# Elsevier

# Stochastic Processes and their Applications

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### 1986, Volume 23, Issue 1

**91-113 Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm***by*Dembo, A. & Zeitouni, O.**115-130 Strong representation of an adaptive stochastic approximation procedure***by*Schwabe, R.**131-141 Tanaka's formula for multiple intersections of planar Brownian motion***by*Rosen, Jay**143-152 Convergence of thinning processes using compensators***by*Böker, Fred**153-167 Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing***by*Baldi, Paolo**169-175 The effect of boundary conditions on the density of states for random Schrodinger operators***by*Droese, J. & Kirsch, W.

### 1986, Volume 22, Issue 2

**177-202 On non-singular renewal kernels with an application to a semigroup of transition kernels***by*Niemi, S. & Nummelin, E.**203-221 On the equivalence of [mu]-invariant measures for the minimal process and its q-matrix***by*Pollett, P. K.**223-244 Parameter estimation in smooth empirical processes***by*Stute, Winfried**245-257 Quasi-likelihood estimation for semimartingales***by*Hutton, James E. & Nelson, Paul I.**259-269 Estimators for exit distributions of diffusion processes***by*Hess, H. -U.**271-289 Invariance principles under a two-part mixing assumption***by*Bradley, Richard C. & Peligrad, Magda**291-313 Some interesting processes arising as heavy traffic limits in an M/M/[infinity] storage process***by*Aldous, David**315-322 Approaching consensus can be delicate when positions harden***by*Cohen, Joel E. & Hajnal, John & Newman, Charles M.**323-331 Dyadic approximation of double integrals with respect to symmetric stable processes***by*McConnell, Terry R. & Taqqu, Murad S.**333-342 Neveu's martingale conditions and closedness in dynkin stopping problem with a finite constraint***by*Ohtsubo, Yoshio**343-347 Limit theorems for distributions of sums reduced modulo a***by*Störmer, Horand

### 1986, Volume 22, Issue 1

**1-15 On coupling of renewal processes with use of failure rates***by*Lindvall, Torgny**17-26 Length laws for random subdivision of longest intervals***by*Brennan, Michael D.**27-36 The bivariate maximum process and quasi-stationary structure of birth-death processes***by*Keilson, Julian & Ramaswamy, Ravi**37-50 The single server semi-markov queue***by*de Smit, J. H. A.**51-57 Extreme value theory for suprema of random variables with regularly varying tail probabilities***by*Hsing, Tailen**59-77 Time reversal of infinite-dimensional diffusions***by*Föllmer, H. & Wakolbinger, A.**79-88 On kac functionals of one-dimensional diffusions***by*Musiela, M.**89-102 Asymptotic theory of conditional inference for stochastic processes***by*Feigin, Paul D.**103-109 A law of the iterated logarithm for an estimate of frequency***by*Hannan, E. J. & Mackisack, M.**111-119 Parametric estimation of the covariance density for a stationary point process on d***by*Jolivet, E.**121-127 Some limit theorems for an energy storage model***by*Hooghiemstra, G. & Scheffer, C. L.**129-133 Gaussian random measures***by*Horowitz, Joseph**135-144 Invariance principle for integral type functionals***by*Szyszkowski, I.**145-160 Structure of exchangeable infinitely divisible sequences of poisson random vectors***by*Griffiths, Robert C. & Milne, Robin K.**161-163 The distribution of the maximum of particular random fields***by*Abrahams, J. & Montgomery, B. L.

### 1986, Volume 21, Issue 2

**179-193 On smoothed probability density estimation for stationary processes***by*Castellana, J. V. & Leadbetter, M. R.**195-212 Optimizing costs of age replacement policies***by*Frees, Edward W.**213-227 Ruin problems and myopic portfolio optimization in continuous trading***by*Aase, Knut Kristian**229-250 A queueing model for reciprocity failure in the photographic grain***by*Anderson, W. J. & Mathai, A. M.**251-273 Estimation in nonlinear time series models***by*Tjøstheim, Dag**275-289 Nonparametric estimation of the integrated intensity of an unobservable transition in a Markov illness-death process***by*Mau, J.**291-304 Optimal fourier-hermite expansion for estimation***by*Ting-Ho Lo, James & Ng, Sze-Kui**305-317 On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in LEP***by*Cremers, Heinz & Kadelka, Dieter**319-326 Sojourn in an elliptical domain***by*Taqqu, Murad S.**327-338 A limit theorem for almost monotone sequences of random variables***by*Schürger, Klaus**339-353 Second order behaviour of the tail of a subordinated probability distribution***by*Omey, E. & Willekens, E.

