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Editor: T. Mikosch
Description: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Series handle: RePEc:eee:spapps
ISSN: 0304-4149
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Content
November 2002, Volume 102, Issue 1
- 25-42 Large deviations for squared radial Ornstein-Uhlenbeck processes
by Zani, Marguerite
- 43-62 Longtime behavior for the occupation time process of a super-Brownian motion with random immigration
by Hong, Wenming
- 63-88 Perfect simulation for interacting point processes, loss networks and Ising models
by Ferrari, Pablo A. & Fernández, Roberto & Garcia, Nancy L.
- 89-102 Elementary divisors and determinants of random matrices over a local field
by Evans, Steven N.
- 103-116 Regularization of differential equations by fractional noise
by Nualart, David & Ouknine, Youssef
- 117-138 Mean distance of Brownian motion on a Riemannian manifold
by Kim, Yoon Tae & Park, Hyun Suk
- 139-158 Hydrodynamic limit for interacting Ornstein-Uhlenbeck particles
by Tremoulet, Christel
October 2002, Volume 101, Issue 2
- 163-183 Anisotropic contact processes on homogeneous trees
by Lalley, Steven P. & Sellke, Thomas M.
- 185-232 Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise
by Mattingly, J. C. & Stuart, A. M. & Higham, D. J.
- 233-239 Precise asymptotics for record times and the associated counting process
by Gut, Allan
- 241-256 On the most visited sites of symmetric Markov processes
by Eisenbaum, Nathalie & Khoshnevisan, Davar
- 257-271 Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes
by Jarner, S. F. & Tweedie, R. L.
- 273-302 Stochastic targets with mixed diffusion processes and viscosity solutions
by Bouchard, Bruno
- 303-325 Existence and regularity of a weak function-solution for some Landau equations with a stochastic approach
by Guérin, H.
September 2002, Volume 101, Issue 1
- 1-41 Continuum limit for some growth models
by Rezakhanlou, Fraydoun
- 43-68 Regularity of the diffusion coefficient for lattice gas reversible under Bernoulli measures
by Bernardin, Cédric
- 69-82 The threshold regime of finite volume bootstrap percolation
by Cerf, R. & Manzo, F.
- 83-111 Probabilistic approach of some discrete and continuous coagulation equations with diffusion
by Deaconu, Madalina & Fournier, Nicolas
- 113-125 Simulation of stochastic integrals with respect to Lévy processes of type G
by Wiktorsson, Magnus
- 127-142 The set-indexed bandit problem
by Aletti, Giacomo & Merzbach, Ely
- 143-160 Functional limit theorems for U-statistics indexed by a random walk
by Cabus, Patricia & Guillotin-Plantard, Nadine
June 2002, Volume 99, Issue 2
- 159-176 Many visits to a single site by a transient random walk in random environment
by Gantert, Nina & Shi, Zhan
- 177-194 Small sets and Markov transition densities
by Kendall, Wilfrid S. & Montana, Giovanni
- 195-208 One-shot coupling for certain stochastic recursive sequences
by Roberts, Gareth O. & Rosenthal, Jeffrey S.
- 209-286 On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
by Delarue, François
- 287-293 About boundedness of stable sequences
by Braverman, Michael
- 295-321 Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency
by Gao, Jiti & Anh, Vo & Heyde, Chris
- 323-348 Bivariate occupation measure dimension of multidimensional processes
by Bardet, Jean-Marc
May 2002, Volume 99, Issue 1
- 1-30 A constructive approach to Euler hydrodynamics for attractive processes. Application to k-step exclusion
by Bahadoran, C. & Guiol, H. & Ravishankar, K. & Saada, E.
- 31-51 A leavable bounded-velocity stochastic control problem
by Karatzas, Ioannis & Ocone, Daniel
- 53-80 Truncation and augmentation of level-independent QBD processes
by Latouche, Guy & Taylor, Peter
- 81-94 Integrability of infinite weighted sums of heavy-tailed i.i.d. random variables
by Zerner, Martin P. W.
- 95-115 Regular variation of GARCH processes
by Basrak, Bojan & Davis, Richard A. & Mikosch, Thomas
- 117-135 Weak convergence for the covariance operators of a Hilbertian linear process
by Mas, André
- 137-157 Poisson limits for U-statistics
by Dabrowski, André R. & Dehling, Herold G. & Mikosch, Thomas & Sharipov, Olimjon
April 2002, Volume 98, Issue 2
- 175-197 Limit theorems for monotonic particle systems and sequential deposition
by Penrose, Mathew D.
