Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

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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

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