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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
December 1978, Volume 8, Issue 2
November 1978, Volume 8, Issue 1
- 1-9 On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process
by Heyde, C. C.
- 11-32 Non-anticipative representations of Banach space valued gaussian processes with respect to brownian motion
by Rhoades, D. A.
- 33-58 Existence and explicit determination of optimal stopping times
by Mucci, A. G.
- 59-76 Markov decision processes and strongly excessive functions
by van Hee, K. M. & Wessels, J.
- 77-85 The distribution of values of trigonometric sums with linearly independent frequencies: Kac's problem revisited
by Barakat, Richard
- 87-92 On the invertibility of time series models
by Granger, C. W. J. & Andersen, Allan
- 93-100 On the longest service time in a busy period of the M[+45 degree rule]G[+45 degree rule]1 queue
by Boxma, O. J.
- 101-116 The genealogy of critical branching processes
by Durrett, R.
August 1978, Volume 7, Issue 3
- 231-246 An alternative approach to nonlinear filtering
by Gertner, Izidor
- 247-253 Markov Chains with finite convergence time
by Brosh, Israel & Gerchak, Yigal
- 255-264 Bounds for the variance of certain stationary point processes
by Daley, D. J.
- 265-275 Some asymptotic expansions of moments of order statistics
by Hall, Peter
- 277-290 Markov chains and processes with a prescribed invariant measure
by Karr, Alan F.
- 291-297 On the infinite divisibility of the ratio of two gamma-distributed variables
by Goovaerts, M. J. & D'Hooge, L. & De Pril, N.
- 299-310 Distribution results for the occupation measures of continuous Gaussian fields
by Adler, Robert J.
- 311-336 Ergodic potential
by Syski, R.
- 337-340 Asymptotic property of the distribution of the maxima of a random walk
by Alam, Khursheed
June 1978, Volume 7, Issue 2
- 123-130 Moment inequalities for a class of stochastic systems
by Sahin, Izzet
- 131-139 Estimation for discrete time nonhomogeneous Markov chains
by Fleming, Thomas R. & Harrington, David P.
- 141-151 Optimal replacement policy for the case where the damage process is a one-sided Lévy process
by Zuckerman, Dror
- 153-163 On two cascade models
by Chamayou, J. M. F.
- 165-178 The inverse balayage problem for Markov chains
by Karr, A. F. & Pittenger, A. O.
- 179-190 Unimodality preservation in Markov chains
by Keilson, Julian & Kester, Adri
- 191-204 First-passage times in skip-free processes
by Tweedie, R. L. & Westcott, M.
- 205-225 Realizing a weak solution on a probability space
by Benes, V. E.
- 227-230 On normal characterizations by the distribution of linear forms, assuming finite variance
by Arnold, Barry C. & Isaacson, Dean L.
March 1978, Volume 7, Issue 1
- 1-7 Square integrable martingales orthogonal to every stochastic integral
by Parthasarathy, K. R.
- 9-47 Branching brownian motion with absorption
by Kesten, Harry
- 49-54 First hitting time models for the generalized inverse Gaussian distribution
by Barndorff-Nielsen, O. & Blæsild, P. & Halgreen, C.
- 55-64 A representation for self-similar processes
by Taqqu, Murad S.
- 65-72 First order autoregressive markov processes
by Lai, C. D.
- 73-77 Distribution of the minimum number of points in a scanning interval on the line
by Huntington, Raymond J.
- 79-99 Continuity of a class of random time transformations
by Helland, Inge S.
- 101-111 A local limit theorem for independent random variables
by Maller, R. A.
- 113-121 Strongly ergodic Markov chains and rates of convergence using spectral conditions
by Isaacson, Dean & Luecke, Glenn R.
February 1978, Volume 6, Issue 3
- 223-240 Strong approximation theorems for density dependent Markov chains
by Kurtz, Thomas G.
- 241-252 A central limit theorem for martingales and an application to branching processes
by Scott, D. J.
- 253-260 Pathwise uniqueness for solutions of systems of stochastic differential equations
by Gard, Thomas C.
- 261-266 Continuity of non-stationary transition matrices
by Fernholz, Robert
- 267-276 Buffer overflow calculations using an infinite-capacity model
by Schweitzer, Paul J. & Konheim, Alan G.
- 277-289 Two-mode control of Brownian Motion with quadratic loss and switching costs
by Doshi, Bharat T.
- 291-304 On the maximal content of a dam and logarithmic concave renewal functions
by Cohen, J. W.
- 305-316 On the simulation of shot noise and some other random variables
by Chamayou, J. M. F.