### 1985, Volume 21, Issue 1

**81-91 Queues with superposition arrival processes in heavy traffic***by*Whitt, Ward**93-106 Hyperbolic equations arising in random models***by*Orsingher, Enzo**107-118 On the residuals of autoregressive processes and polynomial regression***by*Kulperger, R. J.**119-132 On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails***by*Csörgo, Miklós & Mason, David M.**133-145 Lévy's Brownian motion as a set-indexed process and a related central limit theorem***by*Ossiander, Mina & Pyke, Ronald**147-157 Fluctuations in certain dynamical systems with averaging***by*Watanabe, Hisao**159-166 On a randomized strategy in Neveu's stopping problem***by*Yasuda, M.**167-177 Tightness of pairs of tight càdlàg processes***by*Schiopu-Kratina, Ioana

### 1985, Volume 20, Issue 2

**181-196 Systems weakend by failures***by*Norros, Ilkka**197-212 Conditional laplace transforms for bayesian nonparametric inference in reliabity theory***by*P. Ammann, Larry**213-229 Conjugate processes and the silumation of ruin problems***by*Asmussen, S[solidus in circle]ren**231-246 Resampling a coverage pattern***by*Hall, Peter**247-256 Bounded, attractive and repulsive Markov specifications on trees and on the one-dimensional lattice***by*Zachary, Stan**257-279 More limit theory for the sample correlation function of moving averages***by*Davis, Richard & Resnick, Sidney**281-294 Partitions of point processes: Multivariate poisson approximations***by*Serfozo, Richard F.**295-306 Bilinear markovian representation and bilinear models***by*Pham, Dinh Tuan**307-314 An asymptotic representation for products of random matrices***by*Heyde, C. C.**315-321 On optimal search plans to detect a target moving randomly on the real line***by*Wilson, John G.**323-331 Noise can create periodic behavior and stabilize nonlinear diffusions***by*Scheutzow, Michael**333-341 The existence of moments of the conditioned limit of the subcritical Crump-Mode-Jagers branching process***by*Bagley, J. H.**343-351 Optimal online detection of parameter changes in two linear models***by*Vaman, H. J.**353-360 Almost sure limit points of independent copies of sample maxima***by*Nayak, S. S.

### 1985, Volume 20, Issue 1

**1-40 A stochastic calculus for continuous N-parameter strong martingales***by*Imkeller, Peter**41-58 Weak convergence of semimartingales and discretisation methods***by*Platen, Eckhard & Rebolledo, Rolando**59-84 On strong invariance for local time of partial sums***by*Csörgo, M. & Révész, P.**85-104 Periodic regeneration***by*Thorisson, Hermann**105-113 On the range of a regenerative sequence***by*Glynn, Peter W.**115-131 State estimation for cox processes with unknown probability law***by*Karr, Alan F.**133-147 On first passage time structure of random walks***by*Sumita, Ushio & Masuda, Yasushi**149-156 Generation of random processes for fatigue testing***by*Holm, Sture & de Maré, Jacques**157-167 Some limit theorems for walsh-harmonizable dyadic stationary sequences***by*Endow, Y.**169-179 Common strict character of some sharp infinite-sequence martingale inequalities***by*Cox, David C. & Kertz, Robert P.

### 1985, Volume 19, Issue 2

**189-224 Limit theorems for stationary random evolutions***by*Watkins, Joseph C.**225-235 Limiting distributions of functionals of Markov chains***by*Karandikar, Rajeeva L. & Kulkarni, Vidyadhar G.**237-258 Stationary queues with one autonomous server***by*Neveu, J.**259-269 Heavy traffic approximations for busy period in an M/G/[infinity] queue***by*Hall, Peter**271-280 Nonparametric prediction of a Hilbert space valued random variable***by*Bosq, D. & Delecroix, M.**281-296 Linear prediction of ARMA processes with infinite variance***by*Cline, Daren B. H. & Brockwell, Peter J.**297-303 Some mixing properties of time series models***by*Pham, Tuan D. & Tran, Lanh T.**305-314 On efficient stopping times***by*Stefanov, Valeri T.**315-325 Independent poisson processes generated by record values and inter-record times***by*Stam, A. J.**327-339 Reverse time diffusions***by*Elliott, Robert J. & Anderson, Brian D. O.**341-357 On some bidimensional denumerable chains of infinite order***by*Kalpazidou, Sofia**359-370 A solution to the distribution problems arising in the studies of a two-sex population process***by*Tapaswi, P. K. & Roychoudhury, R. K.

