# Elsevier

# Stochastic Processes and their Applications

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### 1983, Volume 14, Issue 1

**93-105 A bound for the expected hitting time of storage processes***by*Yamada, Keigo

### 1982, Volume 13, Issue 3

**235-248 The coalescent***by*Kingman, J. F. C.**249-261 A diffusion process with killing: the time to formation of recurrent deleterious mutant genes***by*Karlin, Samuel & Tavaré, Simon**263-278 On convolution tails***by*Embrechts, Paul & Goldie, Charles M.**279-292 On some applications of Wald's identity to dams***by*Phatarfod, Revindra M.**293-303 Poisson flows in single class open networks of quasireversible queues***by*Walrand, J.**305-310 Markov chains with almost exponential hitting times***by*Aldous, David J.**311-318 Invariance of Wiener processes and of Brownian bridges by integral transforms and applications***by*Deheuvels, Paul**319-325 A nonparametric procedure to detect periods in time series***by*Miescke, Klaus-J. & Pöppel, Ernst**327-331 Transient Behaviour of an M/M/1/N queue***by*Sharma, O. P. & Gupta, U. C.

### 1982, Volume 13, Issue 2

**121-138 Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables***by*Taqqu, Murad S. & Goldberg, Jeffrey B.**139-156 Stochastic approximation and the final value theorem***by*Solo, V.**157-170 Stochastic approximation with dependent noise***by*Solo, V.**171-187 On the evaluation of fixed permutations as strategies in stochastic scheduling***by*Glazebrook, K. D.**189-199 Time changes of Markov chains***by*Pittenger, A. O.**201-214 Signal estimation using an array of recorders***by*Thomson, P. J.**215-226 Existence of optimal controls for a partially observed semimartingale***by*Kohlmann, M.**227-234 On the reversibility of queueing networks***by*Melamed, Benjamin

### 1982, Volume 13, Issue 1

**1-9 Maximum and minimum of one-dimensional diffusions***by*Davis, Richard A.**11-25 Limit theorems for stochastic measures of the accuracy of density estimators***by*Hall, Peter**27-37 Moments of the number of upcrossings of an absolutely continuous process at points of density of a sample path derivative associated set***by*Anderson, Douglas R. & Carpenter, Daniel D.**39-43 Estimation of prediction error variance***by*Hong-Zhi, An**45-57 A statistically important Gaussian Process***by*Pflug, Georg**59-74 Diffusion approximations of age-and-position dependent branching processes***by*Wang, Frank J. S.**75-85 Ratio limit theorems for branching Ornstein-Uhlenbeck processes***by*Enderle, K. & Hering, H.**87-117 A class of stochastic processes with a law generalizing a nondecomposable law on the real line***by*Gualtierotti, A. F.

### 1982, Volume 12, Issue 3

**231-248 On the M/G/2 queeing model***by*Cohen, J.W.**249-269 A partially observed poisson process***by*Karr, Alan F.**271-291 Weak convergence for generalized semi-Markov processes***by*Hordijk, A. & Schassberger, R.**293-299 A weak convergence theorem for functionals of sums of independent random variables***by*Yoshihara, Ken-ichi**301-312 On a continuous analogue of the stochastic difference equation Xn=[rho]Xn-1+Bn***by*Wolfe, Stephen James**313-326 Reverse-time diffusion equation models***by*Anderson, Brian D.O.**327-333 Stochastic models for the random location of individuals in a habitat***by*Langberg, Naftali A. & Johnson, Roger B. & Bradley, Ralph A.

### 1982, Volume 12, Issue 2

**171-186 Central limit theorems for point processes***by*Ivanoff, Gail**187-202 Geometric ergodicity of Harris recurrent Marcov chains with applications to renewal theory***by*Nummelin, Esa & Tuominen, Pekka**203-214 On the exact asymptotic behaviour of the distribution of ladder epochs***by*Doney, R. A.**215-220 On general quantile process in weighted sup-norm metrics***by*Csörgo, Sándor**221-224 A note on bilinear time series models***by*Hannan, E. J.**225-230 Stationarity and invertibility of simple bilinear models***by*Quinn, B. G.