- 317-322 Almost sure convergence of continuous time branching processes
by Harrington, D. P.
- 323-336 Sequential games as stochastic processes
by Sanghvi, Arun P.
- 339-349 Differentiation formulas for stochastic integrals in the plane
by Wong, Eugene & Zakai, Moshe
January 1978, Volume 6, Issue 2
- 115-127 The efficiency criteria problem for stochastic processes
by Feigin, Paul D.
- 129-134 Local and integral properties of a search algorithm of the stochastic approximation type
by Rubinstein, Y. & Karnovsky, A.
- 135-137 A note on a representation for the Gauss-Poison process
by Brillinger, David R.
- 139-151 On multivariate infinitely divisible distributions
by Horn, Roger A. & Steutel, F. W.
- 153-163 On optimal stopping of a sequence of independent random variables -- probability maximizing approach
by Bojdecki, Tomasz
- 165-178 Semi-stationary clearing processes
by Serfozo, Richard & Stidham, Shaler
- 179-194 Optimal control of a Brownian storage system
by Harrison, J. Michael & Taylor, Allison J.
- 195-200 A note on reversed conservative processes
by Saunders, Roy & Severo, Norman C.
- 201-211 Normalizing constants for branching processes in random environments (B.P.R.E.)
by Tanny, David
- 213-222 Inventory control with two switch-over levels for a class of M/G/1 queueing systems with variable arrival and service rate
by Tijms, H. C. & Duyn Schouten, F. A. van der
November 1977, Volume 6, Issue 1
- 1-7 Sequential tests on a multinomial distribution and a Markov chain
by Weiss, Lionel
- 9-24 Estimation of a time series model from unequally spaced data
by Robinson, P. M.
- 25-32 On optimal right-of-way policies at a single-server station when insertion of idle times is permitted
by Meilijson, Isaac & Yechiali, Uri
- 33-39 Life expectancy under random censorship
by Yang, Grace
- 41-52 A poisson convergence theorem for a particle system with dependent constant velocities
by Jacobs, P. A.
- 53-64 Semi-Markov processes and [alpha]-invariant distributions
by Arjas, E. & Nummelin, E.
- 65-75 On limit distributions of first crossing points of Gaussian sequences
by Hüsler, J.
- 77-86 The behaviour of a non-differentiable stationary Gaussian process after a level crossing
by De Maré, Jacques
- 87-94 On the structure of regular infinitely divisible point processes
by Ammann, Larry P. & Thall, Peter F.
- 95-111 Stochastic backtrackings
by Oakes, David
July 1977, Volume 5, Issue 3
- 207-211 On the posterior distribution of a dirichlet process given randomly right censored observations
by Blum, J. & Susarla, V.
- 213-220 Weak convergence with random indices
by Durrett, Richard T. & Resnick, Sidney I.
- 221-230 The convergence of Cesaro averages for certain nonstationary Markov chains
by Bowerman, Bruce & David, H. T. & Isaacson, Dean
- 231-241 Monotone matrices and monotone Markov processes
by Keilson, Julian & Kester, Adri
- 243-263 Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control
by Benes, V. E.
- 265-284 Continuous time control of the arrival process in an m/g/1 queue
by Doshi, Bharat T.
- 285-296 A semigroup approach to the study of a general stochastic epidemic
by Capasso, Vincenzo
- 297-305 Limit theorems for the critical age-dependent branching process with infinite variance
by Goldstein, Martin I. & Hoppe, Fred M.
- 307-314 A continuity theorem and some counterexamples for the theory of maintained systems
by Miller, Douglas R.
- 315-322 Optimal replacement policies for two-unit machines with running costs: II
by Berg, Menachem
May 1977, Volume 5, Issue 2
February 1977, Volume 5, Issue 1
August 1976, Volume 4, Issue 3
April 1976, Volume 4, Issue 2
- 107-120 On spectral estimation for a homogeneous random process on the circle
by Dufour, Jean-Marie & Roy, Roch
- 121-133 On a multivariate central limit theorem for stationary bilinear processes
by Villegas, C.
- 135-148 The superposition of the backward and forward processes of a renewal process
by Coleman, Rodney
- 149-155 Martingales, the smoothing index and ergodic theory
by Blake, Louis H.
- 157-165 A note on the J1-convergence of a first-passage process
by Mohan, N. R.
- 167-173 On the time to first failure in multicomponent exponential reliability systems
by Ross, Sheldon M.
- 175-185 Some new limit theorems for the critical branching process allowing immigration
by Pakes, A. G.
