Contact information of Elsevier
Serial Information
Order information: Postal: http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web:
https://shop.elsevier.com/OOC/InitController?id=505572&ref=505572_01_ooc_1&version=01
To be notified about new items in this series: Free volume/issue alert on ScienceDirect (see also
NEP)
Download restrictions: Full text for ScienceDirect subscribers only
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
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .
Content
November 1996, Volume 63, Issue 2
- 139-152 Estimation for a class of positive nonlinear time series models
by Brown, Tim C. & Feigin, Paul D. & Pallant, Diana L.
- 153-174 On central and non-central limit theorems in density estimation for sequences of long-range dependence
by Hwai-Chung, Ho
- 175-188 Two different kinds of liminfs on the LIL for two-parameter Wiener processes
by Zhang, Li-Xin
- 189-209 Bounded and compact laws of the logarithm for B-valued random variables
by Li, Deli
- 211-219 A lower bound for the order parameter in the one-dimensional contact process
by Gripenberg, Gustaf
- 221-233 Simulated annealing with time-dependent energy function via Sobolev inequalities
by Löwe, Matthias
- 235-263 Parameter estimation and reverse martingales
by Björk, Tomas & Johansson, Björn
- 265-277 Dominated families of martingale, supermartingale and quasimartingale laws
by Frittelli, Marco
October 1996, Volume 63, Issue 1
- 1-10 Asymptotic filtering for finite state Markov chains
by Khasminskii, Rafail & Zeitouni, Ofer
- 11-33 Stochastic representation of diffusions corresponding to divergence form operators
by Rozkosz, Andrzej
- 35-54 On martingale measures when asset returns have unpredictable jumps
by Bardhan, Indrajit & Chao, Xiuli
- 55-65 Unpredictability of an exit time
by Brassesco, S.
- 67-74 An excursion approach to Ray-Knight theorems for perturbed Brownian motion
by Perman, Mihael
- 75-95 Gauss-Newton and M-estimation for ARMA processes with infinite variance
by Davis, Richard A.
- 97-116 Extremes, rainflow cycles and damage functionals in continuous random processes
by Rychlik, Igor
- 117-137 Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
by Horvàth, Lajos & Shao, Qi-Man
July 1996, Volume 62, Issue 2
- 191-222 High-density limits of hierarchically structured branching-diffusing populations
by Dawson, Donald A. & Hochberg, Kenneth J. & Vinogradov, Vladimir
- 223-242 Fourier analysis applied to SPDEs
by Blount, Douglas
- 243-262 An almost sure central limit theorem for the overlap parameters in the Hopfield model
by Gentz, Barbara
- 263-276 Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane
by Liang, Zong-xia & Zheng, Ming-li
- 277-298 Asymptotic singular windings of ergodic diffusions
by Franchi, J.
- 299-325 Transition matrices with equal germs
by Ribe, M.
- 327-345 Weak convergence of sequences of first passage processes and applications
by Ralescu, Stefan S. & Puri, Madan L.
- 347-349 On a renewal process average
by Kamps, Udo
March 1996, Volume 62, Issue 1
- 1-17 An approximation of American option prices in a jump-diffusion model
by Mulinacci, Sabrina
- 19-54 Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
by Arnold, Ludwig & Imkeller, Peter
- 55-72 Markov chain convergence: From finite to infinite
by Rosenthal, Jeffrey S.
- 73-86 Immigration structures associated with Dawson-Watanabe superprocesses
by Li, Zeng-Hu
- 87-101 A set-indexed process in a two-region image
by Müller, Hans-Georg & Song, Kai-Sheng
- 103-114 Stability of backward stochastic differential equations
by Antonelli, Fabio
- 115-138 Weak convergence of stochastic processes indexed by smooth functions
by Arcones, Miguel A.
- 139-168 On the Kullback-Leibler information divergence of locally stationary processes
by Dahlhaus, R.
- 169-178 Analyticity of the density and exponential decay of correlations in 2-d bootstrap percolation
by Fontes, L. R. & Isopi, M. & Sidoravicius, V.
- 179-189 Poisson approximations for Markov-driven point processes
by Blasikiewicz, M. & Brown, Timothy C.
February 1996, Volume 61, Issue 2
- 181-204 Asymmetric conservative processes with random rates
by Benjamini, I. & Ferrari, P. A. & Landim, C.
- 205-221 Quantum operators in classical probability theory: I. "Quantum spin" techniques and the exclusion model of diffusion
by Lloyd, Peter & Sudbury, Aidan & Donnelly, Peter
- 223-248 Stochastic dynamics for an infinite system of random closed strings: A Gibbsian point of view
by Kondratiev, Yu. G. & Roelly, S. & Zessin, H.
