# Elsevier

# Stochastic Processes and their Applications

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### 1994, Volume 51, Issue 1

**117-134 Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions***by*Levanony, David**135-165 Limit distributions for linear programming time series estimators***by*Feigin, Paul D. & Resnick, Sidney I.**167-189 Fluctuations for annihilations of Brownian spheres***by*Penrose, Mathew D.

### 1994, Volume 50, Issue 2

**187-196 A self-normalized Erdos--Rényi type strong law of large numbers***by*Csörgo, Miklós & Shao, Qi-Man**197-219 On approximation of solutions of multidimensional SDE's with reflecting boundary conditions***by*Slominski, Leszek**221-233 Stability of stochastic integrals under change of filtration***by*Slud, Eric V.**235-243 Stabilization of a class of nonlinear stochastic systems***by*Florchinger, Patrick & Iggidr, Abderrahman & Sallet, Gauthier**245-252 Solutions of the variational problem in the Curie--Weiss--Potts model***by*Wang, Kongming**253-262 Ergodicity of a polling network***by*Borovkov, A. A. & Schassberger, R.**263-273 On strong ergodicity for nonhomogeneous continuous-time Markov chains***by*Zeifman, A. I. & Isaacson, Dean L.**275-279 Lumping in Markov set-chains***by*Hartfiel, D. J.**281-313 Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives***by*Szyszkowicz, Barbara**315-330 Spectral analysis of the covariance of the almost periodically correlated processes***by*Dehay, Dominique**331-347 Statistical inference for detrended point processes***by*Pruscha, Helmut**349-374 Dynamic spanning without probabilities***by*Bick, Avi & Willinger, Walter**375-391 On the strong law of large numbers for functionals of countable nonhomogeneous Markov chains***by*Liu, Guoxin & Liu, Wen

### 1994, Volume 50, Issue 1

**1-20 On the ergodic theory of critical branching Markov chains***by*Cox, J. T.**21-35 Some absolute continuities of superdiffusions and super-stable processes***by*Xue-Lei, Zhao**37-56 On the Markov renewal theorem***by*Alsmeyer, Gerold**57-71 Large deviations for renewal processes***by*Tiefeng, Jiang**73-82 Occupation measures for chains of infinite order***by*Dinwoodie, I. H.**83-99 Almost sure convergence of a class of stochastic algorithms***by*Biscarat, Jean Claude**101-115 About Gaussian schemes in stochastic approximation***by*Le Breton, Alain**117-133 Finite-state, stationary, ø-mixing processes which are not very weak Bernoulli with rate O(1/n)***by*Burton, Robert M. & Denker, Manfred & Fiebig, Doris**135-147 On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary***by*Zhang, Tu-Sheng**149-160 Nonparametric estimation of a regression function with dependent observations***by*Wu, J. S. & Chu, C. K.**161-171 An application of the maximum likelihood test to the change-point problem***by*Gombay, Edit & Horváth, Lajos**173-186 Synchronization of firing times in a stochastic neural network model with excitatory connections***by*Turova, Tatyana S. & Mommaerts, Walter & van der Meulen, Edward C.

### 1994, Volume 49, Issue 2

**179-197 Percolation and the hard-core lattice gas model***by*van den Berg, J. & Steif, J. E.**199-206 Estimating the implicit interest rate of a risky asset***by*Elliott, Robert J. & Rishel, Raymond W.**207-216 Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms***by*Roberts, G. O. & Smith, A. F. M.**217-225 Sur l'extension d'une identité en loi entre le pont brownien et la variance du mouvement brownien***by*Chou, Ching-Sung**227-244 On autocorrelation estimation in mixed-spectrum Gaussian processes***by*Kedem, Benjamin & Slud, Eric**245-275 Recursive identification in continuous-time stochastic processes***by*Levanony, David & Shwartz, Adam & Zeitouni, Ofer**277-295 Continuous time periodically correlated processes: Spectrum and prediction***by*Makagon, A. & Miamee, A. G. & Salehi, H.**297-329 Filtering of derived point processes***by*Last, Günter**331-345 Local asymptotic normality for multivariate linear processes***by*Wang, Xiaobao**347-356 The almost sure invariance principles of degenerate U-statistics of degree two for stationary random variables***by*Kanagawa, S. & Yoshihara, K.