### 1981, Volume 12, Issue 1

**1-26 Local times of stochastic processes with positive definite bivariate densities***by*Berman, Simeon M.**27-58 Convergence to diffusions with regular boundaries***by*Helland, Inge S.**59-72 On a property related to convergence in probability and some applications to branching processes***by*Cohn, Harry**73-84 Operator self similar stochastic processes in***by*Laha, R. G. & Rohatgi, V. K.**85-96 Optimum excess-loss reinsurance: a dynamic framework***by*Tapiero, Charles S. & Zuckerman, Dror**97-106 Poisson limits for a hard-core clustering model***by*Saunders, Roy & Kryscio, Richard J. & Funk, Gerald M.**107-113 Distribution free tests for comparing trends in Poisson series***by*Lee, Larry

### 1981, Volume 11, Issue 3

**215-260 Martingales and stochastic integrals in the theory of continuous trading***by*Harrison, J. Michael & Pliska, Stanley R.**261-271 On the time dependent behaviour of the truncated birth-death process***by*van Doorn, Erik A.**273-283 Shock models and the MIFRA property***by*Savits, Thomas H. & Shaked, Moshe**285-291 Locally most powerful sequential tests for stochastic processes***by*Irle, A.**293-295 A curious renewal process average***by*Jewell, William S.**297-300 Lim sup behavior of sums of geometrically weighted i.i.d. random variables***by*Rosalsky, Andrew**301-308 On the observation closest to the origin***by*de Haan, L. & Resnick, S. I.**309-312 A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables***by*Wellner, Jon A.**313-315 Remarks on the equation dXt = a(Xt)dBt***by*Betz, Cristina & Gzyl, Henryk

### 1981, Volume 11, Issue 2

**109-150 An introduction to infinite particle systems***by*Durrett, Richard**151-185 The basic contact processes***by*Griffeath, David**187-192 The rate of convergence for backwards products of a convergent sequence of finite Markov matrices***by*Federgruen, Awi**193-199 Self-adjusting stochastic processes***by*Gagliardo, Emilio & Kottman, Clifford**201-206 Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization***by*Ansley, Craig F.**207-212 Criticality conditions for some random environment population processes***by*Kulperger, Reg & Guttorp, Peter

### 1981, Volume 11, Issue 1

**1-10 An almost sure invariance principle for partial sums associated with a random field***by*Neaderhouser, Carla C.**11-26 A refinement of the coupling method in renewal theory***by*Ney, Peter**27-34 Estimating quantiles of the cumulative mean function of the nonhomogeneous Poisson process***by*Lee, L.**35-45 Bernoulli two-armed bandits with geometric termination***by*Berry, Donald A. & Viscusi, W. Kip**47-56 Asymptotic failure distributions***by*Gottlieb, Gary**57-77 Discrete dams with Markovian inputs***by*Pakes, Anthony G.**79-89 An application of a martingale central limit theorem to the standard epidemic model***by*Watson, Ray**91-99 Ergodic Markov chains with finite convergence time***by*Lindqvist, Bo**101-108 The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain***by*Gerber, Hans U. & Li, Shuo-Yen Robert

### 1980, Volume 10, Issue 3

**221-254 Asymptotic inference for stochastic processes***by*V. Basawa, Ishwar & Prakasa Rao, B. L. S.**255-270 Nonhomogeneous markov chains with desired properties - the nearest markovian model***by*Teodorescu, Dan**271-297 Optimal control of one dimensional non-conservative quasi-diffusion processes***by*Groh, Jürgen**299-311 On an optimal stopping problem of Gusein-Zade***by*Frank, Arthur Q. & Samuels, Stephen M.**313-322 Invariant problems in dynamic programming- average reward criterion***by*Assaf, David

### 1980, Volume 10, Issue 2

**115-144 Un survol de la theorie de l'integrale stochastique***by*Dellacherie, C.**145-160 Measuring deviations from stationarity***by*Tjøstheim, Dag**161-181 Random time change and recurrent boundary***by*Bronner, François**183-191 Semi-stable Markov processes in rn***by*Kiu, Sun-Wah**193-208 Explicit formula of optimal replacement under additive shock processes***by*Yamada, Keigo**209-219 Interconnections of Markov chains and quasi-reversible queuing networks***by*Walrand, Jean & Varaiya, Pravin

### 1980, Volume 10, Issue 1

**1-31 Qualitative behavior of geostochastic systems***by*Dawson, Donald A.**33-48 A process of runs and its convergence to the brownian motion***by*Pittel, B. G.**49-63 Stopping for two-dimensional stochastic processes***by*Merzbach, Ely**65-73 On the law of large numbers for stationary sequences***by*Maller, R. A.**75-85 Selecting the best stable stochastic system***by*Rubinstein, Y.**87-99 Diffusion approximations for models of population growth with logarithmic interactions***by*Prajneshu**101-104 Another look at independence of hitting place and time for the simple random walk***by*Seneta, E.**105-113 A linear cell-size dependent branching process***by*Grimmett, G. R.