- 249-261 A nonstandard form of the rate function for the occupation measure of a Markov chain
by Dupuis, Paul & Zeitouni, Ofer
- 263-275 Moderate deviations for martingales and mixing random processes
by Gao, Fu-Qing
- 277-288 Simple conditions for mixing of infinitely divisible processes
by Rosinski, Jan & Zak, Tomasz
- 289-304 Asymptotics for Euclidean functionals with power-weighted edges
by Redmond, C. & Yukich, J. E.
- 305-310 On the distribution of a randomly discounted compound Poisson process
by Nilsen, Trygve & Paulsen, Jostein
- 311-322 Superposed continuous renewal processes A Markov renewal approach
by Alsmeyer, Gerold
- 323-337 Strong approximations for stochastic differential equations with boundary conditions
by Ferrante, Marco & Kohatsu-Higa, Arturo & Sanz-Solé, Marta
- 339-361 Efficient estimation in a semiparametric additive regression model with autoregressive errors
by Schick, Anton
January 1996, Volume 61, Issue 1
- 1-23 Interface in a one-dimensional Ising spin system
by Bodineau, Thierry
- 25-43 On the length of the shortest crossing in the super-critical phase of Mandelbrot's percolation process
by Chayes, L.
- 45-69 Transition probabilities for the simple random walk on the Sierpinski graph
by Jones, Owen Dafydd
- 71-83 Slow diffusion for a Brownian motion with random reflecting barriers
by Chassaing, Philippe
- 85-108 An averaging principle for dynamical systems in Hilbert space with Markov random perturbations
by Hoppensteadt, F. & Salehi, H. & Skorokhod, A.
- 109-128 On the existence of equivalent [tau]-measures in finite discrete time
by Schürger, Klaus
- 129-145 An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains
by Wen, Liu & Weiguo, Yang
- 147-161 Tails of subordinated laws: The regularly varying case
by Geluk, J. L.
- 163-180 Pseudo-Poisson approximation for Markov chains
by Borovkov, K. A. & Pfeifer, D.
December 1995, Volume 60, Issue 2
- 171-190 Comparing Fleming-Viot and Dawson-Watanabe processes
by Ethier, S. N. & Krone, Stephen M.
- 191-226 Self-intersection local time for Gaussian '(d)-processes: Existence, path continuity and examples
by Bojdecki, Tomasz & Gorostiza, Luis G.
- 227-245 On the connected components of the support of super Brownian motion and of its exit measure
by Abraham, Romain
- 247-260 A stability property of the stochastic heat equation
by Ubøe, Jan & Zhang, Tusheng
- 261-286 Coupling and harmonic functions in the case of continuous time Markov processes
by Cranston, Michael & Greven, Andreas
- 287-311 On the exit law from saddle points
by Day, Martin V.
- 313-330 A CLT for the periodograms of a [varrho]*-mixing random field
by Miller, Curtis
- 331-342 Moving-average representation of autoregressive approximations
by Bühlmann, Peter
- 343-353 Strong approximation for cross-covariances of linear variables with long-range dependence
by Kouritzin, Michael A.
November 1995, Volume 60, Issue 1
- 1-18 A class of micropulses and antipersistent fractional Brownian motion
by Cioczek-Georges, R. & Mandelbrot, B. B.
- 19-47 Fractional ARIMA with stable innovations
by Kokoszka, Piotr S. & Taqqu, Murad S.
- 49-63 On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables
by Hsing, Tailen
- 65-85 A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space
by Ahmed, N. U. & Ding, X.
- 87-102 On transient Bessel processes and planar Brownian motion reflected at their future infima
by Shi, Z.
- 103-111 Limit theorems for diffusions with a random potential
by Mathieu, Pierre
- 113-130 Further applications of a general rate conservation law
by Bardhan, Indrajit
- 131-146 On a stochastic delay difference equation with boundary conditions and its Markov property
by Baccin, Maria C. & Ferrante, Marco
- 147-160 Approximations of large population epidemic models
by Garcia, Nancy Lopes
- 161-169 On large increments of infinite series of Ornstein-Uhlenbeck processes
by Lin, Z. Y.
October 1995, Volume 59, Issue 2
- 175-184 Logarithmic averages for the local times of recurrent random walks and Lévy processes
by Marcus, Michael B. & Rosen, Jay
- 185-216 Many multivariate records
by Goldie, Charles M. & Resnick, Sidney I.
- 217-233 Sample quantiles of heavy tailed stochastic processes
by Embrechts, Paul & Samorodnitsky, Gennady
- 235-249 Exponential convergence for attractive reversible subcritical nearest particle systems
by Mountford, T. S.
