# Elsevier

# Stochastic Processes and their Applications

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### 2015, Volume 125, Issue 8

**2895-2909 Minimal supersolutions of BSDEs under volatility uncertainty***by*Drapeau, Samuel & Heyne, Gregor & Kupper, Michael**2910-2936 Microstructure noise in the continuous case: Approximate efficiency of the adaptive pre-averaging method***by*Jacod, Jean & Mykland, Per A.**2937-2954 Buffer-overflows: Joint limit laws of undershoots and overshoots of reflected processes***by*Mijatović, Aleksandar & Pistorius, Martijn**2955-2988 Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data***by*Reiß, Markus & Todorov, Viktor & Tauchen, George**2989-3022 A generalised Itō formula for Lévy-driven Volterra processes***by*Bender, Christian & Knobloch, Robert & Oberacker, Philip**3023-3052 BSDEs of counterparty risk***by*Crépey, Stéphane & Song, Shiqi**3053-3074 Convergence of generalized urn models to non-equilibrium attractors***by*Faure, Mathieu & Schreiber, Sebastian J.**3075-3103 The scaling limits of the non critical strip wetting model***by*Sohier, Julien**3104-3125 Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching***by*Mei, Hongwei & Yin, George**3126-3169 The integrated periodogram of a dependent extremal event sequence***by*Mikosch, Thomas & Zhao, Yuwei**3170-3195 Multivalued backward stochastic differential equations with oblique subgradients***by*Gassous, Anouar M. & Răşcanu, Aurel & Rotenstein, Eduard**3196-3233 Asymptotic properties of estimators in a stable Cox–Ingersoll–Ross model***by*Li, Zenghu & Ma, Chunhua**3234-3254 A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes***by*Kleinert, Florian & van Schaik, Kees**3255-3279 Strong convergence in averaging principle for stochastic hyperbolic–parabolic equations with two time-scales***by*Fu, Hongbo & Wan, Li & Liu, Jicheng**3280-3300 On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale***by*Cox, Alexander M.G. & Obłój, Jan

### 2015, Volume 125, Issue 7

**2493-2515 Optimal liquidity provision***by*Kühn, Christoph & Muhle-Karbe, Johannes**2516-2561 Forward–backward stochastic differential systems associated to Navier–Stokes equations in the whole space***by*Delbaen, Freddy & Qiu, Jinniao & Tang, Shanjian**2562-2602 Sharp adaptive drift estimation for ergodic diffusions: The multivariate case***by*Strauch, Claudia**2603-2642 Heat kernel estimates for Δ+Δα/2 under gradient perturbation***by*Chen, Zhen-Qing & Hu, Eryan**2643-2673 Generalised particle filters with Gaussian mixtures***by*Crisan, D. & Li, K.**2674-2699 A phase transition for q-TASEP with a few slower particles***by*Barraquand, Guillaume**2700-2726 On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries***by*Banna, Marwa & Merlevède, Florence & Peligrad, Magda**2727-2751 Optimality of doubly reflected Lévy processes in singular control***by*Baurdoux, Erik J. & Yamazaki, Kazutoshi**2752-2785 Stochastic acceleration in a random time-dependent potential***by*Soret, E. & De Bièvre, S.**2786-2819 Flows, currents, and cycles for Markov chains: Large deviation asymptotics***by*Bertini, Lorenzo & Faggionato, Alessandra & Gabrielli, Davide**2820-2855 Pathwise Taylor expansions for random fields on multiple dimensional paths***by*Buckdahn, Rainer & Ma, Jin & Zhang, Jianfeng**2856-2894 Mean field games via controlled martingale problems: Existence of Markovian equilibria***by*Lacker, Daniel

