# Elsevier

# Stochastic Processes and their Applications

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### 2010, Volume 120, Issue 3

### 2010, Volume 120, Issue 2

**105-129 On boundary crossing probabilities for diffusion processes***by*Borovkov, K. & Downes, A.N.**130-162 Stopped diffusion processes: Boundary corrections and overshoot***by*Gobet, Emmanuel & Menozzi, Stéphane**163-181 Exponentially affine martingales, affine measure changes and exponential moments of affine processes***by*Kallsen, Jan & Muhle-Karbe, Johannes**182-194 Heat-kernel estimates for random walk among random conductances with heavy tail***by*Boukhadra, Omar**195-222 Asymptotic expansions for functions of the increments of certain Gaussian processes***by*Marcus, Michael B. & Rosen, Jay**223-254 Discretizing the fractional Lévy area***by*Neuenkirch, A. & Tindel, S. & Unterberger, J.**255-280 Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds***by*Bankovsky, Damien

### 2010, Volume 120, Issue 1

**2-21 Transportation inequalities for stochastic differential equations with jumps***by*Ma, Yutao**22-38 Limit theorems for bipower variation of semimartingales***by*Vetter, Mathias**39-65 Weak approximation of a fractional SDE***by*Bardina, X. & Nourdin, I. & Rovira, C. & Tindel, S.**66-83 Sample path Large Deviations and optimal importance sampling for stochastic volatility models***by*Robertson, Scott**84-104 Limit theorems and coexistence probabilities for the Curie-Weiss Potts model with an external field***by*Gandolfo, Daniel & Ruiz, Jean & Wouts, Marc

### 2009, Volume 119, Issue 12

**3981-4003 Superprocesses with spatial interactions in a random medium***by*Gill, Hardeep S.**4004-4033 Scaling limits for symmetric Itô-Lévy processes in random medium***by*Rhodes, Rémi & Vargas, Vincent**4034-4060 Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus***by*Cruzeiro, Ana Bela & Shamarova, Evelina**4061-4087 A simulation approach to optimal stopping under partial information***by*Ludkovski, Michael**4088-4123 Nonparametric estimation for pure jump Lévy processes based on high frequency data***by*Comte, F. & Genon-Catalot, V.**4124-4148 Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence***by*Chan, Ngai Hang & Zhang, Rong-Mao**4149-4175 Modified Gaussian likelihood estimators for ARMA models on***by*Dimitriou-Fakalou, Chrysoula**4176-4193 State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains***by*Connor, S.B. & Fort, G.**4194-4209 Empirical distributions in marked point processes***by*Pawlas, Zbynek**4210-4227 Theory and applications of multivariate self-normalized processes***by*de la Peña, Victor H. & Klass, Michael J. & Lai, Tze Leung

### 2009, Volume 119, Issue 11

**3835-3861 Uniform time average consistency of Monte Carlo particle filters***by*van Handel, Ramon**3862-3889 Small-time expansions for the transition distributions of Lévy processes***by*Figueroa-López, José E. & Houdré, Christian**3890-3913 Nonlinear filtering of semi-Dirichlet processes***by*Hu, Ze-Chun & Ma, Zhi-Ming & Sun, Wei**3914-3938 Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations***by*Nualart, David & Quer-Sardanyons, Lluís**3939-3954 Bootstrap of the offspring mean in the critical process with a non-stationary immigration***by*Rahimov, I.**3955-3961 On tails of fixed points of the smoothing transform in the boundary case***by*Buraczewski, Dariusz**3962-3980 Extremes of space-time Gaussian processes***by*Kabluchko, Zakhar

