Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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2023, volume 164, articles C

Fluctuations and precise deviations of cumulative INAR time series pp. 1-32

Matthias Kirchner and Giovanni Luca Torrisi

A change of variable formula with applications to multi-dimensional optimal stopping problems pp. 33-61

Cheng Cai and Tiziano De Angelis

Global-in-time probabilistically strong solutions to stochastic power-law equations: Existence and non-uniqueness pp. 62-98

Huaxiang Lü and Xiangchan Zhu

Tail asymptotics for the delay in a Brownian fork-join queue pp. 99-138

Dennis Schol, Maria Vlasiou and Bert Zwart

Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble pp. 139-159

Satoshi Yabuoku

On the concavity of the TAP free energy in the SK model pp. 160-182

Stephan Gufler, Adrien Schertzer and Marius A. Schmidt

A new Mertens decomposition of Yg,ξ-submartingale systems. Application to BSDEs with weak constraints at stopping times pp. 183-205

Roxana Dumitrescu, Romuald Elie, Wissal Sabbagh and Chao Zhou

Mean field games with absorption and common noise with a model of bank run pp. 206-241

Matteo Burzoni and Luciano Campi

A class of dimension-free metrics for the convergence of empirical measures pp. 242-287

Jiequn Han, Ruimeng Hu and Jihao Long

Limit theorems for quantum trajectories pp. 288-310

Tristan Benoist, Jan-Luka Fatras and Clément Pellegrini

On the first and second largest components in the percolated random geometric graph pp. 311-336

Lyuben Lichev, Bas Lodewijks, Dieter Mitsche and Bruno Schapira

Drazin-inverse and heat capacity for driven random walkers on the ring pp. 337-356

Faezeh Khodabandehlou and Irene Maes

The volume of random simplices from elliptical distributions in high dimension pp. 357-382

Anna Gusakova, Johannes Heiny and Christoph Thäle

Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions pp. 383-415

Xiliang Fan, Ting Yu and Chenggui Yuan

Well-posedness of density dependent SDE driven by α-stable process with Hölder drifts pp. 416-442

Mingyan Wu and Zimo Hao

High order asymptotic expansion for Wiener functionals pp. 443-492

Ciprian A. Tudor and Nakahiro Yoshida

2023, volume 163, articles C

On a nonhierarchical generalization of the Perceptron GREM pp. 1-24

Nicola Kistler and Giulia Sebastiani

Spiked multiplicative random matrices and principal components pp. 25-60

Xiucai Ding and Hong Chang Ji

Invariance principle for the capacity and the cardinality of the range of stable random walks pp. 61-84

Wojciech Cygan, Nikola Sandrić and Stjepan Šebek

Asymptotic deviation bounds for cumulative processes pp. 85-105

Patrick Cattiaux, Laetitia Colombani and Manon Costa

Palm measures for Dirac operators and the Sineβ process pp. 106-135

Benedek Valkó and Bálint Virág

Approximation of the invariant measure of stable SDEs by an Euler–Maruyama scheme pp. 136-167

Peng Chen, Chang-Song Deng, René L. Schilling and Lihu Xu

Catoni-style confidence sequences for heavy-tailed mean estimation pp. 168-202

Hongjian Wang and Aaditya Ramdas

Limit theory of sparse random geometric graphs in high dimensions pp. 203-236

Gilles Bonnet, Christian Hirsch, Daniel Rosen and Daniel Willhalm

Stochastic modeling for describing crystallization droplets in water emulsion pp. 237-261

Hammou El-Otmany, Mhamed Eddahbi, Anwar Almualim and Tarik El Rhafiki

Implicit renewal theory for exponential functionals of Lévy processes pp. 262-287

Jonas Arista and Víctor Rivero

Well-posedness of the martingale problem for super-Brownian motion with interactive branching pp. 288-322

Lina Ji, Jie Xiong and Xu Yang

CBI-time-changed Lévy processes pp. 323-349

Claudio Fontana, Alessandro Gnoatto and Guillaume Szulda

Parameter estimation of discretely observed interacting particle systems pp. 350-386

Chiara Amorino, Akram Heidari, Vytautė Pilipauskaitė and Mark Podolskij

Clustering of large deviations in moving average processes: The long memory regime pp. 387-423

Arijit Chakrabarty and Gennady Samorodnitsky

A binary embedding of the stable line-breaking construction pp. 424-472

Franz Rembart and Matthias Winkel

Doubly reflected BSDEs with stochastic quadratic growth: Around the predictable obstacles pp. 473-497

E.H. Essaky, M. Hassani and C.E. Rhazlane

Subcritical superprocesses conditioned on non-extinction pp. 498-534

Rongli Liu, Yan-Xia Ren, Renming Song and Zhenyao Sun

Drift burst test statistic in the presence of infinite variation jumps pp. 535-591

Cecilia Mancini

2023, volume 162, articles C

The Bethe ansatz for sticky Brownian motions pp. 1-48

Dom Brockington and Jon Warren

Limit theorems for discrete multitype branching processes counted with a characteristic pp. 49-75

Konrad Kolesko and Ecaterina Sava-Huss

Weak convergence of non-neutral genealogies to Kingman’s coalescent pp. 76-105

Suzie Brown, Paul A. Jenkins, Adam Johansen and Jere Koskela

Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients pp. 106-170

L. Marino and S. Menozzi

Nonparametric calibration for stochastic reaction–diffusion equations based on discrete observations pp. 171-217

Florian Hildebrandt and Mathias Trabs

Birth Death Swap population in random environment and aggregation with two timescales pp. 218-248

Sarah Kaakai and Nicole El Karoui

On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications pp. 249-298

Camilo Hernández

Multivariate continuous-time autoregressive moving-average processes on cones pp. 299-337

Fred Espen Benth and Sven Karbach

A new integral equation for Brownian stopping problems with finite time horizon pp. 338-360

Sören Christensen and Simon Fischer

Markov projection of semimartingales — Application to comparison results pp. 361-386

Benedikt Köpfer and Ludger Rüschendorf

Scaling limits for a class of regular Ξ-coalescents pp. 387-422

Martin Möhle and Benedict Vetter

Yule’s “nonsense correlation” for Gaussian random walks pp. 423-455

Philip A. Ernst, Dongzhou Huang and Frederi G. Viens

Large sample covariance matrices of Gaussian observations with uniform correlation decay pp. 456-480

Michael Fleermann and Johannes Heiny

Online parameter estimation for the McKean–Vlasov stochastic differential equation pp. 481-546

Louis Sharrock, Nikolas Kantas, Panos Parpas and Grigorios A. Pavliotis

Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls pp. 547-592

Jodi Dianetti and Giorgio Ferrari

Dirichlet fractional Gaussian fields on the Sierpinski gasket and their discrete graph approximations pp. 593-616

Fabrice Baudoin and Li Chen