- 251-266 Supercritical behaviors in first-passage percolation
by Zhang, Yu
- 267-275 Random-cluster measures and uniform spanning trees
by Häggström, Olle
- 277-293 Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures
by Xie, Yingchao
- 295-308 Approximations for stochastic differential equations with reflecting convex boundaries
by Pettersson, Roger
- 309-320 Large deviations for moving average processes
by Jiang, Tiefeng & Rao, M. Bhaskara & Wang, Xiangchen
- 321-341 Global Strassen-type theorems for iterated Brownian motions
by Csáki, Endre & Csörgo, Miklós & Földes, Antónia & Révész, Pál
- 343-351 On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes
by Yokoyama, Ryozo
September 1995, Volume 59, Issue 1
- 1-20 The packing measure of the support of super-Brownian motion
by Le Gall, J.-F. & Perkins, E.A. & Taylor, S.J.
- 21-42 On the ultimate value of local time of one-dimensional super-Brownian motion
by Kaj, I. & Salminen, P.
- 43-53 On positive solutions of some nonlinear differential equations -- A probabilistic approach
by Sheu, Yuan-Chung
- 55-79 Weak convergence of stochastic integrals driven by martingale measure
by Cho, Nhansook
- 81-104 The generalized covariation process and Ito formula
by Russo, Francesco & Vallois, Pierre
- 105-123 Weight functions and pathwise local central limit theorems
by Horvath, Lajos & Khoshnevisan, Davar
- 125-142 A Chung type law of the iterated logarithm for subsequences of a Wiener process
by Shao, Qi-Man
- 143-155 Distant long-range dependent sums and regression estimation
by Csörgo, Sándor & Mielniczuk, Jan
- 157-173 Upper and lower bounds on the rate of convergence for nonhomogeneous birth and death processes
by Zeifman, A.I.
August 1995, Volume 58, Issue 2
- 187-204 Absolute continuity of one-sided random translations
by Sato, Hiroshi & Tamashiro, Masakazu
- 205-216 On the first passage times for Markov processes with monotone convex transition kernels
by Li, Haijun & Shaked, Moshe
- 217-245 On the law of the iterated logarithm for canonical U-statistics and processes
by Arcones, Miguel A. & Giné, Evarist
- 247-265 The blockwise bootstrap for general empirical processes of stationary sequences
by Bühlmann, Peter
- 267-279 The Csörgo-Révész modulus of non-differentiability of iterated Brownian motion
by Hu, Y. & Shi, Z.
- 281-292 Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients
by Mao, Xuerong
- 293-317 Constructing quantum measurement processes via classical stochastic calculus
by Barchielli, A. & Holevo, A. S.
- 319-327 Multiplicative functionals of Lévy processes
by Ying, Jiangang
- 329-360 Remarques sur l'ergodicité des algorithmes de recuit simulé sur un graphe
by Miclo, Laurent
July 1995, Volume 58, Issue 1
- 1-21 On moduli of continuity for local times of Gaussian processes
by Csörgo, Miklós & Lin, Zheng-Yan & Shao, Qi-Man
- 23-34 On large deviations of empirical measures for stationary Gaussian processes
by Bryc, Wlodzimierz & Dembo, Amir
- 35-55 Quite weak Bernoulli with exponential rate and percolation for random fields
by Burton, Robert M. & Steif, Jeffrey E.
- 57-72 Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise
by Gyöngy, István & Nualart, David
- 73-89 Occupation time distributions for Lévy bridges and excursions
by Fitzsimmons, P. J. & Getoor, R. K.
- 91-103 Upper and lower classes for 2 - and p-norms of Brownian motion and norms of [alpha]-stable motion
by Albin, J. M. P.
- 105-119 Ladder height distributions with marks
by Asmussen, Søren & Schmidt, Volker
- 121-137 On the typical level crossing time and path
by Nyrhinen, Harri
- 139-154 Excursions of the workload process in G/GI/1 queues
by Guillemin, Fabrice M. & Mazumdar, Ravi R.
- 155-172 Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process
by Truong-Van, B.
- 173-185 Ergodic theorems for transient one-dimensional diffusions
by Athreya, K. B. & Weerasinghe, A. P. N.
June 1995, Volume 57, Issue 2
- 191-224 Large deviations: From empirical mean and measure to partial sums process
by Dembo, Amir & Zajic, Tim
- 225-245 Formule de Green, lacet brownien plan et aire de Lévy
by Werner, Wendelin
- 247-271 Nonlinear master equation of multitype particle systems
by Feng, Shui
- 273-284 The Benes equation and stochastic calculus of variations
by Decreusefond, L. & Üstünel, A. S.
