# Elsevier

# Stochastic Processes and their Applications

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### 1997, Volume 71, Issue 1

**111-122 On certain discounted arc-sine laws***by*Yor, Marc**123-144 Present value distributions with applications to ruin theory and stochastic equations***by*Gjessing, Håkon K. & Paulsen, Jostein

### 1997, Volume 70, Issue 2

**143-171 Estimating the spectral measure of an extreme value distribution***by*Einmahl, John H.J. & de Haan, Laurens & Sinha, Ashoke Kumar**173-180 A two-sided estimate in the Hsu--Robbins--Erdös law of large numbers***by*Pruss, Alexander R.**181-197 Structural properties of Markov chains with weak and strong interactions***by*Zhang, Q. & Yin, G.**199-217 On the occupation time of an iterated process having no local time***by*Csáki, Endre & Csörgo, Miklós & Földes, Antónia & Révész, Pál**219-241 On stability for a class of semilinear stochastic evolution equations***by*Liu, Kai**243-263 On the quasi-stationary distribution of a stochastic Ricker model***by*Högnäs, Göran**265-282 Long range dependence of point processes, with queueing examples***by*Daley, D.J. & Vesilo, Rein

### 1997, Volume 70, Issue 1

**1-29 Translation and dispersion of mass by isotropic Brownian flows***by*Zirbel, Craig L.**31-58 Poisson and Gaussian approximation of weighted local empirical processes***by*Einmahl, John H. J.**59-84 Adapted solution of a degenerate backward spde, with applications***by*Ma, Jin & Yong, Jiongmin**85-114 Uniform convergence of the empirical spectral distribution function***by*Mikosch, T. & Norvaisa, R.**115-127 On polynomial mixing bounds for stochastic differential equations***by*Veretennikov, A. Yu.**129-141 Lifetime and compactness of range for super-Brownian motion with a general branching mechanism***by*Sheu, Yuan-Chung

### 1997, Volume 69, Issue 2

**139-159 Second-order regular variation, convolution and the central limit theorem***by*Geluk, J. & de Haan, L. & Resnick, S. & Starica, C.**161-178 Mean occupation times of continuous one-dimensional Markov processes***by*Zirbel, Craig L.**179-193 On the spectrum of correlation autoregressive sequences***by*Makagon, A. & Miamee, A. G.**195-216 Approximation of the density of a solution of a nonlinear SDE -- application to parabolic SPDEs***by*Morien, P. L.**217-246 Mixed Poisson approximation in the collective epidemic model***by*Lefèvre, Claude & Utev, Sergei**247-257 Dynamic Boolean models***by*van den Berg, J. & Meester, Ronald & White, Damien G.**259-273 Tracking of signal and its derivatives in Gaussian white noise***by*Chow, P. -L. & Khasminskii, R. & Liptser, R.**275-287 The power laws of M and N in greedy lattice animals***by*Lee, Sungchul

### 1997, Volume 69, Issue 1

**1-24 Minimum volume sets and generalized quantile processes***by*Polonik, Wolfgang**25-53 Time reversal and reflected diffusions***by*Petit, Frédérique**55-70 Uniform reconstruction of Gaussian processes***by*Müller-Gronbach, Thomas & Ritter, Klaus**71-82 Using a geometric Brownian motion to control a Brownian motion and vice versa***by*Lefebvre, Mario**83-109 An extension of Ito's formula for elliptic diffusion processes***by*Bardina, Xavier & Jolis, Maria**111-125 On Doob's maximal inequality for Brownian motion***by*Graversen, S. E. & Peskir, G.**127-138 Functional iterations and periodic oscillations for simple random walk on the Sierpinski graph***by*Grabner, Peter J. & Woess, Wolfgang

### 1997, Volume 68, Issue 2

**155-179 Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations***by*Knudsen, Thomas Skov**181-194 Stationary solutions of stochastic recursions describing discrete event systems***by*Anantharam, Venkat & Konstantopoulos, Takis**195-207 Local time for stable moving average processes: Hölder conditions***by*Dozzi, Marco & Soltani, A. Reza**209-228 On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion***by*Zanzotto, P. A.**229-253 Estimation of total time on test transforms for stationary observations***by*Csörgo, Miklós & Yu, Hao**255-264 The convergence of the biased annihilating branching process and the double-flipping process in d***by*Sudbury, Aidan**265-283 Suprema and sojourn times of Lévy processes with exponential tails***by*Braverman, Michael**285-302 On stability and existence of solutions of SDEs with reflection at the boundary***by*Rozkosz, Andrzej & Slominski, Leszek

