Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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2022, volume 150, articles C

Strong Gaussian approximation for cumulative processes pp. 1-18

Elena Bashtova and Alexey Shashkin

Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure pp. 19-49

Anders Rønn-Nielsen and Mads Stehr

On the extinction-extinguishing dichotomy for a stochastic Lotka–Volterra type population dynamical system pp. 50-90

Yan-Xia Ren, Jie Xiong, Xu Yang and Xiaowen Zhou

The Smoluchowski–Kramers limits of stochastic differential equations with irregular coefficients pp. 91-115

Longjie Xie and Li Yang

Spatially inhomogeneous populations with seed-banks: II. Clustering regime pp. 116-146

Frank den Hollander and Shubhamoy Nandan

Tails of bivariate stochastic recurrence equation with triangular matrices pp. 147-191

Ewa Damek and Muneya Matsui

Well-posedness and propagation of chaos for McKean–Vlasov equations with jumps and locally Lipschitz coefficients pp. 192-214

Xavier Erny

On ill-posedness of nonlinear stochastic wave equations driven by rough noise pp. 215-249

Aurélien Deya

Inhomogeneous affine Volterra processes pp. 250-279

Julia Ackermann, Thomas Kruse and Ludger Overbeck

Distance covariance for random fields pp. 280-322

Muneya Matsui, Thomas Mikosch, Rasool Roozegar and Laleh Tafakori

Averaging of semigroups associated to diffusion processes on a simplex pp. 323-357

Dimitri Faure

An averaging principle for slow–fast fractional stochastic parabolic equations on unbounded domains pp. 358-396

Jie Xu

Coxeter group actions on interacting particle systems pp. 397-410

Jeffrey Kuan

Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices pp. 411-445

Jean-Marc Azaïs and Céline Delmas

Heavy range of the randomly biased walk on Galton–Watson trees in the slow movement regime pp. 446-509

Xinxin Chen

Asymptotic behaviour of ancestral lineages in subcritical continuous-state branching populations pp. 510-531

Clément Foucart and Martin Möhle

Stationarity and uniform in time convergence for the graphon particle system pp. 532-568

Erhan Bayraktar and Ruoyu Wu

Skorohod and Stratonovich integrals for controlled processes pp. 569-595

Jian Song and Samy Tindel

Limit theorems for linear random fields with innovations in the domain of attraction of a stable law pp. 596-621

Magda Peligrad, Hailin Sang, Yimin Xiao and Guangyu Yang

Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence pp. 622-654

Lijun Bo, Tongqing Li and Xiang Yu

Strong solutions of a stochastic differential equation with irregular random drift pp. 655-677

Helge Holden, Kenneth H. Karlsen and Peter H.C. Pang

Optimal sustainable harvesting of populations in random environments pp. 678-698

Luis H.R. Alvarez E. and Alexandru Hening

Pseudorandom processes pp. 699-715

Tamás F. Móri and Gábor J. Székely

Strict local martingales and the Khasminskii test for explosions pp. 716-728

Aditi Dandapani and Philip Protter

Minimising the expected commute time pp. 729-751

Saul Jacka and Ma. Elena Hernández-Hernández

Iterated Gilbert mosaics pp. 752-781

Francois Baccelli and Ngoc Mai Tran

Expectation of local times and the Dupire formula pp. 782-787

K. Hamza and F.C. Klebaner

Gaussian random fields on the sphere and sphere cross line pp. 788-801

Nicholas H. Bingham and Tasmin L. Symons

Adaptive Huber regression on Markov-dependent data pp. 802-818

Jianqing Fan, Yongyi Guo and Bai Jiang

Constrained optimal stopping, liquidity and effort pp. 819-843

David Hobson and Matthew Zeng

To stay discovered: On tournament mean score sequences and the Bradley–Terry model pp. 844-852

David J. Aldous and Brett Kolesnik

A stochastic calculus for Rosenblatt processes pp. 853-885

Petr Čoupek, Tyrone E. Duncan and Bozenna Pasik-Duncan

AR(1) processes driven by second-chaos white noise: Berry–Esséen bounds for quadratic variation and parameter estimation pp. 886-918

