Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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2022, volume 154, articles C

Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton–Jacobi equations pp. 1-25

Jinniao Qiu

Rates of convergence for the superdiffusion in the Boltzmann–Grad limit of the periodic Lorentz gas pp. 26-54

Songzi Li

A numerical scheme for stochastic differential equations with distributional drift pp. 55-90

Tiziano De Angelis, Maximilien Germain and Elena Issoglio

Approximations of Piecewise Deterministic Markov Processes and their convergence properties pp. 91-153

Andrea Bertazzi, Joris Bierkens and Paul Dobson

Regularity of an abstract Wiener integral pp. 154-196

Brice Hannebicque and Érick Herbin

Backward Itô–Ventzell and stochastic interpolation formulae pp. 197-250

P. Del Moral and S.S. Singh

Uniform in time propagation of chaos for a Moran model pp. 251-285

Bertrand Cloez and Josué Corujo

Convergence rate for a class of supercritical superprocesses pp. 286-327

Rongli Liu, Yan-Xia Ren and Renming Song

2022, volume 153, articles C

Large deviations for stochastic equations in Hilbert spaces with non-Lipschitz drift pp. 1-20

Umberto Pappalettera

Long-range contact process and percolation on a random lattice pp. 21-38

Pablo A. Gomes and Bernardo N.B. de Lima

Limit theorems for local times and applications to SDEs with jumps pp. 39-56

Aleksandar Mijatović and Gerónimo Uribe Bravo

Mean-field limits for non-linear Hawkes processes with excitation and inhibition pp. 57-78

P. Pfaffelhuber, S. Rotter and J. Stiefel

Percolation of words on the hypercubic lattice with one-dimensional long-range interactions pp. 79-90

Pablo A. Gomes, Otávio Lima and Roger W.C. Silva

Integrated density of states of the Anderson Hamiltonian with two-dimensional white noise pp. 91-127

Toyomu Matsuda

Weakly constrained-degree percolation on the hypercubic lattice pp. 128-144

Ivailo Hartarsky and Bernardo N.B. de Lima

Linking the mixing times of random walks on static and dynamic random graphs pp. 145-182

Luca Avena, Hakan Güldaş, Remco van der Hofstad, Frank den Hollander and Oliver Nagy

Remarks on power-law random graphs pp. 183-197

Mei Yin

On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields pp. 198-220

Han-Mai Lin and Florence Merlevède

Invasion of cooperative parasites in moderately structured host populations pp. 221-263

Vianney Brouard and Cornelia Pokalyuk

The random cluster model on the complete graph via large deviations pp. 264-282

Darion Mayes

Small counts in nested Karlin’s occupancy scheme generated by discrete Weibull-like distributions pp. 283-320

Alexander Iksanov and Valeriya Kotelnikova

Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations pp. 321-362

Niklas Dexheimer and Claudia Strauch

Quadratic G-BSDEs with convex generators and unbounded terminal conditions pp. 363-390

Ying Hu, Shanjian Tang and Falei Wang

Markov-modulated affine processes pp. 391-422

Kevin Kurt and Rüdiger Frey

Equilibrium in a large Lotka–Volterra system with pairwise correlated interactions pp. 423-444

Maxime Clenet, Hafedh El Ferchichi and Jamal Najim

2022, volume 152, articles C

Concentration inequalities from monotone couplings for graphs, walks, trees and branching processes pp. 1-31

Tobias Johnson and Erol Peköz

Contrast estimation of time-varying infinite memory processes pp. 32-85

Jean-Marc Bardet, Paul Doukhan and Olivier Wintenberger

Multivariate Hawkes processes on inhomogeneous random graphs pp. 86-148

Zoé Agathe-Nerine

Shuffling cards by spatial motion pp. 149-176

Persi Diaconis and Soumik Pal

Spatial integral of the solution to hyperbolic Anderson model with time-independent noise pp. 177-207

Raluca M. Balan and Wangjun Yuan

On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes pp. 208-232

Michael A. Kouritzin and Sounak Paul

Percolation of worms pp. 233-288

Balázs Ráth and Sándor Rokob

Cooling down stochastic differential equations: Almost sure convergence pp. 289-311

Steffen Dereich and Sebastian Kassing

Monotone convex order for the McKean–Vlasov processes pp. 312-338

Yating Liu and Gilles Pagès

Parameterised branching processes: A functional version of Kesten & Stigum theorem pp. 339-377

Cécile Mailler and Jean-François Marckert

Long-term concentration of measure and cut-off pp. 378-423

A.D. Barbour, Graham Brightwell and Malwina Luczak

A central limit theorem for sets of probability measures pp. 424-451

Zengjing Chen and Larry Epstein

Deviation inequalities for stochastic approximation by averaging pp. 452-485

Xiequan Fan, Pierre Alquier and Paul Doukhan

Edgeworth expansions for independent bounded integer valued random variables pp. 486-532

Dmitry Dolgopyat and Yeor Hafouta

Large deviations for Markov jump processes with uniformly diminishing rates pp. 533-559

Andrea Agazzi, Luisa Andreis, Robert I.A. Patterson and D.R. Michiel Renger

2022, volume 151, articles C

Stationary determinantal processes: ψ-mixing property and correlation dimensions pp. 1-22

Shilei Fan, Lingmin Liao and Yanqi Qiu

Distribution dependent SDEs driven by fractional Brownian motions pp. 23-67

Xiliang Fan, Xing Huang, Yongqiang Suo and Chenggui Yuan

Convergence of densities of spatial averages of stochastic heat equation pp. 68-100

Sefika Kuzgun and David Nualart

A probabilistic approach to Neumann problems for elliptic PDEs with nonlinear divergence terms pp. 101-126

Chi Hong Wong, Xue Yang and Jing Zhang

Law of large numbers and fluctuations in the sub-critical and L2 regions for SHE and KPZ equation in dimension d≥3 pp. 127-173

Clément Cosco, Shuta Nakajima and Makoto Nakashima

High points of a random model of the Riemann-zeta function and Gaussian multiplicative chaos pp. 174-190

Louis-Pierre Arguin, Lisa Hartung and Nicola Kistler

Affine pure-jump processes on positive Hilbert–Schmidt operators pp. 191-229

Sonja Cox, Sven Karbach and Asma Khedher

Explicit description of all deflators for market models under random horizon with applications to NFLVR pp. 230-264

Tahir Choulli and Sina Yansori

Boundary Green’s functions and Minkowski content measure of multi-force-point SLEκ(ρ̲) pp. 265-306

Dapeng Zhan

Strict Kantorovich contractions for Markov chains and Euler schemes with general noise pp. 307-341

Lu-Jing Huang, Mateusz B. Majka and Jian Wang

Boundary Harnack principle for diffusion with jumps pp. 342-395

Zhen-Qing Chen and Jie-Ming Wang

Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics pp. 396-435

Elena Bandini, Alessandro Calvia and Katia Colaneri

Coupling of stationary fields with application to arithmetic waves pp. 436-450

Dmitry Beliaev and Riccardo W. Maffucci

Spectral gap of replica exchange Langevin diffusion on mixture distributions pp. 451-489

Jing Dong and Xin T. Tong

Percolation and connection times in multi-scale dynamic networks pp. 490-518

Christian Hirsch, Benedikt Jahnel and Elie Cali

Ergodicity of the infinite swapping algorithm at low temperature pp. 519-552

Georg Menz, André Schlichting, Wenpin Tang and Tianqi Wu

Perturbations of multiple Schramm–Loewner evolution with two non-colliding Dyson Brownian motions pp. 553-570

Jiaming Chen and Vlad Margarint