Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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2022, volume 148, articles C

Divergence of an integral of a process with small ball estimate pp. 1-24

Yuliya Mishura and Nakahiro Yoshidae

Dimension free convergence rates for Gibbs samplers for Bayesian linear mixed models pp. 25-67

Zhumengmeng Jin and James P. Hobert

Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone pp. 68-97

Robert Elliott, Jinniao Qiu and Wenning Wei

Unique quasi-stationary distribution, with a possibly stabilizing extinction pp. 98-138

Aurélien Velleret

Importance sampling for maxima on trees pp. 139-179

Bojan Basrak, Michael Conroy, Mariana Olvera-Cravioto and Zbigniew Palmowski

Interacting Hawkes processes with multiplicative inhibition pp. 180-226

Céline Duval, Eric Luçon and Christophe Pouzat

Asymptotic fluctuations of geometric q-TASEP, geometric q-PushTASEP and q-PushASEP pp. 227-266

Bálint Vető

Asymptotics of the optimum in discrete sequential assignment pp. 267-277

Antal A. Járai

Backward stochastic differential equations with regime-switching and sublinear expectations pp. 278-298

Engel John C. Dela Vega and Robert J. Elliott

A ℂ0,1-functional Itô’s formula and its applications in mathematical finance pp. 299-323

Bruno Bouchard, Grégoire Loeper and Xiaolu Tan

Local-density dependent Markov processes on graphons with epidemiological applications pp. 324-352

Dániel Keliger, Illés Horváth and Bálint Takács

Vertex reinforced random walks with exponential interaction on complete graphs pp. 353-379

Rafael A. Rosales, Fernando P.A. Prado and Benito Pires

Variational formulas for the exit time of Hunt processes generated by semi-Dirichlet forms pp. 380-399

Lu-Jing Huang, Kyung-Youn Kim, Yong-Hua Mao and Tao Wang

2022, volume 147, articles C

Large deviations of cancer recurrence timing pp. 1-50

Pranav Hanagal, Kevin Leder and Zicheng Wang

Characterisation of L0-boundedness for a general set of processes with no strictly positive element pp. 51-75

Dániel Ágoston Bálint

Universality for random permutations and some other groups pp. 76-106

Mohamed Slim Kammoun

Critical Droplets and sharp asymptotics for Kawasaki dynamics with weakly anisotropic interactions pp. 107-144

Simone Baldassarri and Francesca R. Nardi

An estimate for the radial chemical distance in 2d critical percolation clusters pp. 145-174

Philippe Sosoe and Lily Reeves

Percolation of the excursion sets of planar symmetric shot noise fields pp. 175-209

Raphael Lachieze-Rey and Stephen Muirhead

A characterization of solutions of quadratic BSDEs and a new approach to existence pp. 210-225

Joe Jackson and Gordan Žitković

Remarks on the non-uniqueness in law of the Navier–Stokes equations up to the J.-L. Lions’ exponent pp. 226-269

Kazuo Yamazaki

An urn model with random multiple drawing and random addition pp. 270-299

Irene Crimaldi, Pierre-Yves Louis and Ida G. Minelli

Fokker–Planck equation for Feynman–Kac transform of anomalous processes pp. 300-326

Shuaiqi Zhang and Zhen-Qing Chen

Positive hulls of random walks and bridges pp. 327-362

Thomas Godland and Zakhar Kabluchko

Some properties of solutions of Itô equations with drift in Ld+1 pp. 363-387

N.V. Krylov

Criteria for Poisson process convergence with applications to inhomogeneous Poisson–Voronoi tessellations pp. 388-422

Federico Pianoforte and Matthias Schulte

Change-level detection for Lévy subordinators pp. 423-455

Zeina Al Masry, Landy Rabehasaina and Ghislain Verdier

Cluster point processes and Poisson thinning INARMA pp. 456-480

Zezhun Chen and Angelos Dassios

2022, volume 146, articles C

Limits of invariant measures of stochastic Burgers equations driven by two kinds of α-stable processes pp. 1-21