### 1994, Volume 49, Issue 1

**3-40 A super-Brownian motion with a single point catalyst***by*Dawson, Donald A. & Fleischmann, Klaus**41-55 On the perturbation problem for occupation densities***by*Imkeller, Peter**57-64 Dernier instant de passage pour l'intégrale du mouvement brownien***by*Lachal, Aimé**65-74 Analytic birth--death processes: A Hilbert-space approach***by*Kreer, Markus**75-98 Subexponentiality of the product of independent random variables***by*Cline, D. B. H. & Samorodnitsky, G.**99-110 On LIL behaviour for moving averages of some infinitely divisible random measures***by*Albin, J. M. P.**111-125 Multivariate extreme values in T-periodic random sequences under mild oscillation restrictions***by*Ferreira, Helena**127-140 Large sample inference based on multiple observations from nonlinear autoregressive processes***by*Huang, Sun Young & Basawa, I. V.**141-158 Light traffic approximations in general stationary single-server queues***by*Daley, D. J. & Rolski, T.**159-177 Finite state Markov decision models with average reward criteria***by*Feinberg, Eugene A. & Park, Haechurl

### 1993, Volume 48, Issue 2

**191-209 Uniform quadratic variation for Gaussian processes***by*Adler, Robert J. & Pyke, Ron**211-235 Extremes of diffusions over fixed intervals***by*Albin, J. M. P.**237-249 The supercritical Galton-Watson process in varying environments--Seneta-Heyde norming***by*Biggins, J. D. & D'Souza, J. C.**251-275 Inhomogeneous approximation of the critical nearest particle systems***by*Liu, Xijian**277-294 Distribution of the final state and severity of epidemics with fatal risk***by*Picard, Philippe & Lefèvre, Claude**295-310 Asymptotic inference for Markov step processes: Observation up to a random time***by*Höpfner, Reinhard**311-318 Nearest neighbor regression estimation for null-recurrent Markov time series***by*Yakowitz, Sid**319-334 Almost sure invariance principles for mixing sequences of random variables***by*Shao, Qi-Man**335-340 Quelques identités sur les temps locaux et unicité des solutions d'équations differentielles stochastiques avec reflection***by*Ouknine, Y.**341-356 A utility based approach to information for stochastic differential equations***by*Polson, Nicholas G. & Roberts, Gareth O.

### 1993, Volume 48, Issue 1

**1-8 Beta-type operators preserve shape properties***by*Adell, JoséA. & Germán Badía, F. & de la Cal, Jesús**9-30 Large deviations and stationary measures for interacting particle systems***by*Pra, Paolo Dai**31-60 Green function estimates and their applications to the intersections of symmetric random walks***by*Zhou, Xian Yin**61-84 Propriété de Markov des équations stationnaires discrètes quasi-linéaires***by*Donati-Martin, C.**85-106 Absorbing Markov and branching processes with instantaneous resurrection***by*Pakes, Anthony G.**107-121 Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions***by*Hu, Ying**123-137 Pricing options on securities with discontinuous returns***by*Bardhan, Indrajit & Chao, Xiulu**139-156 Nonparametric prediction for random fields***by*Puri, Madan L. & Ruymgaart, Frits H.**157-174 On residual sums of squares in non-parametric autoregression***by*Cheng, B. & Tong, H.**175-190 Bootstrapping the sample means for stationary mixing sequences***by*Shao, Qi-Man & Yu, Hao

### 1993, Volume 47, Issue 2

**167-181 A path decomposition for Lévy processes***by*Doney, R. A.**183-195 On a weighted embedding for pontograms***by*Steinebach, Josef & Zhang, Hanqin**197-213 Rates of convergence to Brownian local time***by*Bass, Richard F. & Khoshnevisan, Davar**215-228 A law of the iterated logarithm for stochastic integrals***by*Wang, Jia-gang**229-247 On the time a diffusion process spends along a line***by*Lid Hjort, Nils & Khasminskii, Rafail Z.**249-274 Self-organization and a.s. convergence of the one-dimensional Kohonen algorithm with non-uniformly distributed stimuli***by*Bouton, Catherine & Pagès, Gilles**275-297 Analyse multi-échelle des processus gaussiens markoviens d'ordre p indexés par (0, 1)***by*Benassi, Albert & Jaffard, Stéphane & Roux, Daniel**299-314 Limit theorems for cumulative processes***by*Glynn, Peter W. & Whitt, Ward**315-322 A functional limit theorem for trimmed sums***by*Kasahara, Yuji**323-344 Spectral estimates and stable processes***by*Klüppelberg, Claudia & Mikosch, Thomas**345-352 A large deviation result for the least squares estimators in nonlinear regression***by*Shuhe, Hu