- 199-209 Necessary conditions in limit theorems for cumulative processes
by Glynn, Peter W. & Whitt, Ward
- 211-228 Power tailed ruin probabilities in the presence of risky investments
by Kalashnikov, Vladimir & Norberg, Ragnar
- 229-252 Rates of convergence for the Nummelin conditional weak law of large numbers
by Kuelbs, J. & Meda, A.
- 253-287 A time-reversed representation for the tail probabilities of stationary reflected Brownian motion
by Dupuis, Paul & Ramanan, Kavita
- 289-315 The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type
by Kubilius, K.
- 317-330 Jumping SDEs: absolute continuity using monotonicity
by Fournier, Nicolas
- 331-339 How many processes have Poisson counts?
by Brown, Timothy C. & Xia, Aihua
March 2002, Volume 98, Issue 1
- 1-22 Ergodicity of one-dimensional resource sharing systems
by Andjel, Enrique & López, F. Javier & Sanz, Gerardo
- 23-41 Interacting diffusions in a random medium: comparison and longtime behavior
by Greven, A. & Klenke, A. & Wakolbinger, A.
- 43-66 Linear growth for greedy lattice animals
by Martin, James B.
- 67-76 Prediction with incomplete past of a stationary process
by Bondon, Pascal
- 77-112 Markov renewal theory for stationary (m+1)-block factors: convergence rate results
by Alsmeyer, Gerold & Hoefs, Volker
- 113-130 Random Markov-self-similar measures
by Liang, Jin-Rong
- 131-149 Pathwise uniqueness for a SDE with non-Lipschitz coefficients
by Swart, J. M.
- 151-174 Ruin probability for Gaussian integrated processes
by Debicki, Krzysztof
February 2002, Volume 97, Issue 2
- 171-198 Lagrangian dynamics for a passive tracer in a class of Gaussian Markovian flows
by Fannjiang, Albert & Komorowski, Tomasz & Peszat, Szymon
- 199-227 The coalescent in population models with time-inhomogeneous environment
by Möhle, M.
- 229-253 On the robustness of backward stochastic differential equations
by Briand, Philippe & Delyon, Bernard & Mémin, Jean
- 255-288 Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging
by Kohlmann, Michael & Tang, Shanjian
- 289-306 Asymptotic stability of the bootstrap sample mean
by del Barrio, Eustasio & Cuesta-Albertos, Juan A. & Matrán, Carlos
- 307-340 The FEXP estimator for potentially non-stationary linear time series
by Hurvich, Clifford M. & Moulines, Eric & Soulier, Philippe
January 2002, Volume 97, Issue 1
- 1-39 BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization
by Lejay, Antoine
- 41-58 Robustness of the nonlinear filter: the correlated case
by Bhatt, Abhay G. & Karandikar, Rajeeva L.
- 59-75 Multilevel clustering of extremes
by Novak, S. Y.
- 77-93 Occupation times and beyond
by Yang, Ming
- 95-110 Environmental Brownian noise suppresses explosions in population dynamics
by Mao, Xuerong & Marion, Glenn & Renshaw, Eric
- 111-145 Adaptive estimation of mean and volatility functions in (auto-)regressive models
by Comte, F. & Rozenholc, Y.
- 147-170 Rate of convergence for parametric estimation in a stochastic volatility model
by Hoffmann, Marc
December 2001, Volume 96, Issue 2
- 177-190 A signal-recovery system: asymptotic properties, and construction of an infinite-volume process
by van den Berg, J. & Tóth, B.
- 191-211 Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential
by Merkl, Franz & Wüthrich, Mario V.
- 213-242 Coloring percolation clusters at random
by Häggström, Olle
- 243-259 Refined distributional approximations for the uncovered set in the Johnson-Mehl model
by Erhardsson, Torkel
- 261-284 Weakly pinned random walk on the wall: pathwise descriptions of the phase transition
by Isozaki, Yasuki & Yoshida, Nobuo
- 285-304 Brownian analogues of Burke's theorem
by O'Connell, Neil & Yor, Marc
- 305-312 The Azéma-Yor embedding in non-singular diffusions
by Pedersen, J. L. & Peskir, G.
- 313-342 Optimal rules for the sequential selection of monotone subsequences of maximum expected length
by Bruss, F. Thomas & Delbaen, Freddy
November 2001, Volume 96, Issue 1
- 1-16 A generalization of functional law of the iterated logarithm for (r,p)-capacities on the Wiener space
by Wang, Wensheng
- 17-72 Self-intersection local time of order k for Gaussian processes in
by Talarczyk, Anna
- 73-98 Local approximations of Markov random walks by diffusions
by Konakov, Valentin & Mammen, Enno
- 99-121 Convergence of locally and globally interacting Markov chains
by Föllmer, Hans & Horst, Ulrich
- 123-142 Limit theorems for iterated random functions by regenerative methods
by Alsmeyer, Gerold & Fuh, Cheng-Der
- 143-159 Large deviations for martingales
by Lesigne, Emmanuel & Volný, Dalibor
- 161-175 On estimation of time dependent spatial signal in Gaussian white noise
by Chow, P. -L. & Khasminskii, R. & Liptser, R.
