Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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2023, volume 157, articles C

CLT for approximating ergodic limit of SPDEs via a full discretization pp. 1-41

Chuchu Chen, Tonghe Dang, Jialin Hong and Tau Zhou

Convergence of the temporal averages of a metastable system of spiking neurons pp. 42-68

Morgan André

Dual spaces of cadlag processes pp. 69-93

Teemu Pennanen and Ari-Pekka Perkkiö

The replicator equation in stochastic spatial evolutionary games pp. 94-139

Yu-Ting Chen

Existence and smoothness of the densities of stochastic functional differential equations with jumps pp. 140-175

Jiagang Ren and Hua Zhang

Asymptotic expansion and estimates of Wiener functionals pp. 176-248

Nakahiro Yoshida

A stochastic spatial model for the sterile insect control strategy pp. 249-278

Xiangying Huang and Rick Durrett

Fluid limits for earliest-deadline-first networks pp. 279-307

Rami Atar and Yonatan Shadmi

Bridging the first and last passage times for Lévy models pp. 308-334

David Landriault, Bin Li, Mohamed Amine Lkabous and Zijia Wang

Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs pp. 335-375

Shengjun Fan, Ying Hu and Shanjian Tang

Dirichlet form analysis of the Jacobi process pp. 376-412

Martin Grothaus and Max Sauerbrey

Weak solutions for singular multiplicative SDEs via regularization by noise pp. 413-435

Florian Bechtold and Martina Hofmanová

2023, volume 156, articles C

Reduced-form framework for multiple ordered default times under model uncertainty pp. 1-43

Francesca Biagini, Andrea Mazzon and Katharina Oberpriller

On a skew stable Lévy process pp. 44-68

Alexander Iksanov and Andrey Pilipenko

Hydrodynamics of a class of N-urn linear systems pp. 69-100

Xiaofeng Xue

Central limit theorems for discretized occupation time functionals pp. 101-125

Randolf Altmeyer

Strong solutions to reflecting stochastic differential equations with singular drift pp. 126-155

Saisai Yang and Tusheng Zhang

Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut–Elworthy–Li formula for singular SDEs pp. 156-195

Emmanuel Coffie, Sindre Duedahl and Frank Proske

Graphon particle system: Uniform-in-time concentration bounds pp. 196-225

Erhan Bayraktar and Ruoyu Wu

Large deviation principles for renewal–reward processes pp. 226-245

Marco Zamparo

Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility pp. 246-290

Tomasz R. Bielecki, Ziteng Cheng and Ruoting Gong

Singular McKean–Vlasov SDEs: Well-posedness, regularities and Wang’s Harnack inequality pp. 291-311

Panpan Ren

Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm pp. 312-348

Sébastien Gadat and Fabien Panloup

Simulation of reflected Brownian motion on two dimensional wedges pp. 349-378

Pierre Bras and Arturo Kohatsu-Higa

Positive self-similar Markov processes obtained by resurrection pp. 379-420

Panki Kim, Renming Song and Zoran Vondraček

2023, volume 155, articles C

Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus pp. 1-26

Martin Huesmann, Francesco Mattesini and Dario Trevisan

Large deviations for interacting multiscale particle systems pp. 27-108

Z.W. Bezemek and K. Spiliopoulos

The LAN property for McKean–Vlasov models in a mean-field regime pp. 109-146

Laetitia Della Maestra and Marc Hoffmann

Ergodicity of a nonlinear stochastic reaction–diffusion equation with memory pp. 147-179

Hung D. Nguyen

Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems pp. 180-201

Kohei Hayashi

Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes pp. 202-231

Yuan Li, Mikko S. Pakkanen and Almut Veraart

Whittle estimation based on the extremal spectral density of a heavy-tailed random field pp. 232-267

Ewa Damek, Thomas Mikosch, Yuwei Zhao and Jacek Zienkiewicz

Asymptotic behaviour of level sets of needlet random fields pp. 268-318

Radomyra Shevchenko and Anna Paola Todino

Empirical spectral processes for stationary state space models pp. 319-354

Vicky Fasen-Hartmann and Celeste Mayer

Hausdorff and Fourier dimension of graph of continuous additive processes pp. 355-392

Dexter Dysthe and Chun-Kit Lai

On the Hill relation and the mean reaction time for metastable processes pp. 393-436

Manon Baudel, Arnaud Guyader and Tony Lelièvre

Majority dynamics and the median process: Connections, convergence and some new conjectures pp. 437-458

Gideon Amir, Rangel Baldasso and Nissan Beilin

Stability of higher order eigenvalues in dimension one pp. 459-484

Jordan Serres

Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators pp. 485-534

Irène Gannaz

Instantaneous support propagation for Λ-Fleming–Viot processes pp. 535-560

Thomas Hughes and Xiaowen Zhou

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