### 1993, Volume 47, Issue 1

**1-16 A limit theorem for tagged particles in a class of self-organizing particle systems***by*Carlson, J. M. & Grannan, E. R. & Swindle, G. H.**17-35 Splitting at the infimum and excursions in half-lines for random walks and Lévy processes***by*Bertoin, Jean**37-51 Simple function properties of two-parameter Markov processes***by*Zhou, Xiao-Wen & Zhou, Jian-Wei**53-74 Strong consistency and rates for deconvolution of multivariate densities of stationary processes***by*Masry, Elias**75-94 A generalization of the Kalman filter to models with infinite variance***by*Le Breton, Alain & Musiela, Marek**95-112 Kernel estimation for additive models under dependence***by*Baek, Jangsun & Wehrly, Thomas E.**113-117 On the Central Limit Theorem for an ergodic Markov chain***by*Chan, K. S.**119-130 On pathwise rate conservation for a class of semi-martingales***by*Mazumdar, Ravi & Badrinath, Vivek & Guillemin, Fabrice & Rosenberg, Catherine**131-142 On hitting times for jump-diffusion processes with past dependent local characteristics***by*Schäl, Manfred**143-152 On the order of convergence in linear mean estimation of weakly stationary stochastic processes***by*Lasser, R. & Nie[beta]ner, M.**153-158 On the increments of Weiner process - A look through subsequences***by*Vasudeva, R. & Savitha, S.**159-166 An addendum to "A limitation of Markov representation for stationary processes"***by*Bradley, Richard C.

### 1993, Volume 46, Issue 2

**183-198 On regression representations of stochastic processes***by*Rüschendorf, Ludger & de Valk, Vincent**199-212 Strong law of large numbers for unions of random closed sets***by*Molchanov, Ilya S.**213-218 C-tightness criterion for non-adapted random fields***by*Saavedra, Eugenio**219-239 Nonlinear stochastic integral equations in the plane***by*Farré, M. & Nualart, D.**241-247 A series criterion for moving maxima***by*Rothmann, Mark D. & Russo, Ralph P.**249-265 Ergodic properties of random measures on stationary sequences of sets***by*Gross, Aaron & Robertson, James B.**267-281 Order statistics for jumps of normalised subordinators***by*Perman, Mihael**283-299 On correlation calculus for multivariate martingales***by*Dzhaparidze, Kacha & Spreij, Peter**301-326 The performance of forwards induction policies***by*Glazebrook, K. D. & Gittins, J. C.**327-361 Risk theory in a stochastic economic environment***by*Paulsen, Jostein

### 1993, Volume 46, Issue 1

**1-27 The central limit theorem for empirical and quantile processes in some Banach spaces***by*Norvaisa, Rimas**29-46 Asymptotic (r- 1)-dependent representation for rth order statistic from a stationary sequence***by*Jakubowski, Adam**47-89 Sampling designs for estimation of a random process***by*Su, Yingcai & Cambanis, Stamatis**91-113 Asymptotic optimal inference for a class of nonlinear time series models***by*Young Hwang, Sun & Basawa, I. V.**115-127 Population-dependent branching processes with a threshold***by*Klebaner, Fima C.**129-151 Finite-stage reward functions having the Markov adequacy property***by*Pestien, Victor & Wang, Xiaobo**153-182 Law of large numbers for a general system of stochastic differential equations with global interaction***by*Finnoff, William

### 1993, Volume 45, Issue 2

**183-192 Necessary and sufficient conditions for a second-order Wiener-Itô integral process to be mixing***by*Chambers, Daniel W.**193-207 Limit theorems for a sequence of nonlinear reaction-diffusion systems***by*Blount, Douglas**209-230 Stability equations for processes with stationary independent increments using branching processes and Poisson mixtures***by*van Harn, K. & Steutel, F.W.**231-242 Recurrence of Markov branching processes with immigration***by*Chen, Anyue & Renshaw, Eric**243-258 Linear birth and death processes under the influence of disasters with time-dependent killing probabilities***by*Peng, NanFu & Pearl, Dennis K. & Chan, Wenyaw & Bartoszynski, Robert**259-271 Central limit theorems of partial sums for large segmental values***by*Dembo, Amir & Karlin, Samuel**273-281 Conditional intensities and coincidence properties of stochastic processes with embedded point processes***by*König, Dieter & Schmidt, Volker**283-294 Convergence of integrals of uniform empirical and quantile processes***by*Csörgo, Miklós & Horváth, Lajos & Shao, Qi-Man**295-308 Lp-approximations of weighted partial sum processes***by*Szyszkowicz, Barbara**309-318 Integration of covariance kernels and stationarity***by*Lasinger, Rudolf**319-329 r-quick convergence for regenerative processes with applications to sequential analysis***by*Irle, A.**331-349 Nonparametric inference for a doubly stochastic Poisson process***by*Utikal, Klaus J.**351-361 Consistency of cross-validation when the data are curves***by*Hart, Jeffrey D. & Wehrly, Thomas E.

