Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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2023, volume 158, articles C

Change point inference in ergodic diffusion processes based on high frequency data pp. 1-39

Yozo Tonaki and Masayuki Uchida

Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion pp. 40-74

Mrinal K. Ghosh, Subrata Golui, Chandan Pal and Somnath Pradhan

Weak-disorder limit for directed polymers on critical hierarchical graphs with vertex disorder pp. 75-102

Jeremy Clark and Casey Lochridge

Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group pp. 103-133

Hui Xiao, Ion Grama and Quansheng Liu

Spectral norm bounds for block Markov chain random matrices pp. 134-169

Jaron Sanders and Senen–Cerda, Albert

SPDE bridges with observation noise and their spatial approximation pp. 170-207

Giulia di Nunno, Ortiz–Latorre, Salvador and Andreas Petersson

The effect of disorder on quenched and averaged large deviations for random walks in random environments: Boundary behavior pp. 208-237

Rodrigo Bazaes, Chiranjib Mukherjee, Alejandro F. Ramírez and Santiago Saglietti

Markov chain approximations for nonsymmetric processes pp. 238-281

Marvin Weidner

Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains pp. 282-314

S. Valère Bitseki Penda

The discrepancy between min–max statistics of Gaussian and Gaussian-subordinated matrices pp. 315-341

Giovanni Peccati and Nicola Turchi

Statistical test for an urn model with random multidrawing and random addition pp. 342-360

Irene Crimaldi, Pierre-Yves Louis and Ida G. Minelli

On the law of terminal value of additive martingales in a remarkable branching stable process pp. 361-376

Hairuo Yang

Dimension results and local times for superdiffusions on fractals pp. 377-417

Ben Hambly and Peter Koepernik

Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend pp. 418-452

Lanpeng Ji and Xiaofan Peng

Singular value distribution of dense random matrices with block Markovian dependence pp. 453-504

Jaron Sanders and Alexander Van Werde

Fine asymptotics for the maximum degree in weighted recursive trees with bounded random weights pp. 505-569

Laura Eslava, Bas Lodewijks and Marcel Ortgiese

2023, volume 157, articles C

CLT for approximating ergodic limit of SPDEs via a full discretization pp. 1-41

Chuchu Chen, Tonghe Dang, Jialin Hong and Tau Zhou

Convergence of the temporal averages of a metastable system of spiking neurons pp. 42-68

Morgan André

Dual spaces of cadlag processes pp. 69-93

Teemu Pennanen and Ari-Pekka Perkkiö

The replicator equation in stochastic spatial evolutionary games pp. 94-139

Yu-Ting Chen

Existence and smoothness of the densities of stochastic functional differential equations with jumps pp. 140-175

Jiagang Ren and Hua Zhang

Asymptotic expansion and estimates of Wiener functionals pp. 176-248

Nakahiro Yoshida

A stochastic spatial model for the sterile insect control strategy pp. 249-278

Xiangying Huang and Rick Durrett

Fluid limits for earliest-deadline-first networks pp. 279-307

Rami Atar and Yonatan Shadmi

Bridging the first and last passage times for Lévy models pp. 308-334

David Landriault, Bin Li, Mohamed Amine Lkabous and Zijia Wang

Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs pp. 335-375

Shengjun Fan, Ying Hu and Shanjian Tang

Dirichlet form analysis of the Jacobi process pp. 376-412

Martin Grothaus and Max Sauerbrey

Weak solutions for singular multiplicative SDEs via regularization by noise pp. 413-435

Florian Bechtold and Martina Hofmanová

2023, volume 156, articles C

Reduced-form framework for multiple ordered default times under model uncertainty pp. 1-43

Francesca Biagini, Andrea Mazzon and Katharina Oberpriller

On a skew stable Lévy process pp. 44-68

Alexander Iksanov and Andrey Pilipenko

Hydrodynamics of a class of N-urn linear systems pp. 69-100

Xiaofeng Xue

Central limit theorems for discretized occupation time functionals pp. 101-125

Randolf Altmeyer

Strong solutions to reflecting stochastic differential equations with singular drift pp. 126-155

Saisai Yang and Tusheng Zhang

Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut–Elworthy–Li formula for singular SDEs pp. 156-195

Emmanuel Coffie, Sindre Duedahl and Frank Proske

Graphon particle system: Uniform-in-time concentration bounds pp. 196-225

Erhan Bayraktar and Ruoyu Wu

Large deviation principles for renewal–reward processes pp. 226-245

Marco Zamparo

Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility pp. 246-290

Tomasz R. Bielecki, Ziteng Cheng and Ruoting Gong

Singular McKean–Vlasov SDEs: Well-posedness, regularities and Wang’s Harnack inequality pp. 291-311

Panpan Ren

Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm pp. 312-348

Sébastien Gadat and Fabien Panloup

Simulation of reflected Brownian motion on two dimensional wedges pp. 349-378

Pierre Bras and Arturo Kohatsu-Higa

Positive self-similar Markov processes obtained by resurrection pp. 379-420

Panki Kim, Renming Song and Zoran Vondraček

2023, volume 155, articles C

Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus pp. 1-26

Martin Huesmann, Francesco Mattesini and Dario Trevisan

Large deviations for interacting multiscale particle systems pp. 27-108

Z.W. Bezemek and K. Spiliopoulos

The LAN property for McKean–Vlasov models in a mean-field regime pp. 109-146

Laetitia Della Maestra and Marc Hoffmann

Ergodicity of a nonlinear stochastic reaction–diffusion equation with memory pp. 147-179

Hung D. Nguyen

Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems pp. 180-201

Kohei Hayashi

Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes pp. 202-231

Yuan Li, Mikko S. Pakkanen and Almut Veraart

Whittle estimation based on the extremal spectral density of a heavy-tailed random field pp. 232-267

Ewa Damek, Thomas Mikosch, Yuwei Zhao and Jacek Zienkiewicz

Asymptotic behaviour of level sets of needlet random fields pp. 268-318

Radomyra Shevchenko and Anna Paola Todino

Empirical spectral processes for stationary state space models pp. 319-354

Vicky Fasen-Hartmann and Celeste Mayer

Hausdorff and Fourier dimension of graph of continuous additive processes pp. 355-392

Dexter Dysthe and Chun-Kit Lai

On the Hill relation and the mean reaction time for metastable processes pp. 393-436

Manon Baudel, Arnaud Guyader and Tony Lelièvre

Majority dynamics and the median process: Connections, convergence and some new conjectures pp. 437-458

Gideon Amir, Rangel Baldasso and Nissan Beilin

Stability of higher order eigenvalues in dimension one pp. 459-484

Jordan Serres

Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators pp. 485-534

Irène Gannaz

Instantaneous support propagation for Λ-Fleming–Viot processes pp. 535-560

Thomas Hughes and Xiaowen Zhou