### 2009, Volume 119, Issue 10

**3081-3100 Some rigorous results on semiflexible polymers, I: Free and confined polymers***by*Hryniv, O. & Velenik, Y.**3101-3132 Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment***by*Liu, Quansheng & Watbled, Frédérique**3133-3154 Mean-field backward stochastic differential equations and related partial differential equations***by*Buckdahn, Rainer & Li, Juan & Peng, Shige**3155-3172 Local independence of fractional Brownian motion***by*Norros, Ilkka & Saksman, Eero**3173-3210 Maximum likelihood drift estimation for multiscale diffusions***by*Papavasiliou, A. & Pavliotis, G.A. & Stuart, A.M.**3211-3237 Occupation times of subcritical branching immigration systems with Markov motions***by*Milos, Piotr**3238-3252 Stochastic representation of subdiffusion processes with time-dependent drift***by*Magdziarz, Marcin**3253-3284 Optimal stopping with irregular reward functions***by*Lamberton, Damien**3285-3299 Discrete-time random motion in a continuous random medium***by*Boldrighini, C. & Minlos, R.A. & Pellegrinotti, A.**3300-3318 A strictly stationary, N-tuplewise independent counterexample to the Central Limit Theorem***by*Bradley, Richard C. & Pruss, Alexander R.**3319-3355 On Hölder solutions of the integro-differential Zakai equation***by*Mikulevicius, R. & Pragarauskas, H.**3356-3382 Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion***by*Gao, Fuqing**3383-3394 Fluctuations in the Ising model on a sparse random graph***by*De Sanctis, Luca**3395-3415 Biased random walk in a one-dimensional percolation model***by*Axelson-Fisk, Marina & Häggström, Olle**3416-3434 Correlation cascades, ergodic properties and long memory of infinitely divisible processes***by*Magdziarz, Marcin**3435-3452 A strong uniform approximation of fractional Brownian motion by means of transport processes***by*Garzón, J. & Gorostiza, L.G. & León, J.A.**3453-3470 White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles***by*Xu, Tiange & Zhang, Tusheng**3471-3493 The swapping algorithm for the Hopfield model with two patterns***by*Löwe, Matthias & Vermet, Franck**3494-3515 An empirical Central Limit Theorem in for stationary sequences***by*Dede, Sophie**3516-3548 Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection***by*Goudenège, Ludovic**3549-3582 Averaging of stochastic flows: Twist maps and escape from resonance***by*Sowers, Richard B.**3583-3607 A connection between extreme value theory and long time approximation of SDEs***by*Panloup, Fabien**3608-3632 Optimal static-dynamic hedges for exotic options under convex risk measures***by*Ilhan, Aytaç & Jonsson, Mattias & Sircar, Ronnie**3633-3652 Rescaled weighted random ball models and stable self-similar random fields***by*Breton, Jean-Christophe & Dombry, Clément**3653-3670 Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds***by*Arnaudon, Marc & Thalmaier, Anton & Wang, Feng-Yu**3671-3698 Stein's lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent***by*Viens, Frederi G.**3699-3718 New techniques for empirical processes of dependent data***by*Dehling, Herold & Durieu, Olivier & Volny, Dalibor**3719-3748 Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions***by*Seydel, Roland C.**3749-3766 On the dependence structure of wavelet coefficients for spherical random fields***by*Lan, Xiaohong & Marinucci, Domenico**3767-3784 A Central Limit Theorem for isotropic flows***by*Cranston, M. & Le Jan, Yves**3785-3797 Symmetric martingales and symmetric smiles***by*Tehranchi, Michael R.**3798-3815 Tree structured independence for exponential Brownian functionals***by*Matsumoto, Hiroyuki & Wesolowski, Jacek & Witkowski, Piotr**3816-3833 Reflection principle and Ocone martingales***by*Chaumont, L. & Vostrikova, L.