- 187-202 A study of the action of wild fires on remote forests
by Wilkins, C. W.
- 203-213 A Lindeberg-type theorem
by Wolfson, David B.
January 1976, Volume 4, Issue 1
- 1-13 Branching random walks I
by Asmussen, Soren & Kaplan, Norman
- 15-31 Branching random walks II
by Kaplan, Norman & Asmussen, Soren
- 33-40 Second order limit theorems for the Markov branching process in random environments
by Barbour, Andrew D.
- 41-54 On a Markov process generated by non-decreasing concave functions
by Yahav, Joseph A.
- 55-77 Continuous time control of Markov processes on an arbitrary state space: Average return criterion
by Doshi, Bharat T.
- 79-88 On a first-passage problem for a cumulative process with exponential decay
by Tsurui, Akira & Osaki, Shunji
- 89-106 Optimal replacement policies for two-unit machines with increasing running costs 1
by Berg, Menachem
October 1975, Volume 3, Issue 4
July 1975, Volume 3, Issue 3
April 1975, Volume 3, Issue 2
- 115-135 Convergence of a local lattice process
by Chover, Joshua
- 137-151 Information flow in graphs
by Dawson, D. A.
- 153-173 Importance of system components and fault tree events
by Barlow, Richard E. & Proschan, Frank
- 175-184 Markov chains with replacement
by Arjas, E. & Speed, T. P.
- 185-191 Further second-order properties of certain single-server queueing systems
by Daley, D. J.
- 193-207 Convexity properties, moment inequalities and asymptotic exponential approximations for delay distributions in G1/G/1 systems
by Delbrouck, L. E. N.
- 209-220 Critical age-dependent branching process diffusions
by Esty, Warren
January 1975, Volume 3, Issue 1
- 1-18 Limit distributions for the maxima of stationary Gaussian processes
by Mittal, Y. & Ylvisaker, D.
- 19-33 Optimal search strategies for Wienér processes
by Klimko, E. M. & Yackel, James
- 35-43 Normed-convergence theory for supercritical branching processes
by Seneta, E.
- 45-54 Asymptotic normality of the number of small distances between random points in a cube
by Kester, Adri
- 55-64 On the convergence of moments in stationary Markov chains
by Holewijn, P. J. & Hordijk, A.
- 65-72 Random orthogonal set functions and stochastic models for the gravity potential of the earth
by Lauritzen, Steffen L.
- 73-88 The stochastic behavior of a buffer with non-identical input lines
by Kaspi, Haya & Rubinovitch, Michael
- 89-111 Limit theorems for the integrals of some branching processes
by Pakes, A. G.
October 1974, Volume 2, Issue 4
July 1974, Volume 2, Issue 3
April 1974, Volume 2, Issue 2
January 1974, Volume 2, Issue 1
October 1973, Volume 1, Issue 4
July 1973, Volume 1, Issue 3
April 1973, Volume 1, Issue 2
- 107-124 Asymptotic relations in queueing theory
by Cohen, J. W.
- 125-143 Some recent results in infinite divisibility
by Steutel, F. W.
- 145-149 Convexity of the bounds induced by Markov's inequality
by Neuts, Marcel F. & Wolfson, David B.
- 151-168 Further results for ladder processes in continuous time
by Prabhu, N. U. & Rubinovitch, Michael
- 169-183 On minimizing expected absorption times
by Daniel, Klaus H. & Mikulski, Piotr W.
- 187-216 On exponential ergodicity and spectral structure for birth-death processes I
by Callaert, Herman & Keilson, Julian
January 1973, Volume 1, Issue 1
July 0000, Volume 100, Issue 1-2
- 3-25 Scaling exponents of random walks in random sceneries
by Piau, Didier
- 27-39 Liouville theorem and coupling on negatively curved Riemannian manifolds
by Wang, Feng-Yu
- 41-51 On sequential estimation for branching processes with immigration
by Qi, Yongcheng & Reeves, Jaxk
- 53-74 Almost sure exponential behaviour for a parabolic SPDE on a manifold
by Tindel, Samy & Viens, Frederi
- 75-107 On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts
by Avram, Florin & Chan, Terence & Usabel, Miguel
- 109-145 Conditioned stochastic differential equations: theory, examples and application to finance
by Baudoin, Fabrice
- 147-165 On mixtures of distributions of Markov chains
by Fortini, Sandra & Ladelli, Lucia & Petris, Giovanni & Regazzini, Eugenio
- 167-185 On AR(1) models with periodic and almost periodic coefficients
by Hurd, H. & Makagon, A. & Miamee, A. G.
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