### 1985, Volume 19, Issue 1

**63-83 Branching one-dimensional periodic diffusion processes***by*Ikeda, Nobuyuki & Kawazu, Kiyoshi & Ogura, Yukio**85-99 The queue GI/G/1: Finite moments of the cycle variables and uniform rates of convergence***by*Thorisson, Hermann**101-109 Some exponential type bounds for hitting time distributions of storage processes***by*Yamada, Keigo**111-123 A note on statistical inference for a class of diffusions and approximate diffusions***by*Swensen, Anders Rygh**125-134 Stable convergence of semimartingales***by*Feigin, Paul D.**135-149 A functional limit theorem for tapered empirical spectral functions***by*Dahlhaus, Rainer**151-160 Block-successive approximation for a discounted Markov decision model***by*Haviv, Moshe**161-171 A stopping rule for choosing the best of three coins***by*Lalley, S. P.**173-182 On moment conditions for normed sums of independent variables and martingale differences***by*Esseen, Carl-Gustav & Janson, Svante**183-187 Hilbert space representations of general discrete time stochastic processes***by*Johnson, Dudley Paul

### 1984, Volume 18, Issue 2

**239-261 Random, nonuniform distribution of line segments on a circle***by*Hall, Peter**263-275 Asymptotic results on the maximal deviation of simple random walks***by*Katzenbeisser, Walter & Panny, Wolfgang**277-289 The maximization of CP utilization in an exponential CP-terminal system with different think times and different job sizes***by*van der Wal, J.**291-300 Storage model with discontinuous holding cost***by*Taksar, Michael I.**301-312 Convergence of quasi-stationary distributions in birth-death processes***by*Keilson, Julian & Ramaswamy, Ravi**313-328 Bounds on the distributions of extremal values of a scanning process***by*Janson, Svante**329-347 Martingale conditions for the optimal control of continuous time stochastic systems***by*Striebel, Charlotte**349-359 On a generalized disorder problem***by*Bojdecki, Tomasz & Hosza, Jerzy**361-369 Discretization of the Wiener-process in difference-methods for stochastic differential equations***by*Janssen, R.**371-377 Interchanging the order of differentiation and stochastic integration***by*Hutton, James E. & Nelson, Paul I.

### 1984, Volume 18, Issue 1

**1-31 Spectral density estimation for stationary stable processes***by*Masry, Elias & Cambanis, Stamatis**33-45 A limitation of Markov representation for stationary processes***by*Berbee, H. C. P. & Bradley, R. C.**47-56 On the size of the increments of nonstationary Gaussian processes***by*Ortega, Joaquín**57-66 The nonlinear filtering problem for the unbounded case***by*Kallianpur, G. & Karandikar, R. L.**67-79 A multiparameter stochastic integral and forward equations***by*Cabana, E. M.**81-98 Optimum portfolio diversification in a general continuous-time model***by*Aase, Knut Kristian**99-112 On necessary and sufficient conditions for convergence of probability measures in variation***by*Vostrikova, L. Ju.**113-126 Optimal replacement policies with continuously varying observable damage***by*Attia, F. A. & Brockwell, P. J.**127-138 Strong approximation of renewal processes***by*Horváth, Lajos**139-152 A probability model for the time to fatigue failure of a fibrous composite with local load sharing***by*Tierney, Luke**153-164 M/G/[infinity] tandem queues***by*Boxma, O. J.**165-169 On mean recurrence times of stationary one-dimensional diffusion processes***by*Grübel, Rudolf**171-177 Time reversal depending on local time***by*Mitro, Joanna B.**179-185 Distribution of the supremum of the two-parameter slepian process on the boundary of the unit square***by*Abrahams, Julia

