Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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2023, volume 161, articles C

Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching pp. 1-23

Jinghai Shao, Lingdi Wang and Qiong Wu

New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion pp. 24-67

Nguyen Huy Tuan, Tomás Caraballo and Tran Ngoc Thach

Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference pp. 68-101

Gloria Buriticá, Thomas Mikosch and Olivier Wintenberger

Renewal Contact Processes: Phase transition and survival pp. 102-136

Luiz Renato Fontes, Thomas S. Mountford, Daniel Ungaretti and Maria Eulália Vares

Perturbations of singular fractional SDEs pp. 137-172

Paul Gassiat and Łukasz Mądry

Random motions in R3 with orthogonal directions pp. 173-200

Fabrizio Cinque and Enzo Orsingher

Nonlinear Poisson autoregression and nonlinear Hawkes processes pp. 201-241

Lorick Huang and Mahmoud Khabou

Convergence rates in the functional CLT for α-mixing triangular arrays pp. 242-290

Yeor Hafouta

Stochastic Volterra equations with Hölder diffusion coefficients pp. 291-315

David J. Prömel and David Scheffels

Almost sure contraction for diffusions on Rd. Application to generalized Langevin diffusions pp. 316-349

Pierre Monmarché

Hydrodynamics for the ABC model with slow/fast boundary pp. 350-384

Patricia Gonçalves, Ricardo Misturini and Alessandra Occelli

Kolmogorov equations on spaces of measures associated to nonlinear filtering processes pp. 385-423

Mattia Martini

Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution pp. 424-450

Tomasz Klimsiak and Maurycy Rzymowski

Asymptotic results of a multiple-entry reinforcement process pp. 451-489

Caio Alves, Rodrigo Ribeiro and Daniel Valesin

Order estimate of functionals related to fractional Brownian motion pp. 490-543

Hayate Yamagishi and Nakahiro Yoshida

Fractal dimensions of the Rosenblatt process pp. 544-571

Lara Daw and George Kerchev

Simplified calculus for semimartingales: Multiplicative compensators and changes of measure pp. 572-602

Aleš Černý and Johannes Ruf

2023, volume 160, articles C

The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems pp. 1-32

Joe Jackson

Large deviation for a 3D globally modified Cahn–Hilliard–Navier–Stokes model under random influences pp. 33-71

G. Deugoué and T. Tachim Medjo

Two repelling random walks on Z pp. 72-88

Fernando P.A. Prado, Cristian F. Coletti and Rafael A. Rosales

An expansion formula for Hawkes processes and application to cyber-insurance derivatives pp. 89-119

Caroline Hillairet, Anthony Réveillac and Mathieu Rosenbaum

Branching random walk with infinite progeny mean: A tale of two tails pp. 120-160

Souvik Ray, Rajat Subhra Hazra, Parthanil Roy and Philippe Soulier

Local and global survival for infections with recovery pp. 161-173

Rangel Baldasso and Alexandre Stauffer

On the optimality of the refraction–reflection strategies for Lévy processes pp. 174-217

Kei Noba

Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales pp. 218-264

Adrien Prodhomme

Exponential ergodicity for singular reflecting McKean–Vlasov SDEs pp. 265-293

Feng-Yu Wang

Strong mixing properties of discrete-valued time series with exogenous covariates pp. 294-317

Lionel Truquet

Asymptotic behaviour of critical decomposable 2-type Galton–Watson processes with immigration pp. 318-350

Mátyás Barczy, Dániel Bezdány and Gyula Pap

Convergence of ASEP to KPZ with basic coupling of the dynamics pp. 351-370

Shalin Parekh

On a multidimensional Brownian motion with a membrane located on a given hyperplane pp. 371-385

B.I. Kopytko and M.I. Portenko

Simultaneous ruin probability for multivariate Gaussian risk model pp. 386-408

Krzysztof Bisewski, Krzysztof Dȩbicki and Nikolai Kriukov

Lines of descent in a Moran model with frequency-dependent selection and mutation pp. 409-457

E. Baake, L. Esercito and S. Hummel

2023, volume 159, articles C

Asymmetric attractive zero-range processes with particle destruction at the origin pp. 1-33

Clément Erignoux, Marielle Simon and Linjie Zhao

Parabolic Anderson model on critical Galton–Watson trees in a Pareto environment pp. 34-100

Eleanor Archer and Anne Pein

Incompressible Euler equations with stochastic forcing: A geometric approach pp. 101-148

Mario Maurelli, Klas Modin and Alexander Schmeding

Optimal control of martingales in a radially symmetric environment pp. 149-198

Alexander M.G. Cox and Benjamin A. Robinson

Solutions of kinetic-type equations with perturbed collisions pp. 199-224

Dariusz Buraczewski, Piotr Dyszewski and Alexander Marynych

Tightness of discrete Gibbsian line ensembles pp. 225-285

Christian Serio

Persistence probabilities of weighted sums of stationary Gaussian sequences pp. 286-319

Frank Aurzada and Sumit Mukherjee

An optimal sequential procedure for determining the drift of a Brownian motion among three values pp. 320-349

B. Buonaguidi

Itô’s formula for flows of measures on semimartingales pp. 350-390

Xin Guo, Huyên Pham and Xiaoli Wei

On the exact orders of critical value in Finitary Random Interlacements pp. 391-427

Zhenhao Cai and Yuan Zhang

Porous media equations with nonlinear gradient noise and Dirichlet boundary conditions pp. 428-498

Andrea Clini

Pathwise regularisation of singular interacting particle systems and their mean field limits pp. 499-540

Fabian A. Harang and Avi Mayorcas

Asymptotics for pull on the complete graph pp. 541-563

Konstantinos Panagiotou and Simon Reisser

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