### 1993, Volume 45, Issue 1

**1-11 Stochastic comparisons of Itô processes***by*Bassan, Bruno & Çinlar, Erhan & Scarsini, Marco**13-28 Non-Markovian invariant measures are hyperbolic***by*Crauel, Hans**29-44 The backward canonical representations and interpolations for multiple Markov Gaussian processes***by*Hibino, Yuji**45-59 Adaptive tests for stochastic processes in the ergodic case***by*Luschgy, Harald & Rukhin, Andrew L. & Vajda, Igor**61-72 Fractional differentiation in the self-affine case II - Extremal processes***by*Patzschke, N. & Zähle, M.**73-94 On dependent marking and thinning of point processes***by*Last, Günter**95-114 Aggregation of Markov chains***by*Boucherie, Richard J.**115-125 A finite characterization of weak lumpable Markov processes. Part II: The continuous time case***by*Rubino, Gerardo & Sericola, Bruno**127-140 Remarks of the sojourn times of a semi-Markov process***by*Todorovic, P.**141-154 Interchangeability of expectation and differentiation of waiting times in GI/G/1 queues***by*Wardi, Y.**155-167 On the sample variance of linear statistics derived from mixing sequences***by*Politis, Dimitris N. & Romano, Joseph P.**169-182 Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence***by*Heyde, C. C. & Gay, R.

### 1993, Volume 44, Issue 2

**181-204 Random sampling in estimation problems for continuous Gaussian processes with independent increments***by*Jacod, J.**205-219 Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments***by*Tiefeng, Jiang & Bhaskara Rao, M. & Xiangchen, Wang & Deli, Li**221-242 Change in autoregressive processes***by*Horváth, Lajos**243-264 On an extension of Lévy's stochastic area process to higher dimensions***by*N'Zi, Modeste & Theodorescu, Radu**265-289 When does convergence of a sequence of stopped processes with independent increments imply convergence of the non-stopped processes***by*Coquet, François**291-327 Minimal conditions in p-stable limit theorems***by*Jakubowski, Adam**329-345 Finite Kullback information diffusion laws with fixed marginals and associated large deviations functionals***by*Brunaud, Marc**347-359 A limit theorem for one-dimensional Gibbs measures under conditions on the empirical field***by*Menzel, Peter

### 1993, Volume 44, Issue 1

**1-14 Shift-coupling***by*Aldous, David J. & Thorisson, Hermann**15-25 Inequalities for rare events in time-reversible Markov chains II***by*Aldous, David J. & Brown, Mark**27-39 Precise estimates of presence probabilities in the branching random walk***by*Rouault, Alain**41-74 Approximating martingales and the central limit theorem for strictly stationary processes***by*Volný, Dalibor**75-88 On the optimality of multivariate Poisson approximation***by*Witte, Hans-Jürgen**89-106 A class of semilinear stochastic partial differential equations and their controls: Existence results***by*Zhou, Xun Yu**107-116 Asymptotic minimax results for stochastic process families with critical points***by*Greenwood, P. E. & Wefelmeyer, W.**117-139 An application of reflected diffusions to the problem of choosing between hydro and thermal power generation***by*Kobila, T. Ø.**141-158 Empirical process methods for classical fiber bundles***by*Harlow, D. G. & Yukich, J. E.**159-180 Propagation of chaos for a fully connected loss network with alternate routing***by*Graham, Carl & Méléard, Sylvie

### 1992, Volume 43, Issue 2

**191-222 Adaptive prediction and reverse martingales***by*Björk, Tomas & Johansson, Björn**223-247 Interface fluctuations in the two-dimensional weakly asymmetric simple exclusion process***by*Ravishankar, Krishnamurthi**249-264 Measure-valued branching processes with immigration***by*Li, Zeng-Hu**265-289 Qualitative behaviour of solutions of stochastic reaction-diffusion equations***by*Manthey, Ralf & Maslowski, Bohdan**291-301 Collision times and exit times from cones: a duality***by*O'Connell, Neil & Unwin, Antony**303-316 Moment-based minimax stopping functions for sequences of random variables***by*Boshuizen, Frans A. & Hill, T. P.**317-329 On the number of boundary crossings related to LIL and SLLN for record values and partial maxima of i.i.d. sequences and extremes of uniform spacings***by*Nayak, S. S. & Wali, K. S.**331-343 Level crossings of the empirical process***by*Khoshnevisan, Davar**345-353 A construction of the brownian path from BES3 pieces***by*Imhof, J. P.**355-362 A note on ergodic symmetric stable processes***by*Podgórski, Krzysztof**363-365 Hilbert space representations of general discrete time stochastic processes***by*Johnson, Dudley Paul

