stochastique pp. 115-144: C. Dellacherie
Measuring deviations from stationarity pp. 145-160: Dag Tjøstheim
Random time change and recurrent boundary pp. 161-181: François Bronner
Semi-stable Markov processes in rn pp. 183-191: Sun-Wah Kiu
Explicit formula of optimal replacement under additive shock processes pp. 193-208: Keigo Yamada
Interconnections of Markov chains and quasi-reversible queuing networks pp. 209-219: Jean Walrand and Pravin Varaiya

Qualitative behavior of geostochastic systems pp. 1-31: Donald A. Dawson
A process of runs and its convergence to the brownian motion pp. 33-48: B. G. Pittel
Stopping for two-dimensional stochastic processes pp. 49-63: Ely Merzbach
On the law of large numbers for stationary sequences pp. 65-73: R. A. Maller
Selecting the best stable stochastic system pp. 75-85: Y. Rubinstein
Diffusion approximations for models of population growth with logarithmic interactions pp. 87-99: Prajneshu
Another look at independence of hitting place and time for the simple random walk pp. 101-104: E. Seneta
A linear cell-size dependent branching process pp. 105-113: G. R. Grimmett

The martingales of an independent increment process pp. 237-244: Richard Bass
Random evolutions in discrete and continuous time pp. 245-251: Joel E. Cohen
Density averaging for Markov processes and the invariant measures problem pp. 253-259: Arnold Greenland
Equivalent descriptions of perturbed Markov processes pp. 261-272: Paul D. Feigin and Eliezer Rubinstein
A characterization of the rectangular distribution pp. 273-279: Eugene Lukacs
The central limit theorem for time series regression pp. 281-289: E. J. Hannan
Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes pp. 291-305: I. V. Basawa and H. L. Koul
Bayesian non-parametric estimation for age-dependent branching processes pp. 307-318: Richard A. Johnson, V. Susarla and John van Ryzin
A suggestion of a new measure of importance of system components pp. 319-330: Bent Natvig

Maxima of branching random walks vs. independent random walks pp. 117-135: Richard Durrett
Local maxima of the sample functions of the N-parameter Bessel process pp. 137-145: Madan L. Puri and Lanh Tat Tran
On increasing continuous processes pp. 147-154: E. Çinlar
Lp-intensities of random measures pp. 155-161: Olav Kallenberg
On the invariance principle for U-statistics pp. 163-174: Peter Hall
On the first birth and the last death in a generation in a multi-type Markov branching process pp. 175-187: Lutz Edler
Position dependent and stochastic thinning of point processes pp. 189-193: Tim Brown
Simultaneous life testing in a random environment pp. 195-205: Larry P. Ammann
Some first passage problems related to cusum procedures pp. 207-215: Rasul A. Khan
A central limit theorem for the sojourn times of strongly ergodic Markov chains pp. 217-222: E. Bolthausen
Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion pp. 223-235: A. Federgruen, A. Hordijk and Henk Tijms

A representation for the posterior distribution of the location of a moving target pp. 1-17: Thomas L. Corwin
Decomposable jump decision processes pp. 19-33: K. D. Glazebrook
The inverse balayage problem for Markov chains, part II pp. 35-53: A. F. Karr and A. O. Pittenger
Brillinger type mixing conditions for a simple branching diffusion process pp. 55-66: R. Kulperger
Extreme value distribution for normalized sums from stationary Gaussian sequences pp. 67-84: Yashaswini Mittal
The convergence of matrix transforms for certain Markov chains pp. 85-93: B. E. Rhoades
Weak convergence of empirical and quantile processes in sup-norm metrics via kmt-constructions pp. 95-98: Galen R. Shorack
Dirichlet invariant processes and applications to nonparametric estimation of symmetric distribution functions pp. 99-107: S. R. Dalal
A functional central limit theorem for a generalized occupancy problem pp. 109-115: M. P. Quine

Empirical bounds for ruin probabilities pp. 243-255: Jan Grandell
On regular branching processes with infinite mean pp. 257-267: D. R. Grey
Convergence of branching transport processes to branching brownian motion pp. 269-276: Luis G. Gorostiza and Richard J. Griego
The age of a Markov process pp. 277-303: Anthony G. Pakes
Necessary and sufficient conditions for a matrix to be causative in a nonstationary Markov chain pp. 305-314: John Hennessey and Barry V. Bye
Almost sure limiting behaviour of first crossing points of Gaussian sequences pp. 315-321: Jürg Hüsler
A class of second-order stationary random measures pp. 323-334: M. L. Thornett
A self-correcting point process pp. 335-347: Valerie Isham and Mark Westcott
Derivatives of regularly varying functions in Rd and domains of attraction of stable distributions pp. 349-355: L. de Haan and S. I. Resnick
On measures of the distance of a mixture from its parent distribution pp. 357-365: Peter Hall