Xianming Liu

Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds pp. 22-59

Martin Grothaus and Maximilian Constantin Mertin

Correlation bound for a one-dimensional continuous long-range Ising model pp. 60-79

David Hasler, Benjamin Hinrichs and Oliver Siebert

SLLN and annealed CLT for random walks in I.I.D. random environment on Cayley trees pp. 80-97

Siva Athreya, Antar Bandyopadhyay, Amites Dasgupta and Neeraja Sahasrabudhe

Simple bounds for utility maximization with small transaction costs pp. 98-113

Bruno Bouchard and Johannes Muhle-Karbe

Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises pp. 114-142

Jianhai Bao and Jian Wang

Moving average Multifractional Processes with Random Exponent: Lower bounds for local oscillations pp. 143-163

Antoine Ayache and Florent Bouly

SDEs with two reflecting barriers driven by semimartingales and processes with bounded p-variation pp. 164-186

Adrian Falkowski and Leszek Słomiński

Central limit theorem for majority dynamics: Bribing three voters suffices pp. 187-206

Ross Berkowitz and Pat Devlin

The half-space Airy stat process pp. 207-263

D. Betea, P.L. Ferrari and A. Occelli

Large Deviations and Exit-times for reflected McKean–Vlasov equations with self-stabilising terms and superlinear drifts pp. 264-310

Daniel Adams, Gonçalo dos Reis, Romain Ravaille, William Salkeld and Julian Tugaut

Extensions of Bougerol’s identity in law and the associated anticipative path transformations pp. 311-334

Yuu Hariya

On the lack of semimartingale property pp. 335-359

Vilmos Prokaj and László Bondici

Brownian motion conditioned to spend limited time below a barrier pp. 360-381

Frank Aurzada and Dominic T. Schickentanz

On properties of the spherical mixed vector p-spin model pp. 382-413

Antonio Auffinger and Yuxin Zhou

2022, volume 145, articles C

Intertwining relations for diffusions in manifolds and applications to functional inequalities pp. 1-28

Baptiste Huguet

Path decomposition of a reflected Lévy process on first passage over high levels pp. 29-47

Philip S. Griffin

Optimal portfolio choice with path dependent benchmarked labor income: A mean field model pp. 48-85

Boualem Djehiche, Fausto Gozzi, Giovanni Zanco and Margherita Zanella

Extremal clustering under moderate long range dependence and moderately heavy tails pp. 86-116

Zaoli Chen and Gennady Samorodnitsky

Density estimates and short-time asymptotics for a hypoelliptic diffusion process pp. 117-142

Paolo Pigato

Quasistationary distributions and ergodic control problems pp. 143-164

Amarjit Budhiraja, Paul Dupuis, Pierre Nyquist and Guo-Jhen Wu

Heat kernel bounds for a large class of Markov process with singular jump pp. 165-203

Kyung-Youn Kim and Lidan Wang

Probabilistic approach to the heat equation with a dynamic Hardy-type potential pp. 204-225

Izumi Okada and Eiji Yanagida

The best choice problem with random arrivals: How to beat the 1/e-strategy pp. 226-240

Alexander Gnedin

A weak law of large numbers for realised covariation in a Hilbert space setting pp. 241-268

Fred Espen Benth, Dennis Schroers and Almut Veraart

An ODE method to prove the geometric convergence of adaptive stochastic algorithms pp. 269-307

Youhei Akimoto, Anne Auger and Nikolaus Hansen

Multi-dimensional normal approximation of heavy-tailed moving averages pp. 308-334

Ehsan Azmoodeh, Mathias Mørck Ljungdahl and Christoph Thäle

Bayesian sequential least-squares estimation for the drift of a Wiener process pp. 335-352

Erik Ekström, Ioannis Karatzas and Juozas Vaicenavicius