### 2015, Volume 125, Issue 6

**2147-2189 Stochastic quadratic BSDE with two RCLL obstacles***by*Essaky, E.H. & Hassani, M. & Ouknine, Y.**2190-2205 An invariance principle under the total variation distance***by*Nourdin, Ivan & Poly, Guillaume**2206-2255 A cubature based algorithm to solve decoupled McKean–Vlasov forward–backward stochastic differential equations***by*Chaudru de Raynal, P.E. & Garcia Trillos, C.A.**2256-2271 Scaling transition for long-range dependent Gaussian random fields***by*Puplinskaitė, Donata & Surgailis, Donatas**2272-2294 Quadratic g-convexity, C-convexity and their relationships***by*Jia, Guangyan & Zhang, Na**2295-2315 A probabilistic method for gradient estimates of some geometric flows***by*Chen, Xin & Cheng, Li-Juan & Mao, Jing**2316-2352 Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes***by*Clément, Emmanuelle & Gloter, Arnaud**2353-2382 Matrix normalized convergence of a Lévy process to normality at zero***by*Maller, Ross A. & Mason, David M.**2383-2404 Thick points for a Gaussian Free Field in 4 dimensions***by*Cipriani, Alessandra & Hazra, Rajat Subhra**2405-2426 Inviscid limit for 2D stochastic Navier–Stokes equations***by*Cipriano, Fernanda & Torrecilla, Iván**2427-2450 A class of non-ergodic probabilistic cellular automata with unique invariant measure and quasi-periodic orbit***by*Jahnel, Benedikt & Külske, Christof**2451-2492 Particle systems with a singular mean-field self-excitation. Application to neuronal networks***by*Delarue, F. & Inglis, J. & Rubenthaler, S. & Tanré, E.

### 2015, Volume 125, Issue 5

**1715-1755 Convergence and convergence rate of stochastic gradient search in the case of multiple and non-isolated extrema***by*Tadić, Vladislav B.**1756-1798 Comparison theorems for some backward stochastic Volterra integral equations***by*Wang, Tianxiao & Yong, Jiongmin**1799-1820 Decomposable stationary distribution of a multidimensional SRBM***by*Dai, J.G. & Miyazawa, Masakiyo & Wu, Jian**1821-1860 Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions***by*Madec, P.Y.**1861-1885 Branching processes for the fragmentation equation***by*Beznea, Lucian & Deaconu, Madalina & Lupaşcu, Oana**1886-1910 Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem***by*Vysotsky, Vladislav**1911-1925 On the multi-dimensional skew Brownian motion***by*Atar, Rami & Budhiraja, Amarjit**1926-1944 Homogenization of random parabolic operators. Diffusion approximation***by*Kleptsyna, M. & Piatnitski, A. & Popier, A.**1945-1979 A Bismut–Elworthy formula for quadratic BSDEs***by*Masiero, Federica**1980-2009 Functional limit theorems for the Bouchaud trap model with slowly varying traps***by*Croydon, David & Muirhead, Stephen**2010-2025 Laws relating runs and steps in gambler’s ruin***by*Morrow, Gregory J.**2026-2053 Convergence of long-memory discrete kth order Volterra processes***by*Bai, Shuyang & Taqqu, Murad S.**2054-2095 An eco-evolutionary approach of adaptation and recombination in a large population of varying size***by*Smadi, Charline**2096-2145 Growth rates of the population in a branching Brownian motion with an inhomogeneous breeding potential***by*Berestycki, Julien & Brunet, Éric & Harris, John W. & Harris, Simon C. & Roberts, Matthew I.