### 1984, Volume 17, Issue 2

**187-210 Coalescing and noncoalescing stochastic flows in R1***by*Harris, Theodore E.**211-227 Joint continuity and representations of additive functionals of d-dimensional Brownian motion***by*Bass, Richard**229-242 Asymptotic analysis of a certain random differential equation***by*Nogueira, Arnaldo C. R.**243-263 Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space- valued stochastic differential equations***by*Loges, Wilfried**265-283 A general rice formula, palm measures, and horizontal-window conditioning for random fields***by*Zähle, Ulrich**285-312 Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes***by*Lindgren, Georg**313-325 Cooperative birth processes with linear or sublinear intensity***by*Küster, Petra**327-336 Blocking, reordering, and the throughput of a series of servers***by*Kelly, F. P.**337-347 Inference for earthquake models: A self-correcting model***by*Ogata, Y. & Vere-Jones, D.**349-357 On maximizing the average time at a goal***by*Demko, S. & Hill, T. P.**359-367 Necessary and sufficient conditions for the Robbins-Monro method***by*Clark, Dean S.**369-373 The occurrence of sequence patterns in ergodic Markov chains***by*Benevento, Rodolfo V.

### 1984, Volume 17, Issue 1

**47-71 Limit theorems for sums determined by branching and other exponentially growing processes***by*Jagers, Peter & Nerman, Olle**73-100 Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type***by*Sato, Ken-iti & Yamazato, Makoto**101-114 Countably many simultaneous random changes of time scales***by*Helms, L. L.**115-125 Continuity properties of Hilbert space valued martingales***by*Kotelenez, Peter**127-136 A strong limit theorem for the oscillation modulus of the uniform empirical quantile process***by*Mason, David M.**137-146 On the existence of weak solutions to stochastic differential equations with degenerate diffusion***by*Christopeit, Norbert**147-158 The product representation of a locally dependent random graph***by*Kuulasmaa, Kari**159-166 Time reversal and stationary Gibbs measures***by*Künsch, H.**167-176 Almost sure limit points of and the number of boundary crossings related to SLLN and LIL for record times, inter-record times and the number of record values***by*Nayak, S. S.**177-181 On the sequence of Bayesian estimates of normal random walk process***by*Huang, Jun S. & Yang, Mark C. K.

### 1984, Volume 16, Issue 3

**219-255 Estimation and reconstruction for zero-one Markov processes***by*Karr, Alan F.**257-274 A tandem storage system and its diffusion limit***by*Harrison, J. Michael & Shepp, L. A.**275-285 Generalized level crossings and tangencies of a random field with smooth sample functions***by*Allen, Beth**287-303 Potential theory for finitely additive Markov chains***by*Ramakrishnan, S.**305-320 Convergence of a recursive robust algorithm with strongly regular observations***by*Holst, Ulla

### 1984, Volume 16, Issue 2

**113-139 Cumulative Bernoulli trials and Krawtchouk processes***by*Hoare, M. R. & Rahman, Mizan**141-156 A duality relation for entrance and exit laws for Markov processes***by*Cox, J. Theodore & Rösler, Uwe**157-170 Integrals and derivatives of regularly varying functions in d and domains of attraction of stable distributions II***by*de Haan, L. & Omey, E.**171-177 A thinning result for pure jump processes***by*Böker, Fred**179-188 Negative binomial distributions for point processes***by*Gregoire, Gérard**189-197 A necessary and sufficient condition for noncertain extinction of a branching process in a random environment (BPRE)***by*Coffey, John & Tanny, David**199-204 On the asymptotic behaviour of the empirical random field of the brownian motion***by*Bolthausen, E.**205-210 A theorem on regular infinitely divisible cox processes***by*Thall, Peter F.**211-217 On the mean number of trials until the last trials satisfy a given condition***by*Thorburn, Daniel

### 1984, Volume 16, Issue 1

**39-54 A fluctuation theory for Markov chains***by*Kulkarni, V. G. & Prabhu, N. U.**55-69 Generalized Brownian functionals and the Feynman integral***by*Streit, L. & Hida, T.**71-84 Invariance principles for stochastic area and related stochastic integrals***by*Janson, Svante & Wichura, Michael J.**85-98 On the sequence of partial maxima of some random sequences***by*Ortega, Joaquín & Wschebor, Mario**99-111 Optimal stopping for extremal processes***by*Flatau, J. & Irle, A.

