Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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How small are the increments of a Wiener process? pp. 119-129: M. Csörgo and P. Révész
Conditions for the convergence in distribution of maxima of stationary normal processes pp. 131-139: M. R. Leadbetter, G. Lindgren and H. Rootzén
Alternative models for stationary stochastic processes pp. 141-152: P. M. Robinson
A note on the time series which is the product of two stationary time series pp. 153-157: William E. Wecker
Derived random measures pp. 159-169: A. F. Karr
On convergence rates and the expectation of sums of random variables pp. 171-179: R. A. Maller
A discrete-time single-server queue with set-up time pp. 181-197: Do Le Minh
The limiting distribution for the infinitely deep dam with a Markovian input pp. 199-209: Anthony G. Pakes and R. M. Phatarfod
Controlled one dimensional diffusions with switching costs--average cost criterion pp. 211-227: Bharat T. Doshi
A central limit theorem for mixing stationary point processes pp. 229-242: R. M. Cranwell and N. A. Weiss

On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process pp. 1-9: C. C. Heyde
Non-anticipative representations of Banach space valued gaussian processes with respect to brownian motion pp. 11-32: D. A. Rhoades
Existence and explicit determination of optimal stopping times pp. 33-58: A. G. Mucci
Markov decision processes and strongly excessive functions pp. 59-76: K. M. van Hee and J. Wessels
The distribution of values of trigonometric sums with linearly independent frequencies: Kac's problem revisited pp. 77-85: Richard Barakat
On the invertibility of time series models pp. 87-92: Clive Granger and Allan Andersen
On the longest service time in a busy period of the M[+45 degree rule]G[+45 degree rule]1 queue pp. 93-100: O. J. Boxma
The genealogy of critical branching processes pp. 101-116: R. Durrett

An alternative approach to nonlinear filtering pp. 231-246: Izidor Gertner
Markov Chains with finite convergence time pp. 247-253: Israel Brosh and Yigal Gerchak
Bounds for the variance of certain stationary point processes pp. 255-264: D. J. Daley
Some asymptotic expansions of moments of order statistics pp. 265-275: Peter Hall
Markov chains and processes with a prescribed invariant measure pp. 277-290: Alan F. Karr
On the infinite divisibility of the ratio of two gamma-distributed variables pp. 291-297: Marc Goovaerts, L. D'Hooge and N. De Pril
Distribution results for the occupation measures of continuous Gaussian fields pp. 299-310: Robert J. Adler
Ergodic potential pp. 311-336: R. Syski
Asymptotic property of the distribution of the maxima of a random walk pp. 337-340: Khursheed Alam

Moment inequalities for a class of stochastic systems pp. 123-130: Izzet Sahin
Estimation for discrete time nonhomogeneous Markov chains pp. 131-139: Thomas R. Fleming and David P. Harrington
Optimal replacement policy for the case where the damage process is a one-sided Lévy process pp. 141-151: Dror Zuckerman
On two cascade models pp. 153-163: J. M. F. Chamayou
The inverse balayage problem for Markov chains pp. 165-178: A. F. Karr and A. O. Pittenger
Unimodality preservation in Markov chains pp. 179-190: Julian Keilson and Adri Kester
First-passage times in skip-free processes pp. 191-204: R. L. Tweedie and M. Westcott
Realizing a weak solution on a probability space pp. 205-225: V. E. Benes
On normal characterizations by the distribution of linear forms, assuming finite variance pp. 227-230: Barry C. Arnold and Dean L. Isaacson

Square integrable martingales orthogonal to every stochastic integral pp. 1-7: K. R. Parthasarathy
Branching brownian motion with absorption pp. 9-47: Harry Kesten
First hitting time models for the generalized inverse Gaussian distribution pp. 49-54: Ole Barndorff-Nielsen, P. Blæsild and C. Halgreen
A representation for self-similar processes pp. 55-64: Murad S. Taqqu
First order autoregressive markov processes pp. 65-72: C. D. Lai
Distribution of the minimum number of points in a scanning interval on the line pp. 73-77: Raymond J. Huntington
Continuity of a class of random time transformations pp. 79-99: Inge S. Helland
A local limit theorem for independent random variables pp. 101-111: R. A. Maller
Strongly ergodic Markov chains and rates of convergence using spectral conditions pp. 113-121: Dean Isaacson and Glenn R. Luecke

Strong approximation theorems for density dependent Markov chains pp. 223-240: Thomas G. Kurtz
A central limit theorem for martingales and an application to branching processes pp. 241-252: D. J. Scott
Pathwise uniqueness for solutions of systems of stochastic differential equations pp. 253-260: Thomas C. Gard
Continuity of non-stationary transition matrices pp. 261-266: Robert Fernholz
Buffer overflow calculations using an infinite-capacity model pp. 267-276: Paul J. Schweitzer and Alan G. Konheim
Two-mode control of Brownian Motion with quadratic loss and switching costs pp. 277-289: Bharat T. Doshi
On the maximal content of a dam and logarithmic concave renewal functions pp. 291-304: J. W. Cohen
On the simulation of shot noise and some other random variables pp. 305-316: J. M. F. Chamayou
Almost sure convergence of continuous time branching processes pp. 317-322: D. P. Harrington
Sequential games as stochastic processes pp. 323-336: Arun P. Sanghvi
Differentiation formulas for stochastic integrals in the plane pp. 339-349: Eugene Wong and Moshe Zakai

The efficiency criteria problem for stochastic processes pp. 115-127: Paul D. Feigin
Local and integral properties of a search algorithm of the stochastic approximation type pp. 129-134: Y. Rubinstein and A. Karnovsky
A note on a representation for the Gauss-Poison process pp. 135-137: David R. Brillinger
On multivariate infinitely divisible distributions pp. 139-151: Roger A. Horn and F. W. Steutel
On optimal stopping of a sequence of independent random variables -- probability maximizing approach pp. 153-163: Tomasz Bojdecki
Semi-stationary clearing processes pp. 165-178: Richard Serfozo and Shaler Stidham
Optimal control of a Brownian storage system pp. 179-194: J. Michael Harrison and Allison J. Taylor
A note on reversed conservative processes pp. 195-200: Roy Saunders and Norman C. Severo
Normalizing constants for branching processes in random environments (B.P.R.E.) pp. 201-211: David Tanny
Inventory control with two switch-over levels for a class of M/G/1 queueing systems with variable arrival and service rate pp. 213-222: Henk Tijms and F. A. van der Duyn Schouten