### 1997, Volume 68, Issue 1

**1-20 Minimal conditions in p-stable limit theorems -- II***by*Jakubowski, Adam**21-47 A second-order Stratonovich differential equation with boundary conditions***by*Alabert, Aureli & Nualart, David**49-64 Functional asymptotic behavior of some random multilinear forms***by*Cadre, Benoît**65-82 Weak convergence of recursions***by*Basak, Gopal K. & Hu, Inchi & Wei, Ching-Zong**83-99 A large deviation principle for small perturbations of random evolution equations in Hölder norm***by*Hu, Yi-Jun**101-111 On poisson approximation to the partial sum process of a Markov chain***by*He, Shengwu & Xia, Aihua**113-131 A stochastic oscillator with time-dependent damping***by*Grue, John & Øksendal, Bernt**133-154 Small perturbations in a hyperbolic stochastic partial differential equation***by*Márquez-Carreras, David & Sanz-Solé, Marta

### 1997, Volume 67, Issue 2

**139-159 The rate of escape for some Gaussian processes and the scattering theory for their small perturbations***by*Albeverio, Sergio & Kolokoltsov, Vassily N.**161-175 A limit theorem for occupation times of fractional Brownian motion***by*Kasahara, Y. & Kosugi, N.**177-193 Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series***by*Masry, Elias**195-211 Uniform large and moderate deviations for functional empirical processes***by*Dembo, Amir & Zajic, Tim**213-225 A strong correlation inequality for contact processes and oriented percolation***by*Belitsky, Vladimir & Ferrari, Pablo A. & Konno, Norio & Liggett, Thomas M.**227-249 Rates of convergence for lamplighter processes***by*Häggstr?:om, Olle & Jonasson, Johan**251-279 Density in small time at accessible points for jump processes***by*Picard, Jean

### 1997, Volume 67, Issue 1

**1-23 Nonparametric inference for Markovian interval processes***by*Utikal, Klaus J.**25-40 Generalized parabolic functions on white noise space***by*Qian, Zhongmin**41-53 On strong forms of weak convergence***by*Jacka, S. D. & Roberts, G. O.**55-67 On pathwise analysis and existence of empirical distributions for G/G/1 queues***by*Guillemin, Fabrice M. & Mazumdar, Ravi R.**69-99 A rapidly mixing stochastic system of finite interacting particles on the circle***by*Montoya, Leticia Cuéllar**101-115 A large deviation principle for the Brownian snake***by*Serlet, Laurent**117-138 Multilevel bilinear systems of stochastic differential equations***by*Gauthier, Geneviève

### 1997, Volume 66, Issue 2

**147-182 A microscopic mechanism for the porous medium equation***by*Feng, Shui & Iscoe, Ian & Seppäläinen, Timo**183-207 Approach to stationarity for birth and death on flows***by*Phelan, Michael J.**209-236 On solutions of backward stochastic differential equations with jumps and applications***by*Rong, Situ**237-252 Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes***by*Kratz, Marie F. & León, JoséR.**253-270 Approximation of stopped Brownian local time by diadic crossing chains***by*Knight, Frank B.**271-281 Attractive polymer models for two- and three-dimensional Brownian motion***by*Adler, Robert J. & Iyer, Srikanth K.**283-299 The multifractal structure of stable occupation measure***by*Hu, Xiaoyu & Taylor, S. James

### 1997, Volume 66, Issue 1

**1-20 Central limit theorems for random processes with sample paths in exponential Orlicz spaces***by*Su, Zhonggen**21-40 The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables***by*Kokoszka, Piotr S. & Taqqu, Murad S.**41-54 Poisson approximation of the number of exceedances of a discrete-time x2-process***by*Raab, Mikael**55-78 The integrated periodogram for long-memory processes with finite or infinite variance***by*Kokoszka, P. & Mikosch, T.**79-96 On recursive estimation for hidden Markov models***by*Rydén, Tobias**97-106 A central limit theorem for linear Kolmogorov's birth-growth models***by*Chiu, S. N.**107-113 On right continuity of a family of two-parameter [sigma]-fields***by*Chen, Zongxun**115-145 Tails of passage-times and an application to stochastic processes with boundary reflection in wedges***by*Aspandiiarov, S. & Iasnogorodski, R.