### 2015, Volume 125, Issue 4

**1195-1217 High-frequency asymptotics for path-dependent functionals of Itô semimartingales***by*Duembgen, Moritz & Podolskij, Mark**1218-1243 A Rademacher–Menchov approach for random coefficient bifurcating autoregressive processes***by*Bercu, Bernard & Blandin, Vassili**1244-1281 Integrated density of states for Poisson–Schrödinger perturbations of subordinate Brownian motions on the Sierpiński gasket***by*Kaleta, Kamil & Pietruska-Pałuba, Katarzyna**1282-1306 MRL order, log-concavity and an application to peacocks***by*Bogso, Antoine Marie**1307-1322 Intensity process for a pure jump Lévy structural model with incomplete information***by*Dong, Xin & Zheng, Harry**1323-1351 The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims***by*Goutte, Stéphane & Ngoupeyou, Armand**1352-1367 Strict local martingales with jumps***by*Protter, Philip**1368-1393 One-point reflection***by*Chen, Zhen-Qing & Fukushima, Masatoshi**1394-1425 A fractional Brownian field indexed by L2 and a varying Hurst parameter***by*Richard, Alexandre**1426-1469 Superposition of COGARCH processes***by*Behme, Anita & Chong, Carsten & Klüppelberg, Claudia**1470-1499 Fractional time stochastic partial differential equations***by*Chen, Zhen-Qing & Kim, Kyeong-Hun & Kim, Panki**1500-1540 Time homogeneous diffusion with drift and killing to meet a given marginal***by*Noble, John M.**1541-1568 The Hausdorff spectrum of a class of multifractal processes***by*Decrouez, Geoffrey & Hambly, Ben & Jones, Owen Dafydd**1569-1604 Pruning of CRT-sub-trees***by*Abraham, Romain & Delmas, Jean-François & He, Hui**1605-1628 Moment bounds and asymptotics for the stochastic wave equation***by*Chen, Le & Dalang, Robert C.**1629-1652 Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities***by*Avram, Florin & Leonenko, Nikolai & Sakhno, Ludmila**1653-1687 Speed of convergence for laws of rare events and escape rates***by*Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes & Todd, Mike**1688-1713 Two-sided bounds for Lp-norms of combinations of products of independent random variables***by*Damek, Ewa & Latała, Rafał & Nayar, Piotr & Tkocz, Tomasz

### 2015, Volume 125, Issue 3

**819-866 Hypothesis testing for stochastic PDEs driven by additive noise***by*Cialenco, Igor & Xu, Liaosha**867-885 Derivative formulae for SDEs driven by multiplicative α-stable-like processes***by*Wang, Linlin & Xie, Longjie & Zhang, Xicheng**886-917 A predator–prey SIR type dynamics on large complete graphs with three phase transitions***by*Kortchemski, Igor**918-940 Hitting properties and non-uniqueness for SDEs driven by stable processes***by*Berestycki, J. & Döring, L. & Mytnik, L. & Zambotti, L.**941-969 Dualities in population genetics: A fresh look with new dualities***by*Carinci, Gioia & Giardinà, Cristian & Giberti, Claudio & Redig, Frank**970-993 Large deviation principle for some measure-valued processes***by*Fatheddin, Parisa & Xiong, Jie**994-1008 A decomposition for additive functionals of Lévy processes***by*Valverde, Luis Acuña**1009-1031 Asymptotic expansions for SDE’s with small multiplicative noise***by*Albeverio, Sergio & Smii, Boubaker**1032-1057 Randomly trapped random walks on Zd***by*Černý, Jiří & Wassmer, Tobias**1058-1088 A topology for limits of Markov chains***by*Landim, C.**1089-1126 The Λ-lookdown model with selection***by*Bah, B. & Pardoux, E.**1127-1147 Linear Multifractional Stable Motion: Representation via Haar basis***by*Hamonier, Julien**1148-1194 Brownian net with killing***by*Newman, C.M. & Ravishankar, K. & Schertzer, E.