### 2009, Volume 119, Issue 9

**2725-2743 Conformal covariance of the Abelian sandpile height one field***by*Dürre, Maximilian**2744-2772 On measure solutions of backward stochastic differential equations***by*Ankirchner, Stefan & Imkeller, Peter & Popier, Alexandre**2773-2802 Anticipating stochastic differential systems with memory***by*Mohammed, Salah & Zhang, Tusheng**2803-2831 Bipower-type estimation in a noisy diffusion setting***by*Podolskij, Mark & Vetter, Mathias**2832-2858 Exceptional times for the dynamical discrete web***by*Fontes, L.R.G. & Newman, C.M. & Ravishankar, K. & Schertzer, E.**2859-2880 On exponential local martingales associated with strong Markov continuous local martingales***by*Blei, Stefan & Engelbert, Hans-Jürgen**2881-2912 BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game***by*Hamadène, S. & Wang, H.**2913-2944 Heterogeneous credit portfolios and the dynamics of the aggregate losses***by*Dai Pra, Paolo & Tolotti, Marco**2945-2969 Ergodic BSDEs and related PDEs with Neumann boundary conditions***by*Richou, Adrien**2970-2991 Lévy driven moving averages and semimartingales***by*Basse, Andreas & Pedersen, Jan**2992-3005 On the purity of the free boundary condition Potts measure on random trees***by*Formentin, Marco & Külske, Christof**3006-3041 Central limit theorems for arrays of decimated linear processes***by*Roueff, F. & Taqqu, M.S.**3042-3080 Coagulation, diffusion and the continuous Smoluchowski equation***by*Yaghouti, Mohammad Reza & Rezakhanlou, Fraydoun & Hammond, Alan

### 2009, Volume 119, Issue 8

**2401-2435 Limit theorems for individual-based models in economics and finance***by*Remenik, Daniel**2436-2464 Surviving particles for subcritical branching processes in random environment***by*Bansaye, Vincent**2465-2480 Least squares estimator for Ornstein-Uhlenbeck processes driven by [alpha]-stable motions***by*Hu, Yaozhong & Long, Hongwei**2481-2500 Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise***by*Linn, Matthew & Amirdjanova, Anna**2501-2522 On the equivalence of the static and dynamic points of view for diffusions in a random environment***by*Schmitz, Tom**2523-2543 Progressive enlargement of filtrations with initial times***by*Jeanblanc, Monique & Le Cam, Yann**2544-2562 Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process***by*Bankovsky, Damien & Sly, Allan**2563-2578 Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups***by*Pospisil, Libor & Vecer, Jan & Hadjiliadis, Olympia**2579-2597 Weighted branching and a pathwise renewal equation***by*Meiners, Matthias**2598-2624 Quenched convergence of a sequence of superprocesses in among Poissonian obstacles***by*Véber, Amandine**2625-2644 Decomposition and convergence for tree martingales***by*He, Tong-jun & Shen, Yi**2645-2659 Breaking the chain***by*Allman, Michael & Betz, Volker**2660-2681 Existence and uniqueness of stationary Lévy-driven CARMA processes***by*Brockwell, Peter J. & Lindner, Alexander**2682-2710 A random walk on with drift driven by its occupation time at zero***by*Ben-Ari, Iddo & Merle, Mathieu & Roitershtein, Alexander**2711-2723 Remarks on non-interacting conservative spin systems: The case of gamma distributions***by*Barthe, F. & Wolff, P.

### 2009, Volume 119, Issue 7

**2121-2136 Convergence of the increments of a stochastic integral associated to the stochastic wave equation***by*Colina, Mairene & Berzin, Corinne**2137-2157 On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps***by*Hubalek, Friedrich & Sgarra, Carlo**2158-2165 On the exactness of the Wu-Woodroofe approximation***by*Klicnarová, Jana & Volný, Dalibor**2166-2197 Isotropic Ornstein-Uhlenbeck flows***by*van Bargen, H. & Dimitroff, G.**2198-2221 Asymptotic properties of jump-diffusion processes with state-dependent switching***by*Xi, Fubao**2222-2248 Hölder regularity for operator scaling stable random fields***by*Biermé, Hermine & Lacaux, Céline**2249-2276 Microstructure noise in the continuous case: The pre-averaging approach***by*Jacod, Jean & Li, Yingying & Mykland, Per A. & Podolskij, Mark & Vetter, Mathias**2277-2311 Stochastic 2-microlocal analysis***by*Herbin, Erick & Lévy-Véhel, Jacques**2312-2335 The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes***by*Löcherbach, Eva & Loukianova, Dasha**2336-2356 The maximum of a Lévy process reflected at a general barrier***by*Hansen, Niels Richard