October 2001, Volume 95, Issue 2
- 177-202 Sharp estimates and a central limit theorem for the invariant law for a large star-shaped loss network
by Graham, Carl
- 203-217 Moderate deviations for Markov chains with atom
by Djellout, H. & Guillin, A.
- 219-233 Lyapunov exponents of nilpotent Itô systems with random coefficients
by Baxendale, Peter H. & Goukasian, Levon
- 235-244 Percolation diffusion
by Lundh, Torbjörn
- 245-283 Anticipative Markovian transformations on the Poisson space
by Nicaise, Florent
- 285-309 Long-time behaviour of nonautonomous SPDE's
by Maslowski, Bohdan & Simão, Isabel
- 311-328 Strassen's law of the iterated logarithm for negatively associated random vectors
by Zhang, Li-Xin
- 329-341 Distributions for the risk process with a stochastic return on investments
by Wang, Guojing & Wu, Rong
September 2001, Volume 95, Issue 1
- 1-24 Ergodic properties of the nonlinear filter
by Budhiraja, A.
- 25-54 Optimal speed of detection in generalized Wiener disorder problems
by Vellekoop, M. H. & Clark, J. M. C.
- 55-61 An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions
by Hu, Taizhong & Zhu, Zegang
- 63-81 Invariance principles for adaptive self-normalized partial sums processes
by Rackauskas, Alfredas & Suquet, Charles
- 83-107 Asymptotic properties and absolute continuity of laws stable by random weighted mean
by Liu, Quansheng
- 109-132 Logarithmic Sobolev inequalities for some nonlinear PDE's
by Malrieu, F.
- 133-149 Forward and backward diffusion approximations for haploid exchangeable population models
by Möhle, M.
- 151-176 Applications of the continuous-time ballot theorem to Brownian motion and related processes
by Schweinsberg, Jason
August 2001, Volume 94, Issue 2
- 171-197 Annealed large deviations for diffusions in a random Gaussian shear flow drift
by Castell, F. & Pradeilles, F.
- 199-239 On random perturbations of Hamiltonian systems with many degrees of freedom
by Freidlin, Mark & Weber, Matthias
- 241-270 Local hitting and conditioning in symmetric interval partitions
by Kallenberg, Olav
- 271-300 On extremes and streams of upcrossings
by Albin, J. M. P.
- 301-315 Tanaka formula for the fractional Brownian motion
by Coutin, Laure & Nualart, David & Tudor, Ciprian A.
- 317-337 Euler's approximations of solutions of SDEs with reflecting boundary
by Slominski, Leszek
- 339-354 On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type
by Liu, Jicheng
July 2001, Volume 94, Issue 1
- 1-27 Fluctuations for [backward difference][phi] interface model on a wall
by Funaki, Tadahisa & Olla, Stefano
- 29-49 Lyapunov exponents of Poisson shot-noise velocity fields
by Çaglar, Mine & Çinlar, Erhan
- 51-70 Moderate deviations for Markovian occupation times
by Chen, Xia
- 71-93 Joint distributions of the maximum and the process for higher-order diffusions
by Beghin, L. & Orsingher, E. & Ragozina, T.
- 95-103 An adaptive simulated annealing algorithm
by Gong, Guanglu & Liu, Yong & Qian, Minping
- 105-134 A universal result in almost sure central limit theory
by Berkes, István & Csáki, Endre
- 135-154 Convergence in probability and almost sure with applications
by Cohn, Harry
- 155-170 Note on the knapsack Markov chain
by Löwe, Matthias & Meise, Christian
June 2001, Volume 93, Issue 2
- 181-204 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part I
by Buckdahn, Rainer & Ma, Jin
- 205-228 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part II
by Buckdahn, Rainer & Ma, Jin
- 229-240 On averaging principle for diffusion processes with null-recurrent fast component
by Khasminskii, R. & Krylov, N.
- 241-268 Burgers turbulence initialized by a regenerative impulse
by Winkel, Matthias
- 269-284 On stochastic partial differential equations with spatially correlated noise: smoothness of the law
by Márquez-Carreras, D. & Mellouk, M. & Sarrà, M.