### 1996, Volume 65, Issue 2

**147-170 Coupling with compensators***by*Last, Günter**171-185 Computing the extremal index of special Markov chains and queues***by*Hooghiemstra, Gerard & Meester, Ludolf E.**187-207 Size-biased and conditioned random splitting trees***by*Geiger, Jochen**209-216 Percolation and ferromagnetism on 2: the q-state Potts cases***by*Chayes, L.**217-231 Brownian motion normalized by maximum local time***by*Shi, Zhan**233-250 Razumikhin-type theorems on exponential stability of stochastic functional differential equations***by*Mao, Xuerong**251-258 The asymptotic covariance matrix of the multivariate serial correlations***by*Boshnakov, Georgi N.**259-279 The bootstrap for empirical processes based on stationary observations***by*Radulovic, Dragan**281-298 Recuit simulé partiel***by*Miclo, Laurent

### 1996, Volume 65, Issue 1

**1-15 Diffusion approximation for hyperbolic stochastic differential equations***by*Florit, Carme & Nualart, David**17-30 Deviation inequalities for continuous martingales***by*Khoshnevisan, Davar**31-53 On the number of high excursions of linear growth processes***by*Erhardsson, Torkel**55-68 Bounds for the accuracy of Poissonian approximations of stable laws***by*Bentkus, V. & Götze, F. & Paulauskas, V.**69-80 Strong convergence of sums of [alpha]-mixing random variables with applications to density estimation***by*Liebscher, Eckhard**81-101 Multivariate regression estimation local polynomial fitting for time series***by*Masry, Elias**103-114 Central limit theorem for linear processes with values in a Hilbert space***by*Merlevède, Florence**115-137 Central limit theorems for urn models***by*Smythe, R. T.**139-146 Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues***by*Konstantopoulos, Takis & Zazanis, Michael & De Veciana, Gustavo

### 1996, Volume 64, Issue 2

**143-152 Alternative micropulses and fractional Brownian motion***by*Cioczek-Georges, R. & Mandelbrot, B. B.**153-172 On the Markov property of local time for Markov processes on graphs***by*Eisenbaum, Nathalie & Kaspi, Haya**173-186 A representation for functionals of superprocesses via particle picture***by*Feldman, Raisa E. & Iyer, Srikanth K.**187-208 Dynamics of a spin-exchange model***by*Lebowitz, Joel L. & Neuhauser, Claudia & Ravishankar, Krishnamurthi**209-235 A continuous time version of random walks in a random potential***by*Coyle, Lester N.**237-255 Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation***by*Liptser, R. Sh. & Steinberg, Y. & Bobrovsky, B. Z. & Schuss, Z.**257-271 The Gibbs principle for Markov jump processes***by*Aboulalaâ, Adnan**273-286 Weighted least squares estimates in linear regression models for processes with uncorrelated increments***by*Wu, Tiee-Jian & Wasan, M. T.

### 1996, Volume 64, Issue 1

**1-16 The asymptotic behavior of an urn model arising in population genetics***by*Donnelly, Peter & Kurtz, Thomas G.**17-30 How many random walks correspond to a given set of return probabilities to the origin?***by*Dette, Holger & Studden, William J.**31-38 Martingale decomposition of Dirichlet processes on the Banach space C0[0, 1]***by*Lyons, T. J. & Röckner, M. & Zhang, T. S.**39-54 Conditionings and path decompositions for Lévy processes***by*Chaumont, L.**55-72 Propagation of chaos for particle systems associated with discrete Boltzmann equation***by*Rezakhanlou, Fraydoun**73-91 Simulated annealing for stochastic semilinear equations on Hilbert spaces***by*Jacquot, Sophie**93-102 Improved criteria for distributional convergence of point processes***by*Kallenberg, Olav**103-125 Large deviations results for subexponential tails, with applications to insurance risk***by*Asmussen, Søren & Klüppelberg, Claudia**127-133 A reversibility relationship for two Markovian time series models with stationary geometric tailed distribution***by*Littlejohn, R. P.**135-142 Optimal Poisson approximation of uniform empirical processes***by*Adell, JoséA. & de la Cal, Jesús

### 1996, Volume 63, Issue 2

**139-152 Estimation for a class of positive nonlinear time series models***by*Brown, Tim C. & Feigin, Paul D. & Pallant, Diana L.**153-174 On central and non-central limit theorems in density estimation for sequences of long-range dependence***by*Hwai-Chung, Ho**175-188 Two different kinds of liminfs on the LIL for two-parameter Wiener processes***by*Zhang, Li-Xin**189-209 Bounded and compact laws of the logarithm for B-valued random variables***by*Li, Deli**211-219 A lower bound for the order parameter in the one-dimensional contact process***by*Gripenberg, Gustaf**221-233 Simulated annealing with time-dependent energy function via Sobolev inequalities***by*Löwe, Matthias**235-263 Parameter estimation and reverse martingales***by*Björk, Tomas & Johansson, Björn**265-277 Dominated families of martingale, supermartingale and quasimartingale laws***by*Frittelli, Marco