Soukaina Douissi, Khalifa Es-Sebaiy, Fatimah Alshahrani and Frederi G. Viens

Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach pp. 919-937

Kristoffer Glover

The rencontre problem pp. 938-971

F. Thomas Bruss, Philip A. Ernst and Dongzhou Huang

Estimation of α, β and portfolio weights in a pure-jump model with long memory in volatility pp. 972-994

Yichen Zhang and Clifford Hurvich

MFGs for partially reversible investment pp. 995-1014

Haoyang Cao and Xin Guo

Sticky Bessel diffusions pp. 1015-1036

Goran Peskir

Extreme eigenvalues of nonlinear correlation matrices with applications to additive models pp. 1037-1058

Zijian Guo and Cun-Hui Zhang

The 1/e-strategy is sub-optimal for the problem of best choice under no information pp. 1059-1067

F. Thomas Bruss and L.C.G. Rogers

Detecting the presence of a random drift in Brownian motion pp. 1068-1090

P. Johnson, J.L. Pedersen, G. Peskir and C. Zucca

Fiscal stimulus as an optimal control problem pp. 1091-1108

Philip A. Ernst, Michael B. Imerman, Larry Shepp and Quan Zhou

An optimal stopping problem for spectrally negative Markov additive processes pp. 1109-1138

M. Çağlar, A. Kyprianou and C. Vardar-Acar

The Feller Coupling for random derangements pp. 1139-1164

Poly H. da Silva, Arash Jamshidpey and Simon Tavaré

Moments and polynomial expansions in discrete matrix-analytic models pp. 1165-1188

Søren Asmussen and Mogens Bladt

Reflected Brownian motion in the quarter plane: An equivalence based on time reversal pp. 1189-1203

J. Michael Harrison

On a first hit distribution of the running maximum of Brownian motion pp. 1204-1221

Julien Randon-Furling, Paavo Salminen and Pierre Vallois

Bandit and covariate processes, with finite or non-denumerable set of arms pp. 1222-1237

Tze Leung Lai, Michael Benjamin Sklar and Huanzhong Xu

An ℓ∞ asymptotically nearly minimax goodness of fit test pp. 1238-1270

Michael J. Klass

2022, volume 149, articles C

Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality pp. 1-38

Ya Wang, Fuke Wu, George Yin and Chao Zhu

Mean-field limit of age and leaky memory dependent Hawkes processes pp. 39-59

Valentin Schmutz

Strict inequality for bond percolation on a dilute lattice with columnar disorder pp. 60-74

M.R. Hilário, M. Sá and R. Sanchis

Statistical analysis for stationary time series at extreme levels: New estimators for the limiting cluster size distribution pp. 75-106

Axel Bücher and Tobias Jennessen

Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces pp. 107-141

Simon Becker, Carsten Hartmann, Martin Redmann and Lorenz Richter

Large and moderate deviations for stochastic Volterra systems pp. 142-187

Antoine Jacquier and Alexandre Pannier

A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero pp. 188-223

Marco Carfagnini, Juraj Földes and David P. Herzog

Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons pp. 224-247

E. De Santis, A. Galves, G. Nappo and M. Piccioni

Continuum and thermodynamic limits for a simple random-exchange model pp. 248-277

Bertram Düring, Nicos Georgiou, Sara Merino-Aceituno and Enrico Scalas

Stochastic evolution equations driven by cylindrical stable noise pp. 278-307

Tomasz Kosmala and Markus Riedle

RAP-modulated fluid processes: First passages and the stationary distribution pp. 308-340

Nigel G. Bean, Giang T. Nguyen, Bo F. Nielsen and Oscar Peralta

Stochastic Gradient Hamiltonian Monte Carlo for non-convex learning pp. 341-368

Huy N. Chau and Miklós Rásonyi

Range of random walks on free products pp. 369-403

Lorenz A. Gilch

Limit theorems for Hawkes processes including inhibition pp. 404-426

Patrick Cattiaux, Laetitia Colombani and Manon Costa