- 285-300 Scaling limit solution of a fractional Burgers equation
by Ruiz-Medina, M. D. & Angulo, J. M. & Anh, V. V.
- 301-316 On the surviving probability of an annihilating branching process and application to a nonlinear voter model
by Alili, Smail & Ignatiouk-Robert, Irina
- 317-337 A strong invariance principle for the logarithmic average of sample maxima
by Fahrner, Ingo
- 339-348 Stationary Markov chains with linear regressions
by Bryc, Wlodzimierz
- 349-349 Acknowledgement of priority
by Wood, Andrew T. A.
May 2001, Volume 93, Issue 1
- 1-24 On the quantity and quality of single nucleotide polymorphisms in the human genome
by Durrett, Richard & Limic, Vlada
- 25-56 Asymptotic fluctuations of a particle system with singular interaction
by Israelsson, Stefan
- 57-85 Homogenization of random parabolic operator with large potential
by Campillo, Fabien & Kleptsyna, Marina & Piatnitski, Andrey
- 87-107 On the maximum of a subcritical branching process in a random environment
by Afanasyev, V. I.
- 109-117 On Bernstein-type inequalities for martingales
by Dzhaparidze, K. & van Zanten, J. H.
- 119-148 Long strange segments in a long-range-dependent moving average
by T. Rachev, Svetlozar & Samorodnitsky, Gennady
- 149-180 Stochastic optimization under constraints
by Mnif, Mohammed & Pham, Huyên
April 2001, Volume 92, Issue 2
- 181-200 A strong invariance principle for two-dimensional random walk in random scenery
by Csáki, Endre & Révész, Pál & Shi, Zhan
- 201-218 Polling systems in the critical regime
by Menshikov, Mikhail & Zuyev, Sergei
- 219-236 Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps
by Applebaum, David & Tang, Fuchang
- 237-263 On the behavior of solutions to certain parabolic SPDE's driven by wiener processes
by Bergé, Benjamin & D. Chueshov, Igor & Vuillermot, Pierre-A.
- 265-285 Finite and infinite time ruin probabilities in a stochastic economic environment
by Nyrhinen, Harri
- 287-313 Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging
by Guillin, Arnaud
- 315-343 The periodogram of an i.i.d. sequence
by Fay, Gilles & Soulier, Philippe
- 345-354 Drift conditions and invariant measures for Markov chains
by Tweedie, R. L.
March 2001, Volume 92, Issue 1
- 1-9 Limit distributions of some integral functionals for null-recurrent diffusions
by Khasminskii, R.
- 11-30 Non-linear functionals of the Brownian bridge and some applications
by Berzin-Joseph, Corinne & León, José R. & Ortega, Joaquín
- 31-60 Strong approximation of fractional Brownian motion by moving averages of simple random walks
by Szabados, Tamás
- 61-85 Fluctuation of the transition density for Brownian motion on random recursive Sierpinski gaskets
by Hambly, B. M. & Kumagai, Takashi
- 87-102 Small ball probabilities for Gaussian Markov processes under the Lp-norm
by V. Li, Wenbo
- 103-130 Free lunch and arbitrage possibilities in a financial market model with an insider
by Imkeller, Peter & Pontier, Monique & Weisz, Ferenc
- 131-162 Large deviations for the Fleming-Viot process with neutral mutation and selection, II
by A. Dawson, Donald & Feng, Shui
- 163-180 Generalizations of bold play in red and black
by Pendergrass, Marcus & Siegrist, Kyle
February 2001, Volume 91, Issue 2
January 2001, Volume 91, Issue 1
- 1-20 Two-sided taboo limits for Markov processes and associated perfect simulation
by Glynn, Peter W. & Thorisson, Hermann
- 21-37 Recurrence and transience of multitype branching random walks
by Machado, F. P. & Menshikov, M. V. & Popov, S. Yu.
- 39-46 The CLT for Markov chains with a countable state space embedded in the space lp
by Tsai, Tsung-Hsi
- 47-55 On optional stopping of some exponential martingales for Lévy processes with or without reflection
by Asmussen, Søren & Kella, Offer
- 57-76 Rates of convergence in the functional CLT for multidimensional continuous time martingales
by Courbot, B.
- 77-98 The logarithmic average of sample extremes is asymptotically normal
by Berkes, István & Horváth, Lajos
- 99-113 Stationary self-similar random fields on the integer lattice
by Chi, Zhiyi
- 115-149 Generalization of Itô's formula for smooth nondegenerate martingales
by Moret, S. & Nualart, D.