- 285-304 Limit theory and bootstrap for explosive and partially explosive autoregression
by Datta, Somnath
- 305-317 Local asymptotic quadraticity of stochastic process models based on stopping times
by Luschgy, Harald
- 319-337 The lifetime of conditioned diffusions associated with some degenerate elliptic operators
by Gao, Ping
- 339-359 Markov branching processes regulated by emigration and large immigration
by Chen, Anyue & Renshaw, Eric
May 1995, Volume 57, Issue 1
- 1-10 Compactness in the theory of large deviations
by O'Brien, George L. & Vervaat, Wim
- 11-18 On pathwise stochastic integration
by Karandikar, Rajeeva L.
- 19-38 The favorite point of a Poisson process
by Khoshnevisan, Davar & Lewis, Thomas M.
- 39-71 Limit theorems for stable processes with application to spectral density estimation
by Hsing, Tailen
- 73-82 Quasilinear stochastic elliptic equations with reflection
by Nualart, David & Tindel, Samy
- 83-98 Stopping and set-indexed local martingales
by Ivanoff, B. Gail & Merzbach, Ely
- 99-112 The contact process on a tree: Behavior near the first phase transition
by Wu, C. Chris
- 113-148 Green formulas in anticipating stochastic calculus
by Delgado, Rosario & Sanz-Solé, Marta
- 149-165 Synthetic replication of American contingent claims when portfolios are constrained
by Bardhan, Indrajit
- 167-189 Bahadur-Kiefer representations for GM-estimators in autoregression models
by Koul, Hira L. & Zhu, Zhiwei
April 1995, Volume 56, Issue 2
- 185-205 Critical length for semi-oriented bootstrap percolation
by Mountford, T. S.
- 207-231 Functionals of infinitely divisible stochastic processes with exponential tails
by Braverman, Michael & Samorodnitsky, Gennady
- 233-246 Necessary conditions for the existence of conditional moments of stable random variables
by Cioczek-Georges, Renata & Taqqu, Murad S.
- 247-273 Utility maximization with partial information
by Lakner, Peter
- 275-294 A modified bootstrap for branching processes with immigration
by Datta, Somnath & Sriram, T. N.
- 295-305 Convergence of independent particle systems
by Hoffman, John R. & Rosenthal, Jeffrey S.
- 307-319 Estimation of variance of partial sums of an associated sequence of random variables
by Peligard, Magda & Suresh, Ram
- 321-335 Factorial moment expansion for stochastic systems
by Blaszczyszyn, B.
- 337-349 Stochastic Volterra equations with singular kernels
by Cochran, W. George & Lee, Jung-Soon & Potthoff, Jürgen
- 351-355 A note on the relationship between the rate functions for stationary dependent random sequences in [tau]-topology and the relative entropy
by Hu, Yijun
March 1995, Volume 56, Issue 1
- 1-34 Chaos expansions of double intersection local time of Brownian motion in and renormalization
by Imkeller, Peter & Perez-Abreu, Victor & Vives, Josep
- 35-56 Conditions equivalent to consistency of approximate MLE's for stochastic processes
by Vajda, Igor
- 57-75 Limit theorems for multitype epidemics
by Andersson, Håkan & Djehiche, Boualem
- 77-86 Stationary regimes for inventory processes
by Bardhan, Indrajit & Sigman, Karl
- 87-100 A key limit theorem for critical branching processes
by Sagitov, Serik
- 101-116 Infinite divisibility of sub-stable processes. Part I. geometry of sub-spaces of L[alpha]-space
by Misiewicz, Jolanta K.
- 117-132 On the maximum entropy principle for a class of stochastic processes
by Horsthemke, Benedikt & Rüttermann, Markus
- 133-149 Sur l'approximation de la distribution stationnaire d'une chaîne de Markov stochastiquement monotone
by Simonot, F.
- 151-158 Moment bounds for mixing random variables useful in nonparametric function estimation
by Cox, Dennis D. & Kim, Tae Yoon
- 159-169 Vector-valued Markov decision processes and the systems of linear inequalities
by Wakuta, Kazuyoshi
- 171-184 Extremes and clustering of nonstationary max-AR(1) sequences
by Alpuim, M. T. & Catkan, N. A. & Hüsler, J.
February 1995, Volume 55, Issue 2
- 183-209 On time- and cycle-stationarity
by Thorisson, Hermann
- 211-226 Decomposing the Brownian path via the range process
by Vallois, P.