### 2009, Volume 119, Issue 6

**1765-1791 The alternating marked point process of h-slopes of drifted Brownian motion***by*Faggionato, Alessandra**1792-1822 Sequential tracking of a hidden Markov chain using point process observations***by*Bayraktar, Erhan & Ludkovski, Michael**1823-1844 Continuity in the Hurst index of the local times of anisotropic Gaussian random fields***by*Wu, Dongsheng & Xiao, Yimin**1845-1865 Power variation for Gaussian processes with stationary increments***by*Barndorff-Nielsen, Ole E. & Corcuera, José Manuel & Podolskij, Mark**1866-1888 Gibbsianness versus non-Gibbsianness of time-evolved planar rotor models***by*van Enter, A.C.D. & Ruszel, W.M.**1889-1911 Asymptotic theory for the multidimensional random on-line nearest-neighbour graph***by*Wade, Andrew R.**1912-1931 Fast simulated annealing in with an application to maximum likelihood estimation in state-space models***by*Rubenthaler, Sylvain & Rydén, Tobias & Wiktorsson, Magnus**1932-1951 First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes***by*Stelzer, Robert**1952-1974 Stochastic integration for Lévy processes with values in Banach spaces***by*Riedle, Markus & van Gaans, Onno**1975-2003 Iterated elastic Brownian motions and fractional diffusion equations***by*Beghin, Luisa & Orsingher, Enzo**2004-2027 Asymptotic analysis of hedging errors in models with jumps***by*Tankov, Peter & Voltchkova, Ekaterina**2028-2051 Dynamics for the Brownian web and the erosion flow***by*Howitt, Chris & Warren, Jon**2052-2081 Large deviations for the Boussinesq equations under random influences***by*Duan, Jinqiao & Millet, Annie**2082-2094 Poisson-Dirichlet distribution with small mutation rate***by*Feng, Shui**2095-2117 On divergence form SPDEs with VMO coefficients in a half space***by*Krylov, N.V.

### 2009, Volume 119, Issue 5

**1401-1415 On permanental processes***by*Eisenbaum, Nathalie & Kaspi, Haya**1416-1435 Smooth densities for solutions to stochastic differential equations with jumps***by*Cass, Thomas**1436-1469 Impulse control problem on finite horizon with execution delay***by*Bruder, Benjamin & Pham, Huyên**1470-1478 Ballistic behavior for biased self-avoiding walks***by*Chayes, L.**1479-1504 The quenched critical point of a diluted disordered polymer model***by*Bolthausen, Erwin & Caravenna, Francesco & de Tilière, Béatrice**1505-1540 The fractional stochastic heat equation on the circle: Time regularity and potential theory***by*Nualart, Eulalia & Viens, Frederi**1541-1560 Gaussian approximation of the empirical process under random entropy conditions***by*Settati, Adel**1561-1579 Constrained nonsmooth utility maximization without quadratic inf convolution***by*Westray, Nicholas & Zheng, Harry**1580-1600 Parametric estimation for partially hidden diffusion processes sampled at discrete times***by*Iacus, Stefano Maria & Uchida, Masayuki & Yoshida, Nakahiro**1601-1631 Boundary Harnack principle for subordinate Brownian motions***by*Kim, Panki & Song, Renming & Vondracek, Zoran**1632-1651 Localization for branching random walks in random environment***by*Hu, Yueyun & Yoshida, Nobuo**1652-1672 Estimation of quadratic variation for two-parameter diffusions***by*Réveillac, Anthony**1673-1695 On differentiability of ruin functions under Markov-modulated models***by*Zhu, Jinxia & Yang, Hailiang**1696-1724 New large deviation results for some super-Brownian processes***by*Serlet, Laurent**1725-1764 Martingale solutions and Markov selections for stochastic partial differential equations***by*Goldys, Benjamin & Röckner, Michael & Zhang, Xicheng