### 2015, Volume 125, Issue 2

**401-427 Energy of taut strings accompanying Wiener process***by*Lifshits, Mikhail & Setterqvist, Eric**428-457 Central limit theorems for supercritical superprocesses***by*Ren, Yan-Xia & Song, Renming & Zhang, Rui**458-481 Extreme slowdowns for one-dimensional excited random walks***by*Peterson, Jonathon**482-512 On functional limits of short- and long-memory linear processes with GARCH(1,1) noises***by*Zhang, Rong-Mao & Sin, Chor-yiu (CY) & Ling, Shiqing**513-537 Sharpness versus robustness of the percolation transition in 2d contact processes***by*van den Berg, J. & Björnberg, J.E. & Heydenreich, M.**538-551 On the local fluctuations of last-passage percolation models***by*Cator, Eric & Pimentel, Leandro P.R.**552-570 Conformal restriction: The radial case***by*Wu, Hao**571-596 Reflected BSDEs in time-dependent convex regions***by*Klimsiak, Tomasz & Rozkosz, Andrzej & Słomiński, Leszek**597-633 Reflected BSDEs with nonpositive jumps, and controller-and-stopper games***by*Choukroun, Sébastien & Cosso, Andrea & Pham, Huyên**634-652 Varadhan estimates for rough differential equations driven by fractional Brownian motions***by*Baudoin, Fabrice & Ouyang, Cheng & Zhang, Xuejing**653-677 On non-standard limits of Brownian semi-stationary processes***by*Gärtner, Kerstin & Podolskij, Mark**678-707 Analytical pricing of American Put options on a Zero Coupon Bond in the Heath–Jarrow–Morton model***by*Chiarolla, Maria B. & De Angelis, Tiziano**708-738 Rate of convergence in the law of large numbers for supercritical general multi-type branching processes***by*Iksanov, Alexander & Meiners, Matthias**739-758 Ergodicity of regime-switching diffusions in Wasserstein distances***by*Shao, Jinghai**759-779 On reflected Stratonovich stochastic differential equations***by*Słomiński, Leszek**780-796 Extremal behavior of squared Bessel processes attracted by the Brown–Resnick process***by*Das, Bikramjit & Engelke, Sebastian & Hashorva, Enkelejd**797-818 High order heat-type equations and random walks on the complex plane***by*Bonaccorsi, Stefano & Mazzucchi, Sonia

### 2015, Volume 125, Issue 1

**1-38 Games of singular control and stopping driven by spectrally one-sided Lévy processes***by*Hernández-Hernández, Daniel & Yamazaki, Kazutoshi**39-59 Derandomization in game-theoretic probability***by*Miyabe, Kenshi & Takemura, Akimichi**60-90 Deviation inequalities for separately Lipschitz functionals of iterated random functions***by*Dedecker, Jérôme & Fan, Xiequan**91-115 Homogenization of parabolic equations with large time-dependent random potential***by*Gu, Yu & Bal, Guillaume**116-160 Fourier transform methods for pathwise covariance estimation in the presence of jumps***by*Cuchiero, Christa & Teichmann, Josef**161-181 A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations***by*Diehl, Joscha & Oberhauser, Harald & Riedel, Sebastian**182-216 Nourdin–Peccati analysis on Wiener and Wiener–Poisson space for general distributions***by*Eden, Richard & Víquez, Juan**217-232 Maximums on trees***by*Jelenković, Predrag R. & Olvera-Cravioto, Mariana**233-253 Nonparametric estimation of the service time distribution in the discrete-time GI/G/∞ queue with partial information***by*Schweer, Sebastian & Wichelhaus, Cornelia**254-271 Approximating the value functions for stochastic differential games with the ones having bounded second derivatives***by*Krylov, N.V.**272-293 The distribution of the quasispecies for the Wright–Fisher model on the sharp peak landscape***by*Dalmau, Joseba**294-326 Robust model selection for a semimartingale continuous time regression from discrete data***by*Victor, Konev & Serguei, Pergamenchtchikov**327-342 Continuous-time limit of repeated interactions for a system in a confining potential***by*Deschamps, Julien**343-361 Quadratic covariation estimates in non-smooth stochastic calculus***by*Almada Monter, Sergio Angel**362-370 Phase transition for finite-speed detection among moving particles***by*Sidoravicius, Vladas & Stauffer, Alexandre**371-400 Gibbs-non-Gibbs dynamical transitions for mean-field interacting Brownian motions***by*den Hollander, F. & Redig, F. & van Zuijlen, W.