### 1992, Volume 43, Issue 1

**1-8 Thickened renewal processes***by*Doney, R. A. & O'Brien, George L.**9-31 Stein's method and point process approximation***by*Barbour, A. D. & Brown, T. C.**33-45 Exit distributions for symmetric Markov processes via Gaussian techniques***by*Feldman, Raisa Epstein**47-63 Marginally closed processes with local interaction***by*Malyshev, V. A. & Petrova, E. N. & Scacciatelli, E.**65-84 Solutions of a class of nonlinear master equations***by*Feng, S. & Zheng, X.**85-98 Continuity of affine transformations of white noise test functionals and applications***by*Kuo, H. -H. & Potthoff, J. & Yan, J. -A.**99-113 Almost periodically unitary stochastic processes***by*Hurd, Harry L.**115-131 Convergence rates in the central limit theorem for means of autoregressive and moving average sequences***by*Hall, Peter**133-163 Functional laws of the iterated logarithm for large increments of empirical and quantile processes***by*Deheuvels, Paul**165-175 Fractional differentiation in the self-affine case I - Random functions***by*Patzschke, N. & Zähle, M.

### 1992, Volume 42, Issue 2

**181-193 On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient***by*Peligrad, Magda**195-214 A fixed point theorem for distributions***by*Rösler, Uwe**215-236 Ergodicity of an infinite dimensional renewal process***by*Andjel, Enrique D. & Vares, Maria E.**237-253 Construction of a stationary regenerative process***by*Thorisson, Hermann**255-267 Branching random walks on trees***by*Madras, Neal & Schinazi, Rinaldo**269-282 Algebraic criteria for extended product form in generalised semi-Markov processes***by*Taylor, P. G.**283-289 The Richardson model in a random environment***by*Luo, Xiaolong**291-306 Equivalence problems for Gaussian multiple Markov processes and their canonical representations***by*Muraoka, Hiroshi**307-313 Factorizing Laplace exponents in a spectrally positive Lévy process***by*Bertoin, Jean**315-327 Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals***by*Terdik, György**329-344 Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests***by*Eastwood, Brian J. & Eastwood, Vera R.**345-351 Convergence of changepoint estimators***by*Ferger, Dietmar & Stute, Winfried**353-359 The Barlow-Proschan importance and its generalizations with dependent components***by*Iyer, Srinivas

### 1992, Volume 42, Issue 1

**1-30 Nonequilibrium fluctuations in particle systems modelling reaction-diffusion equations***by*Boldrighini, C. & De Masi, A. & Pellegrinotti, A.**31-37 Fluctuations from the hydrodynamical limit for the symmetric simple exclusion in d***by*Ravishankar, K.**39-47 The supercritical Galton-Watson process in varying environments***by*D'Souza, J. C. & Biggins, J. D.**49-72 Multivariate subexponential distributions***by*Cline, Daren B. H. & Resnick, Sidney I.**73-90 Clustering in one-dimensional threshold voter models***by*Andjel, Enrique D. & Liggett, Thomas M. & Mountford, Thomas**91-110 Characterization of linear and harmonizable fractional stable motions***by*Cambanis, Stamatis & Maejima, Makoto & Samorodnitsky, Gennady**111-118 On local fluctuations of stable moving average processes***by*Soltani, A. Reza**119-147 Extremes and crossings for differentiable stationary processes with application to Gaussian processes in m and Hilbert space***by*Albin, J. M. P.**149-156 Optimal stationary policies in the vector-valued Markov decision process***by*Wakuta, Kazuyoshi**157-169 Asymptotics for multivariate trimming***by*Nolan, D.**171-180 Large deviations and the Strassen theorem in Hölder norm***by*Baldi, P. & Ben Arous, G. & Kerkyacharian, G.

### 1992, Volume 41, Issue 2

**181-190 Long random walk excursions and local time***by*Csörgo, Miklós & Révész, Pál**191-202 On large deviations for uniformly strong mixing sequences***by*Bryc, Wlodzimierz**203-214 Markov processes and exponential families***by*Ycart, Bernard**215-222 A ratio limit theorem for erased branching Brownian motion***by*Salminen, Paavo

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