### 1979, Volume 9, Issue 3

**237-244 The martingales of an independent increment process***by*Bass, Richard**245-251 Random evolutions in discrete and continuous time***by*Cohen, Joel E.**253-259 Density averaging for Markov processes and the invariant measures problem***by*Greenland, Arnold**261-272 Equivalent descriptions of perturbed Markov processes***by*Feigin, Paul D. & Rubinstein, Eliezer**273-279 A characterization of the rectangular distribution***by*Lukacs, Eugene**281-289 The central limit theorem for time series regression***by*Hannan, E. J.**291-305 Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes***by*Basawa, I. V. & Koul, H. L.**307-318 Bayesian non-parametric estimation for age-dependent branching processes***by*Johnson, Richard A. & Susarla, V. & van Ryzin, John**319-330 A suggestion of a new measure of importance of system components***by*Natvig, Bent

### 1979, Volume 9, Issue 2

**117-135 Maxima of branching random walks vs. independent random walks***by*Durrett, Richard**137-145 Local maxima of the sample functions of the N-parameter Bessel process***by*Puri, Madan L. & Tran, Lanh Tat**147-154 On increasing continuous processes***by*Çinlar, E.**155-161 Lp-intensities of random measures***by*Kallenberg, Olav**163-174 On the invariance principle for U-statistics***by*Hall, Peter**175-187 On the first birth and the last death in a generation in a multi-type Markov branching process***by*Edler, Lutz**189-193 Position dependent and stochastic thinning of point processes***by*Brown, Tim**195-205 Simultaneous life testing in a random environment***by*Ammann, Larry P.**207-215 Some first passage problems related to cusum procedures***by*Khan, Rasul A.**217-222 A central limit theorem for the sojourn times of strongly ergodic Markov chains***by*Bolthausen, E.**223-235 Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion***by*Federgruen, A. & Hordijk, A. & Tijms, H. C.

### 1979, Volume 9, Issue 1

**1-17 A representation for the posterior distribution of the location of a moving target***by*Corwin, Thomas L.**19-33 Decomposable jump decision processes***by*Glazebrook, K. D.**35-53 The inverse balayage problem for Markov chains, part II***by*Karr, A. F. & Pittenger, A. O.**55-66 Brillinger type mixing conditions for a simple branching diffusion process***by*Kulperger, R.**67-84 Extreme value distribution for normalized sums from stationary Gaussian sequences***by*Mittal, Yashaswini**85-93 The convergence of matrix transforms for certain Markov chains***by*Rhoades, B. E.**95-98 Weak convergence of empirical and quantile processes in sup-norm metrics via kmt-constructions***by*Shorack, Galen R.**99-107 Dirichlet invariant processes and applications to nonparametric estimation of symmetric distribution functions***by*Dalal, S. R.**109-115 A functional central limit theorem for a generalized occupancy problem***by*Quine, M. P.

### 1979, Volume 8, Issue 3

**243-255 Empirical bounds for ruin probabilities***by*Grandell, Jan**257-267 On regular branching processes with infinite mean***by*Grey, D. R.**269-276 Convergence of branching transport processes to branching brownian motion***by*Gorostiza, Luis G. & Griego, Richard J.**277-303 The age of a Markov process***by*Pakes, Anthony G.**305-314 Necessary and sufficient conditions for a matrix to be causative in a nonstationary Markov chain***by*Hennessey, John & Bye, Barry V.**315-321 Almost sure limiting behaviour of first crossing points of Gaussian sequences***by*Hüsler, Jürg**323-334 A class of second-order stationary random measures***by*Thornett, M. L.**335-347 A self-correcting point process***by*Isham, Valerie & Westcott, Mark**349-355 Derivatives of regularly varying functions in Rd and domains of attraction of stable distributions***by*de Haan, L. & Resnick, S. I.**357-365 On measures of the distance of a mixture from its parent distribution***by*Hall, Peter

### 1978, Volume 8, Issue 2

**119-129 How small are the increments of a Wiener process?***by*Csörgo, M. & Révész, P.**131-139 Conditions for the convergence in distribution of maxima of stationary normal processes***by*Leadbetter, M. R. & Lindgren, G. & Rootzén, H.**141-152 Alternative models for stationary stochastic processes***by*Robinson, P. M.**153-157 A note on the time series which is the product of two stationary time series***by*Wecker, William E.**159-169 Derived random measures***by*Karr, A. F.**171-179 On convergence rates and the expectation of sums of random variables***by*Maller, R. A.**181-197 A discrete-time single-server queue with set-up time***by*Le Minh, Do**199-209 The limiting distribution for the infinitely deep dam with a Markovian input***by*Pakes, Anthony G. & Phatarfod, R. M.**211-227 Controlled one dimensional diffusions with switching costs--average cost criterion***by*Doshi, Bharat T.**229-242 A central limit theorem for mixing stationary point processes***by*Cranwell, R. M. & Weiss, N. A.

### 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.

### 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

### 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.

### 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.

### 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

### 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

### 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.

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