### 1996, Volume 63, Issue 1

**1-10 Asymptotic filtering for finite state Markov chains***by*Khasminskii, Rafail & Zeitouni, Ofer**11-33 Stochastic representation of diffusions corresponding to divergence form operators***by*Rozkosz, Andrzej**35-54 On martingale measures when asset returns have unpredictable jumps***by*Bardhan, Indrajit & Chao, Xiuli**55-65 Unpredictability of an exit time***by*Brassesco, S.**67-74 An excursion approach to Ray-Knight theorems for perturbed Brownian motion***by*Perman, Mihael**75-95 Gauss-Newton and M-estimation for ARMA processes with infinite variance***by*Davis, Richard A.**97-116 Extremes, rainflow cycles and damage functionals in continuous random processes***by*Rychlik, Igor**117-137 Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence***by*Horvàth, Lajos & Shao, Qi-Man

### 1996, Volume 62, Issue 2

**191-222 High-density limits of hierarchically structured branching-diffusing populations***by*Dawson, Donald A. & Hochberg, Kenneth J. & Vinogradov, Vladimir**223-242 Fourier analysis applied to SPDEs***by*Blount, Douglas**243-262 An almost sure central limit theorem for the overlap parameters in the Hopfield model***by*Gentz, Barbara**263-276 Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane***by*Liang, Zong-xia & Zheng, Ming-li**277-298 Asymptotic singular windings of ergodic diffusions***by*Franchi, J.**299-325 Transition matrices with equal germs***by*Ribe, M.**327-345 Weak convergence of sequences of first passage processes and applications***by*Ralescu, Stefan S. & Puri, Madan L.**347-349 On a renewal process average***by*Kamps, Udo

### 1996, Volume 62, Issue 1

**1-17 An approximation of American option prices in a jump-diffusion model***by*Mulinacci, Sabrina**19-54 Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory***by*Arnold, Ludwig & Imkeller, Peter**55-72 Markov chain convergence: From finite to infinite***by*Rosenthal, Jeffrey S.**73-86 Immigration structures associated with Dawson-Watanabe superprocesses***by*Li, Zeng-Hu**87-101 A set-indexed process in a two-region image***by*Müller, Hans-Georg & Song, Kai-Sheng**103-114 Stability of backward stochastic differential equations***by*Antonelli, Fabio**115-138 Weak convergence of stochastic processes indexed by smooth functions***by*Arcones, Miguel A.**139-168 On the Kullback-Leibler information divergence of locally stationary processes***by*Dahlhaus, R.**169-178 Analyticity of the density and exponential decay of correlations in 2-d bootstrap percolation***by*Fontes, L. R. & Isopi, M. & Sidoravicius, V.**179-189 Poisson approximations for Markov-driven point processes***by*Blasikiewicz, M. & Brown, Timothy C.

### 1996, Volume 61, Issue 2

**181-204 Asymmetric conservative processes with random rates***by*Benjamini, I. & Ferrari, P. A. & Landim, C.**205-221 Quantum operators in classical probability theory: I. "Quantum spin" techniques and the exclusion model of diffusion***by*Lloyd, Peter & Sudbury, Aidan & Donnelly, Peter**223-248 Stochastic dynamics for an infinite system of random closed strings: A Gibbsian point of view***by*Kondratiev, Yu. G. & Roelly, S. & Zessin, H.**249-261 A nonstandard form of the rate function for the occupation measure of a Markov chain***by*Dupuis, Paul & Zeitouni, Ofer**263-275 Moderate deviations for martingales and mixing random processes***by*Gao, Fu-Qing**277-288 Simple conditions for mixing of infinitely divisible processes***by*Rosinski, Jan & Zak, Tomasz**289-304 Asymptotics for Euclidean functionals with power-weighted edges***by*Redmond, C. & Yukich, J. E.**305-310 On the distribution of a randomly discounted compound Poisson process***by*Nilsen, Trygve & Paulsen, Jostein**311-322 Superposed continuous renewal processes A Markov renewal approach***by*Alsmeyer, Gerold**323-337 Strong approximations for stochastic differential equations with boundary conditions***by*Ferrante, Marco & Kohatsu-Higa, Arturo & Sanz-Solé, Marta**339-361 Efficient estimation in a semiparametric additive regression model with autoregressive errors***by*Schick, Anton