### 2014, Volume 124, Issue 12

**3887-3920 Infinite horizon stopping problems with (nearly) total reward criteria***by*Palczewski, Jan & Stettner, Łukasz**3921-3947 Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations***by*Wu, Zhen & Yu, Zhiyong**3948-3964 Probabilistic approach for semi-linear stochastic fractal equations***by*Xie, Yingchao & Zhang, Qi & Zhang, Xicheng**3965-3985 Resolvent metric and the heat kernel estimate for random walks***by*Telcs, András & Vespri, Vincenzo**3986-4011 A class of asymptotically self-similar stable processes with stationary increments***by*Can, Sami Umut**4012-4029 An invariance principle for stationary random fields under Hannan’s condition***by*Volný, Dalibor & Wang, Yizao**4030-4049 New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients***by*Lan, Guangqiang & Wu, Jiang-Lun**4050-4079 Optimal expulsion and optimal confinement of a Brownian particle with a switching cost***by*Dalang, Robert C. & Vinckenbosch, Laura**4080-4119 A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis***by*De Angelis, Tiziano & Ferrari, Giorgio**4120-4148 The coalescent point process of multi-type branching trees***by*Popovic, Lea & Rivas, Mariolys**4149-4170 Exponential bounds for convergence of entropy rate approximations in hidden Markov models satisfying a path-mergeability condition***by*Travers, Nicholas F.**4171-4181 Embedding binary sequences into Bernoulli site percolation on Z3***by*Hilário, M.R. & de Lima, B.N.B. & Nolin, P. & Sidoravicius, V.**4182-4201 On the hitting times of continuous-state branching processes with immigration***by*Duhalde, Xan & Foucart, Clément & Ma, Chunhua**4202-4223 Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score***by*Chabriac, Claudie & Lagnoux, Agnès & Mercier, Sabine & Vallois, Pierre**4224-4243 On the independence of the value function for stochastic differential games of the probability space***by*Krylov, N.V.**4244-4265 Robustness of exponential dichotomies in mean***by*Barreira, Luis & Valls, Claudia**4266-4282 On the eigenvalue process of a matrix fractional Brownian motion***by*Nualart, David & Pérez-Abreu, Victor

### 2014, Volume 124, Issue 11

**3507-3534 Cylindrical fractional Brownian motion in Banach spaces***by*Issoglio, E. & Riedle, M.**3535-3552 A stochastic approach to the harmonic map heat flow on manifolds with time-dependent Riemannian metric***by*Guo, Hongxin & Philipowski, Robert & Thalmaier, Anton**3553-3577 Limit theorems for strongly and intermediately supercritical branching processes in random environment with linear fractional offspring distributions***by*Böinghoff, Christian**3578-3611 Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models***by*Richter, Anja**3612-3650 Dirichlet heat kernel for unimodal Lévy processes***by*Bogdan, Krzysztof & Grzywny, Tomasz & Ryznar, Michał**3651-3660 A conditionally sure ergodic theorem with an application to percolation***by*Keane, Michael & Takei, Masato**3661-3697 Escape times for branching processes with random mutational fitness effects***by*Foo, Jasmine & Leder, Kevin & Zhu, Junfeng**3698-3723 Front velocity and directed polymers in random medium***by*Cortines, Aser**3724-3768 Determinantal martingales and noncolliding diffusion processes***by*Katori, Makoto**3769-3781 A strictly stationary β-mixing process satisfying the central limit theorem but not the weak invariance principle***by*Giraudo, Davide & Volný, Dalibor**3782-3806 Central limit theorem for functionals of two independent fractional Brownian motions***by*Nualart, David & Xu, Fangjun**3807-3818 Singularity of full scaling limits of planar nearcritical percolation***by*Aumann, Simon**3819-3845 Measurability of semimartingale characteristics with respect to the probability law***by*Neufeld, Ariel & Nutz, Marcel**3846-3868 On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion***by*Jung, Paul & Markowsky, Greg**3869-3885 Stochastic differential equations driven by G-Brownian motion and ordinary differential equations***by*Luo, Peng & Wang, Falei