### 2009, Volume 119, Issue 4

**1039-1054 A canonical setting and separating times for continuous local martingales***by*Engelbert, H.-J. & Urusov, M.A. & Walther, M.**1055-1080 Regularly varying multivariate time series***by*Basrak, Bojan & Segers, Johan**1081-1123 A PDE approach to large deviations in Hilbert spaces***by*Swie[combining cedilla]ch, Andrzej**1124-1143 Williams' decomposition of the Lévy continuum random tree and simultaneous extinction probability for populations with neutral mutations***by*Abraham, Romain & Delmas, Jean-François**1144-1167 The martingale problem for a class of stable-like processes***by*Bass, Richard F. & Tang, Huili**1168-1197 Linear fractional stable sheets: Wavelet expansion and sample path properties***by*Ayache, Antoine & Roueff, François & Xiao, Yimin**1198-1215 A quenched limit theorem for the local time of random walks on***by*Gärtner, Jürgen & Sun, Rongfeng**1216-1234 Existence and uniqueness of solutions to the backward 2D stochastic Navier-Stokes equations***by*Sundar, P. & Yin, Hong**1235-1256 Forgetting the initial distribution for Hidden Markov Models***by*Douc, R. & Fort, G. & Moulines, E. & Priouret, P.**1257-1269 Killed Brownian motion and inequalities among solutions of the Schrodinger equation***by*Le, H.**1270-1297 Renewal theorems and stability for the reflected process***by*Doney, Ron & Maller, Ross & Savov, Mladen**1298-1324 Asymptotic results for the empirical process of stationary sequences***by*Berkes, István & Hörmann, Siegfried & Schauer, Johannes**1325-1356 Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure***by*Lim, S.C. & Teo, L.P.**1357-1367 Markov processes invariant under a Lie group action***by*Liao, Ming**1368-1385 Comparing the minimal Hellinger martingale measure of order q to the q-optimal martingale measure***by*Choulli, Tahir & Stricker, Christophe**1386-1399 Further results on some singular linear stochastic differential equations***by*Alili, Larbi & Wu, Ching-Tang

### 2009, Volume 119, Issue 3

**679-699 Estimation for stochastic differential equations with a small diffusion coefficient***by*Gloter, Arnaud & Sørensen, Michael**700-736 Translation invariance of two-dimensional Gibbsian systems of particles with internal degrees of freedom***by*Richthammer, Thomas**737-774 Ideal gas approximation for a two-dimensional rarefied gas under Kawasaki dynamics***by*Gaudillière, A. & den Hollander, F. & Nardi, F.R. & Olivieri, E. & Scoppola, E.**775-810 Collision probability for random trajectories in two dimensions***by*Gaudillière, A.**811-834 Nonparametric adaptive estimation for integrated diffusions***by*Comte, F. & Genon-Catalot, V. & Rozenholc, Y.**835-863 Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise***by*Albeverio, S. & Mandrekar, V. & Rüdiger, B.**864-881 Ergodic behavior of diffusions with random jumps from the boundary***by*Ben-Ari, Iddo & Pinsky, Ross G.**882-896 Large scale properties of the IIIC for 2D percolation***by*Chayes, L. & Nolin, P.**897-923 Subgeometric rates of convergence of f-ergodic strong Markov processes***by*Douc, Randal & Fort, Gersende & Guillin, Arnaud**924-936 Special examples of diffusions in random environment***by*del Tenno, Ivan**937-965 Sharp phase transition and critical behaviour in 2D divide and colour models***by*Bálint, András & Camia, Federico & Meester, Ronald**966-979 Existence of an infinite particle limit of stochastic ranking process***by*Hattori, Kumiko & Hattori, Tetsuya**980-1000 Some explicit identities associated with positive self-similar Markov processes***by*Chaumont, L. & Kyprianou, A.E. & Pardo, J.C.**1001-1014 Smoothness of Gaussian local times beyond the local nondeterminism***by*Boufoussi, Brahim & Guerbaz, Raby**1015-1034 Optimal reinsurance strategy under fixed cost and delay***by*Egami, Masahiko & Young, Virginia R.