### 1983, Volume 15, Issue 3

**213-238 Sojourns and extremes of Fourier sums and series with random coefficients***by*Berman, Simeon M.**239-269 Nonlinear filtering equations for two-parameter semimartingales***by*Korezlioglu, H. & Mazziotto, G. & Szpirglas, J.**271-293 Estimation de la transition de probabilité d'une chaîne de Markov doëblin-récurrente. étude du cas du processus autorégressif général d'ordre 1***by*Doukhan, Paul & Ghindès, Marcel**295-311 The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory***by*Nummelin, Esa & Tuominen, Pekka**313-316 A stochastic calculus model of continuous trading: Complete markets***by*Harrison, J. Michael & Pliska, Stanley R.**317-325 Maximizing the length of a success run for many-armed bandits***by*Berry, Donald A. & Fristedt, Bert

### 1983, Volume 15, Issue 2

**113-132 Ordered thinnings of point processes and random measures***by*Böker, Fred & Serfozo, Richard**133-154 A physical basis for Krein's prediction formula***by*Anderson, Brian D. O.**155-167 Counting subsets of the random partition and the 'Brownian Bridge' process***by*DeLaurentis, J. M. & Pittel, B. G.**169-179 Three problems on the lengths of increasing runs***by*Révész, P.**181-191 A note on asymptotic inference in a class of non-stationary processes***by*Swensen, Anders Rygh**193-201 On Dynkin's Markov property of random fields associated with symmetric processes***by*Atkinson, Bruce**203-209 Stochastic integration w.r.t. continuous local martingales***by*Karandikar, Rajeeva L.

### 1983, Volume 15, Issue 1

**3-30 Representations, decompositions and sample function continuity of random fields with independent increments***by*Adler, R. J. & Monrad, D. & Scissors, R. H. & Wilson, R.**31-57 Two-parameter diffusion processes and martingales***by*Nualart, D.**59-82 Local times for two-parameter Lévy processes***by*Vares, Maria E.**83-91 Non-stationary inventory position processes***by*Sung, C. S.**93-98 On estimator efficiency in stochastic processes***by*Sweeting, Trevor**99-109 The asymptotic distribution of weighted empirical distribution functions***by*Mason, David M.

### 1983, Volume 14, Issue 3

**209-232 State estimation for cox processes on general spaces***by*Karr, Alan F.**233-248 Estimation and control for linear, partially observable systems with non-gaussian initial distribution***by*Benes, Václav E. & Karatzas, Ioannis**249-265 Estimation of the Gauss-Markov process from observation of its sign***by*Slepian, David**267-277 Small-sample properties of maximum probability estimators***by*Weiss, Lionel**279-295 A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times***by*Dunsmuir, W.**297-313 Extreme values of Markov population processes***by*Barbour, A. D.**315-325 Hitting time of a moving boundary for a diffusion***by*Bass, R. F. & Erickson, K. B.

### 1983, Volume 14, Issue 2

**109-146 On tightness and stopping times***by*Jacod, J. & Memin, J. & Metivier, M.**147-155 On crossing of Gaussian fields***by*Wschebor, Mario**157-174 Approximations of some hazard rate estimators in a competing risks model***by*Burke, Murray D.**175-186 A limit theorem for the continuous state branching process***by*Zhang, Yi Ci**187-199 Lacunary systems and generalized linear processes***by*Lai, Tze Leung & Wei, Ching Zong**201-208 A note on weak convergence of mean residual life of stationary mixing random variables***by*Ahmad, Ibrahim A.

### 1983, Volume 14, Issue 1

**1-17 A model for the transport of solid particles in a fluid flow***by*Gani, J. & Todorovic, P.**19-40 A limit theorem for particle numbers in bounded domains of a branching diffusion process***by*Ogura, Yukio**41-54 Asymptotically minimax tests of composite hypotheses for nonergodic type processes***by*Basawa, I. V. & Koul, H. L.**55-66 Empirical processes indexed by smooth functions***by*Stute, Winfried**67-77 Absolute regularity and functions of Markov chains***by*Bradley, Richard C.**79-91 Inhomogeneous Markov branching processes: Supercritical case***by*Cohn, H. & Hering, H.

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