Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Asymptotic properties of autoregressive integrated moving average processes pp. 315-344: Bernt P. Stigum
On dynamic programming: Compactness of the space of policies pp. 345-364: Manfred Schäl
On stopped decision processes with discrete time parameter pp. 365-383: Ulrich Rieder
Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space pp. 385-403: Richard L. Tweedie

Controlled jump processes pp. 259-282: Stanley R. Pliska
On the differentiability of a class of stationary gaussian processes pp. 283-286: P. L. Davies and D. C. Dowson
Convergence in distribution of quotients of order statistics pp. 287-292: B. Smid and A. J. Stam
Some comments on the hazard gradient pp. 293-300: Albert W. Marshall
A second-order approximation for the variance of a renewal reward process pp. 301-314: Mark Brown and Herbert Solomon

Convergence of a local lattice process pp. 115-135: Joshua Chover
Information flow in graphs pp. 137-151: D. A. Dawson
Importance of system components and fault tree events pp. 153-173: Richard E. Barlow and Frank Proschan
Markov chains with replacement pp. 175-184: E. Arjas and T. P. Speed
Further second-order properties of certain single-server queueing systems pp. 185-191: D. J. Daley
Convexity properties, moment inequalities and asymptotic exponential approximations for delay distributions in G1/G/1 systems pp. 193-207: L. E. N. Delbrouck
Critical age-dependent branching process diffusions pp. 209-220: Warren Esty

Limit distributions for the maxima of stationary Gaussian processes pp. 1-18: Y. Mittal and D. Ylvisaker
Optimal search strategies for Wienér processes pp. 19-33: E. M. Klimko and James Yackel
Normed-convergence theory for supercritical branching processes pp. 35-43: E. Seneta
Asymptotic normality of the number of small distances between random points in a cube pp. 45-54: Adri Kester
On the convergence of moments in stationary Markov chains pp. 55-64: P. J. Holewijn and A. Hordijk
Random orthogonal set functions and stochastic models for the gravity potential of the earth pp. 65-72: Steffen L. Lauritzen
The stochastic behavior of a buffer with non-identical input lines pp. 73-88: Haya Kaspi and Michael Rubinovitch
Limit theorems for the integrals of some branching processes pp. 89-111: A. G. Pakes

Random walks on graphs pp. 311-336: F. Göbel and A. A. Jagers
Some results for secondary processes generated by a poisson process pp. 337-348: Mark Brown and Herbert Solomon
Generalized Wald equations in discrete time pp. 349-357: B. M. Brown
On martingale limit theory and strong convergence results for stochastic approximation procedures pp. 359-370: C. C. Heyde
Supercritical age-dependent branching processes with immigration pp. 371-389: Norman Kaplan and A. G. Pakes
Competition between two species pp. 391-398: L. Billard

Weak convergence in applied probability pp. 211-241: Donald L. Iglehart
Equivalence classes of regularly varying functions pp. 243-259: Laurens De Haan
Stochastic integral equations applied to telecommunications traffic without delay pp. 261-280: P. Le Gall
Limit theorems for the integral of a population process with immigration pp. 281-294: Norman Kaplan
Large deviations of renewal processes pp. 295-301: Richard F. Serfozo
Extinction probability for a critical general branching process pp. 303-309: John M. Holte

Girsanov functionals and optimal bang-bang laws for final value stochastic control pp. 127-140: Václav E. Benes
Limit theorems for path-functionals of regenerative processes pp. 141-161: Douglas R. Miller
A random measure model for the emission of pollutants by vehicles on a highway pp. 163-176: P. A. Jacobs
Spectral properties of processes derived from stationary Gaussian sequences pp. 177-181: Julius Blum and Bennett Eisenberg
Walsh-function analysis of a certain class of time series pp. 183-193: P. A. Morettin
A test for superadditivity of the mean value function of a non-homogeneous Poisson process pp. 195-209: Myles Hollander and Frank Proschan

The oscillating random walk pp. 1-29: J. H. B. Kemperman
Superimposed renewal processes and storage with gradual input pp. 31-57: J. W. Cohen
Compensation measures in the theory of Markov chains pp. 59-72: J. Keilson and R. Syski
Extremality of poisson and sample processes pp. 73-83: Olav Kallenberg
Stochastic clearing systems pp. 85-113: Shaler Stidham
On the moments of some first passage times for sums of dependent random variables pp. 115-126: Allan Gut

The limits of sequences of iterated overshoot distribution functions pp. 307-316: Paul van Beek and Jac Braat
Limit theorems for records from discrete distributions pp. 317-334: Wim Vervaat
On the transition from a Markov chain to a continuous time process pp. 335-368: Anders Grimvall
A note on random times pp. 369-374: Jim Pitman and T. P. Speed
The output of a buffered data communication system pp. 375-382: Micheal Rubinovitch
Nonstationary shock models pp. 383-404: M. S. A-Hameed and F. Proschan

On exponential ergodicity and spectral structure for birth-death processes, II pp. 217-235: Herman Callaert and Julian Keilson
Optimal control of stationary Markov processes pp. 237-249: R. Morton
Delayed random walks pp. 251-268: Austin J. Lemoine
Limit theorems for finite dams pp. 269-278: Douglas P. Kennedy
The convergence of Markov chains with nonstationary transition probabilities and constant causative matrix pp. 279-285: Norman J. Pullman and George P. H. Styan
On the weak convergence of Wright-Fisher model pp. 287-306: Harry A. Guess

Asymptotic relations in queueing theory pp. 107-124: J. W. Cohen
Some recent results in infinite divisibility pp. 125-143: F. W. Steutel
Convexity of the bounds induced by Markov's inequality pp. 145-149: Marcel F. Neuts and David B. Wolfson
Further results for ladder processes in continuous time pp. 151-168: N. U. Prabhu and Michael Rubinovitch
On minimizing expected absorption times pp. 169-183: Klaus H. Daniel and Piotr W. Mikulski
On exponential ergodicity and spectral structure for birth-death processes I pp. 187-216: Herman Callaert and Julian Keilson

On a method of Pollaczek pp. 1-9: Lajos Takács
Weak convergence of compound stochastic process, I pp. 11-31: Donald L. Iglehart
Revisits for transient random walk pp. 33-51: C. C. Heyde
On a semi-Markov generalization of the random walk pp. 53-66: Choong K. Cheong and Jozef L. Teugels
Limit laws for record values pp. 67-82: Sidney I. Resnick
Discrete wave-analysis of continuous stochastic processes pp. 83-105: Georg Lindgren