### 2009, Volume 119, Issue 2

**307-326 A stochastic heat equation with the distributions of Lévy processes as its invariant measures***by*Funaki, Tadahisa & Xie, Bin**327-346 Homogenization of random transport along periodic two-dimensional flows***by*Franke, Brice**347-372 Occupation time theorems for one-dimensional random walks and diffusion processes in random environments***by*Kasahara, Yuji & Watanabe, Shinzo**373-390 Learning to signal: Analysis of a micro-level reinforcement model***by*Argiento, Raffaele & Pemantle, Robin & Skyrms, Brian & Volkov, Stanislav**391-409 Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion***by*Nualart, David & Saussereau, Bruno**410-427 Invariant measures for stochastic evolution equations of pure jump type***by*Dong, Zhao & Xu, Tiange & Zhang, Tusheng**428-452 The Skorokhod problem in a time-dependent interval***by*Burdzy, Krzysztof & Kang, Weining & Ramanan, Kavita**453-467 An asymptotic theory for sample covariances of Bernoulli shifts***by*Wu, Wei Biao**468-490 Weak convergence of the tail empirical process for dependent sequences***by*Rootzén, Holger**491-517 Importance sampling for a Markov modulated queuing network***by*Sezer, Ali Devin**518-533 Large deviations for statistics of the Jacobi process***by*Demni, N. & Zani, M.**534-561 The effect of memory on functional large deviations of infinite moving average processes***by*Ghosh, Souvik & Samorodnitsky, Gennady**562-587 Splitting for rare event simulation: A large deviation approach to design and analysis***by*Dean, Thomas & Dupuis, Paul**588-601 Dispersion of volume under the action of isotropic Brownian flows***by*Dimitroff, G. & Scheutzow, M.**602-632 Exponential ergodicity of the solutions to SDE's with a jump noise***by*Kulik, Alexey M.**633-654 Time consistent dynamic risk processes***by*Bion-Nadal, Jocelyne**655-675 Approximation of the tail probability of randomly weighted sums and applications***by*Zhang, Yi & Shen, Xinmei & Weng, Chengguo

### 2009, Volume 119, Issue 1

**1-15 Distributional limits for the symmetric exclusion process***by*Liggett, Thomas M.**16-44 Sobolev space theory of SPDEs with continuous or measurable leading coefficients***by*Kim, Kyeong-Hun**45-73 Stochastic coalescence with homogeneous-like interaction rates***by*Fournier, Nicolas & Löcherbach, Eva**74-98 COGARCH as a continuous-time limit of GARCH(1,1)***by*Kallsen, Jan & Vesenmayer, Bernhard**99-129 Continuum random trees and branching processes with immigration***by*Duquesne, Thomas**130-166 Discontinuous superprocesses with dependent spatial motion***by*He, Hui**167-189 Marcus-Lushnikov processes, Smoluchowski's and Flory's models***by*Fournier, Nicolas & Laurençot, Philippe**190-207 Poisson type approximations for the Markov binomial distribution***by*Cekanavicius, Vydas & Roos, Bero**208-231 Laplace approximation of transition densities posed as Brownian expectations***by*Markussen, Bo**232-248 Martingale characterization of G-Brownian motion***by*Xu, Jing & Zhang, Bo**249-280 Strong approximation for a class of stationary processes***by*Liu, Weidong & Lin, Zhengyan**281-304 On the asymptotic behaviour of Lévy processes, Part I: Subexponential and exponential processes***by*Albin, J.M.P. & Sundén, Mattias

### 2008, Volume 118, Issue 12

**2143-2180 An optimal control variance reduction method for density estimation***by*Kebaier, Ahmed & Kohatsu-Higa, Arturo**2181-2197 Transportation-cost inequality on path spaces with uniform distance***by*Fang, Shizan & Wang, Feng-Yu & Wu, Bo**2198-2222 Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234***by*Bédard, Mylène**2223-2253 Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation***by*Peng, Shige**2254-2268 Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps***by*Qiao, Huijie & Zhang, Xicheng**2269-2293 Discrete-time approximation for continuously and discretely reflected BSDEs***by*Bouchard, Bruno & Chassagneux, Jean-François**2294-2333 Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion***by*Neuenkirch, Andreas**2334-2343 Semigroups of Upsilon transformations***by*Barndorff-Nielsen, Ole E. & Maejima, Makoto**2344-2368 Small deviation probability via chaining***by*Aurzada, Frank & Lifshits, Mikhail

### 2008, Volume 118, Issue 11

**1929-1972 A coarse graining for the Fortuin-Kasteleyn measure in random media***by*Wouts, Marc

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