- 227-251 General framework for pricing derivative securities
by Musiela, Marek
- 253-270 Almost sure weak convergence of the increments of Lévy processes
by Wschebor, Mario
- 271-283 Average densities of the image and zero set of stable processes
by Falconer, K. J. & Xiao, Y. M.
- 285-300 Characterization of discrete laws via mixed sums and Markov branching processes
by Pakes, Anthony G.
- 301-313 Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences
by Hüsler, J. & Kratz, M.
- 315-327 The best-choice secretary problem with random freeze on jobs
by Samuel-Cahn, Ester
- 329-358 Almost sure approximation of Wong-Zakai type for stochastic partial differential equations
by Brzezniak, Zdzislaw & Flandoli, Franco
January 1995, Volume 55, Issue 1
- 1-21 Strong approximations for epidemic models
by Ball, Frank & Donnelly, Peter
- 23-43 The noisy voter model
by Granovsky, Boris L. & Madras, Neal
- 45-55 Association of infinitely divisible random vectors
by Samorodnitsky, Gennady
- 57-64 Generalised two-sample U-statistics and a two-species reaction-diffusion model
by Penrose, Mathew D.
- 65-89 Large deviations from the hydrodynamical limit of mean zero asymmetric zero range processes
by Benois, O. & Kipnis, C. & Landim, C.
- 91-100 On the local rate of growth of Lévy processes with no positive jumps
by Bertoin, Jean
- 101-118 The rank of the present excursion
by Scheffer, Carel L.
- 119-130 Ergodicity of Spitzer's renewal model
by Sidoravicius, Vladas & Vares, Maria Eulália
- 131-142 Random record processes and state dependent thinning
by Browne, Sid & Bunge, John
- 143-158 Nonlinear smoothing for random fields
by Aihara, Shin Ichi & Bagchi, Arunabha
- 159-167 The busy periods of some queueing systems
by Stadje, W.
- 169-181 A rule of thumb (not only) for gamblers
by Kozek, Andrzej S.
December 1994, Volume 54, Issue 2
- 183-196 The Einstein relation for the displacement of a test particle in a random environment
by Lebowitz, Joel L. & Rost, Hermann
- 197-213 Stochastic models and statistical methods for analysing roughness of plateau-honed surfaces
by Hall, Peter & Matthews, David
- 215-232 From Feynman-Kac formula to Feynman integrals via analytic continuation
by Yan, Jia-An
- 233-255 An interacting diffusion model and SK spin glass equation
by Ding, Xinhong
- 257-274 Modifications of the EM algorithm for survival influenced by an unobserved stochastic process
by Yashin, Anatoli I. & Manton, Kenneth G.
- 275-279 A note on the law of large numbers for directed random walks in random environments
by Jorváth, Lajos & Shao, Qi-Man
- 281-290 On the dissipation of partial sums from a stationary strongly mixing sequence
by Bradley, Richard C.
- 291-296 On Stein's method and point process approximation
by Brown, Timothy C. & Greig, Darryl
- 297-307 An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series
by Terrin, Norma & Hurvich, Clifford M.
- 309-330 Stability of the instanton under small random perturbations
by Brassesco, Stella
- 331-354 Large sample estimation in nonstationary autoregressive processes with multiple observations
by Sethuraman, S. & Basawa, I. V.
- 355-360 On the strong law of large numbers of multivariate martingales with random norming
by Lin, Yan-Xia
November 1994, Volume 54, Issue 1
- 1-27 Convergence to Fleming-Viot processes in the weak atomic topology
by Ethier, S. N. & Kurtz, Thomas G.
- 29-43 Large claims approximations for risk processes in a Markovian environment
by Asmussen, Søren & Henriksen, Lotte Fløe & Klüppelberg, Claudia
- 45-70 The method of stochastic exponentials for large deviations
by Puhalskii, A.
- 71-93 Nonlinear renewal theory for Markov random walks
by Melfi, Vincent F.
- 95-111 How do conditional moments of stable vectors depend on the spectral measure?
by Cioczek-Georges, Renata & Taqqu, Murad S.
- 113-119 Estimating the stationary distribution in a GI/M/1-queue
by Teugels, J. L. & Vanmarcke, A.
- 121-137 Matrix representations of spectral coefficients of randomly sampled ARMA models
by Kadi, Amina & Mokkadem, Abdelkader
- 139-163 Operator-self-similar stable processes
by Maejima, Makoto & Mason, J. David
- 165-174 Spectral characterization of the optional quadratic variation process
by Dzhaparidze, Kacha & Spreij, Peter
- 175-182 Divergent sums over excursions
by Erickson, K. Bruce
October 1994, Volume 53, Issue 2
Printed from https://ideas.repec.org/s/eee/spapps20.html