### 1996, Volume 61, Issue 1

**1-23 Interface in a one-dimensional Ising spin system***by*Bodineau, Thierry**25-43 On the length of the shortest crossing in the super-critical phase of Mandelbrot's percolation process***by*Chayes, L.**45-69 Transition probabilities for the simple random walk on the Sierpinski graph***by*Jones, Owen Dafydd**71-83 Slow diffusion for a Brownian motion with random reflecting barriers***by*Chassaing, Philippe**85-108 An averaging principle for dynamical systems in Hilbert space with Markov random perturbations***by*Hoppensteadt, F. & Salehi, H. & Skorokhod, A.**109-128 On the existence of equivalent [tau]-measures in finite discrete time***by*Schürger, Klaus**129-145 An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains***by*Wen, Liu & Weiguo, Yang**147-161 Tails of subordinated laws: The regularly varying case***by*Geluk, J. L.**163-180 Pseudo-Poisson approximation for Markov chains***by*Borovkov, K. A. & Pfeifer, D.

### 1995, Volume 60, Issue 2

**171-190 Comparing Fleming-Viot and Dawson-Watanabe processes***by*Ethier, S. N. & Krone, Stephen M.**191-226 Self-intersection local time for Gaussian '(d)-processes: Existence, path continuity and examples***by*Bojdecki, Tomasz & Gorostiza, Luis G.**227-245 On the connected components of the support of super Brownian motion and of its exit measure***by*Abraham, Romain**247-260 A stability property of the stochastic heat equation***by*Ubøe, Jan & Zhang, Tusheng**261-286 Coupling and harmonic functions in the case of continuous time Markov processes***by*Cranston, Michael & Greven, Andreas**287-311 On the exit law from saddle points***by*Day, Martin V.**313-330 A CLT for the periodograms of a [varrho]*-mixing random field***by*Miller, Curtis**331-342 Moving-average representation of autoregressive approximations***by*Bühlmann, Peter**343-353 Strong approximation for cross-covariances of linear variables with long-range dependence***by*Kouritzin, Michael A.

### 1995, Volume 60, Issue 1

**1-18 A class of micropulses and antipersistent fractional Brownian motion***by*Cioczek-Georges, R. & Mandelbrot, B. B.**19-47 Fractional ARIMA with stable innovations***by*Kokoszka, Piotr S. & Taqqu, Murad S.**49-63 On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables***by*Hsing, Tailen**65-85 A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space***by*Ahmed, N. U. & Ding, X.**87-102 On transient Bessel processes and planar Brownian motion reflected at their future infima***by*Shi, Z.**103-111 Limit theorems for diffusions with a random potential***by*Mathieu, Pierre**113-130 Further applications of a general rate conservation law***by*Bardhan, Indrajit**131-146 On a stochastic delay difference equation with boundary conditions and its Markov property***by*Baccin, Maria C. & Ferrante, Marco**147-160 Approximations of large population epidemic models***by*Garcia, Nancy Lopes**161-169 On large increments of infinite series of Ornstein-Uhlenbeck processes***by*Lin, Z. Y.

### 1995, Volume 59, Issue 2

**175-184 Logarithmic averages for the local times of recurrent random walks and Lévy processes***by*Marcus, Michael B. & Rosen, Jay**185-216 Many multivariate records***by*Goldie, Charles M. & Resnick, Sidney I.**217-233 Sample quantiles of heavy tailed stochastic processes***by*Embrechts, Paul & Samorodnitsky, Gennady**235-249 Exponential convergence for attractive reversible subcritical nearest particle systems***by*Mountford, T. S.**251-266 Supercritical behaviors in first-passage percolation***by*Zhang, Yu**267-275 Random-cluster measures and uniform spanning trees***by*Häggström, Olle**277-293 Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures***by*Xie, Yingchao**295-308 Approximations for stochastic differential equations with reflecting convex boundaries***by*Pettersson, Roger**309-320 Large deviations for moving average processes***by*Jiang, Tiefeng & Rao, M. Bhaskara & Wang, Xiangchen**321-341 Global Strassen-type theorems for iterated Brownian motions***by*Csáki, Endre & Csörgo, Miklós & Földes, Antónia & Révész, Pál**343-351 On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes***by*Yokoyama, Ryozo

### 1995, Volume 59, Issue 1

**1-20 The packing measure of the support of super-Brownian motion***by*Le Gall, J.-F. & Perkins, E.A. & Taylor, S.J.**21-42 On the ultimate value of local time of one-dimensional super-Brownian motion***by*Kaj, I. & Salminen, P.**43-53 On positive solutions of some nonlinear differential equations -- A probabilistic approach***by*Sheu, Yuan-Chung**55-79 Weak convergence of stochastic integrals driven by martingale measure***by*Cho, Nhansook**81-104 The generalized covariation process and Ito formula***by*Russo, Francesco & Vallois, Pierre

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