- 151-168 On the simulation of iterated Itô integrals
by Rydén, Tobias & Wiktorsson, Magnus
December 2000, Volume 90, Issue 2
- 181-206 From metropolis to diffusions: Gibbs states and optimal scaling
by Breyer, L. A. & Roberts, G. O.
- 207-222 Absence of mutual unbounded growth for almost all parameter values in the two-type Richardson model
by Häggström, Olle & Pemantle, Robin
- 223-241 A one-dimensional Poisson growth model with non-overlapping intervals
by Daley, D. J. & Mallows, C. L. & Shepp, L. A.
- 243-262 The necessary and sufficient conditions for various self-similar sets and their dimension
by Hu, Dihe
- 263-275 Individual behaviors of oriented walks
by Fan, Aihua
- 277-300 Weak convergence to the multiple Stratonovich integral
by Bardina, Xavier & Jolis, Maria
- 301-325 Approximation of optimal stopping problems
by Kühne, Robert & Rüschendorf, Ludger
- 327-334 A new method for proving weak convergence results applied to nonparametric estimators in survival analysis
by Dauxois, Jean-Yves
- 335-346 The characteristic polynomial of a random permutation matrix
by Hambly, B. M. & Keevash, P. & O'Connell, N. & Stark, D.
November 2000, Volume 90, Issue 1
- 1-18 Boundary crossings and the distribution function of the maximum of Brownian sheet
by Csáki, Endre & Khoshnevisan, Davar & Shi, Zhan
- 19-42 A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market
by Mania, M.
- 43-66 An infinite system of Brownian balls with infinite range interaction
by Fradon, Myriam & Roelly, Sylvie & Tanemura, Hideki
- 67-81 Convergence to the maximal invariant measure for a zero-range process with random rates
by Andjel, E. D. & Ferrari, P. A. & Guiol, H. & Landim *, C.
- 83-108 On Lp-solutions of semilinear stochastic partial differential equations
by Gyöngy, István & Rovira, Carles
- 109-122 Chaotic and predictable representations for Lévy processes
by Nualart, David & Schoutens, Wim
- 123-144 Multiplicative ergodicity and large deviations for an irreducible Markov chain
by Balaji, S. & Meyn, S. P.
- 145-156 Suprema of compound Poisson processes with light tails
by Braverman, Michael
- 157-174 Convergence of weighted sums of random variables with long-range dependence
by Pipiras, Vladas & Taqqu, Murad S.
- 175-180 The expected wet period of finite dam with exponential inputs
by Lee, Eui Yong & Kinateder, Kimberly K. J.
October 2000, Volume 89, Issue 2
- 175-191 Empirical law of the iterated logarithm for Markov chains with a countable state space
by Tsai, Tsung-Hsi
- 193-211 Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains
by Senoussi, R.
- 213-226 Yang-Mills fields and stochastic parallel transport in small geodesic balls
by Bauer, Robert Otto
- 227-237 Absolute continuity of catalytic measure-valued branching processes
by Klenke, Achim
- 239-260 Reflecting Brownian snake and a Neumann-Dirichlet problem
by Abraham, Romain
- 261-268 Diffusive clustering of interacting Brownian motions on
by Klenke, Achim
- 269-285 Capacitary moduli for Lévy processes and intersections
by Rosen, Jay
- 287-303 Asymptotic behaviour of Gaussian processes with integral representation
by Garet, Olivier
- 305-313 Non-coincidence probabilities and the time-dependent behavior of tandem queues with deterministic input
by Böhm, W.
- 315-331 Measurements of ordinary and stochastic differential equations
by Ubøe, Jan
- 333-354 Entropic repulsion for massless fields
by Deuschel, Jean-Dominique & Giacomin, Giambattista
September 2000, Volume 89, Issue 1
- 1-30 Support theorem for jump processes
by Simon, Thomas
- 31-48 Optimal portfolios for logarithmic utility
by Goll, Thomas & Kallsen, Jan
- 49-68 Characterization of stochastic processes which stabilize linear companion form systems
by Kao, John & Wihstutz, Volker
- 69-79 On large deviations for SDEs with small diffusion and averaging
by Veretennikov, A. Yu.
- 81-99 Probabilistic approximation for a porous medium equation
by Jourdain, B.
- 101-116 Martingale representation theorems for initially enlarged filtrations
by Amendinger, Jürgen
- 117-130 The Markov approximation of the sequences of N-valued random variables and a class of small deviation theorems
by Liu, Wen & Yang, Weiguo
- 131-139 A test for randomness against ARMA alternatives
by Dette, Holger & Spreckelsen, Ingrid
- 141-173 Rare events for stationary processes
by Baccelli, F. & McDonald, D. R.
August 2000, Volume 88, Issue 2
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