### 2014, Volume 124, Issue 9

**2799-2823 Ergodicity for time-changed symmetric stable processes***by*Chen, Zhen-Qing & Wang, Jian**2824-2867 Limiting distribution for the maximal standardized increment of a random walk***by*Kabluchko, Zakhar & Wang, Yizao**2868-2891 Hedging of defaultable claims in a structural model using a locally risk-minimizing approach***by*Okhrati, Ramin & Balbás, Alejandro & Garrido, José**2892-2916 Backward SDEs driven by Gaussian processes***by*Bender, Christian**2917-2953 A general study of extremes of stationary tessellations with examples***by*Chenavier, Nicolas**2954-3008 Quasi-likelihood analysis for nonsynchronously observed diffusion processes***by*Ogihara, Teppei & Yoshida, Nakahiro**3009-3030 Information, no-arbitrage and completeness for asset price models with a change point***by*Fontana, Claudio & Grbac, Zorana & Jeanblanc, Monique & Li, Qinghua**3031-3054 Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps***by*Quenez, Marie-Claire & Sulem, Agnès**3055-3083 Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in C1,η open sets***by*Kim, Kyung-Youn & Kim, Panki**3084-3105 Generalized Gaussian bridges***by*Sottinen, Tommi & Yazigi, Adil**3106-3120 An excursion approach to maxima of the Brownian bridge***by*Perman, Mihael & Wellner, Jon A.**3121-3145 The multifractal nature of Volterra–Lévy processes***by*Neuman, Eyal

### 2014, Volume 124, Issue 8

**2543-2582 Localization of Wiener functionals of fractional regularity and applications***by*He, Kai & Ren, Jiagang & Zhang, Hua**2583-2604 Solvability of forward–backward stochastic partial differential equations***by*Yin, Hong**2605-2627 Operator self-similar processes and functional central limit theorems***by*Characiejus, Vaidotas & Račkauskas, Alfredas**2628-2653 BSDEs under partial information and financial applications***by*Ceci, Claudia & Cretarola, Alessandra & Russo, Francesco**2654-2671 Splitting multidimensional BSDEs and finding local equilibria***by*Frei, Christoph**2672-2698 Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection***by*Nie, Tianyang & Rutkowski, Marek**2699-2753 Limit theorems for the pre-averaged Hayashi–Yoshida estimator with random sampling***by*Koike, Yuta**2754-2770 Scenery reconstruction on finite abelian groups***by*Finucane, Hilary & Tamuz, Omer & Yaari, Yariv**2771-2798 Asymptotic behaviour of an infinitely-many-alleles diffusion with symmetric overdominance***by*Zhou, Youzhou

### 2014, Volume 124, Issue 5

**1741-1772 The stochastic fluid–fluid model: A stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself***by*Bean, Nigel G. & O’Reilly, Małgorzata M.**1773-1812 Two population models with constrained migrations***by*Normand, Raoul**1813-1848 Forward–backward systems for expected utility maximization***by*Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing**1849-1880 Intersection local times for interlacements***by*Rosen, Jay**1881-1909 Approximations of non-smooth integral type functionals of one dimensional diffusion processes***by*Kohatsu-Higa, A. & Makhlouf, A. & Ngo, H.L.**1910-1941 Representation of Gaussian isotropic spin random fields***by*Baldi, Paolo & Rossi, Maurizia**1942-1973 Limit theorems for power variations of ambit fields driven by white noise***by*Pakkanen, Mikko S.**1974-2002 Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise***by*Röckner, Michael & Zhu, Rongchan & Zhu, Xiangchan

### 2014, Volume 124, Issue 4

**1469-1502 Level set percolation for random interlacements and the Gaussian free field***by*Rodriguez, Pierre-François**1503-1518 Random walks in cones: The case of nonzero drift***by*Duraj, Jetlir**1519-1565 Stochastic equations of super-Lévy processes with general branching mechanism***by*He, Hui & Li, Zenghu & Yang, Xu**1566-1581 Comparison inequalities on Wiener space***by*Nourdin, Ivan & Peccati, Giovanni & Viens, Frederi G.**1582-1611 Lp estimates for fully coupled FBSDEs with jumps***by*Li, Juan & Wei, Qingmeng**1612-1626 A general correlation inequality and the Almost Sure Local Limit Theorem for random sequences in the domain of attraction of a stable law***by*Giuliano, Rita & Szewczak, Zbigniew S.**1627-1647 Well-posedness of the stochastic KdV–Burgers equation***by*Richards, Geordie**1648-1678 On geometric and algebraic transience for discrete-time Markov chains***by*Mao, Yong-Hua & Song, Yan-Hong**1679-1709 BSDEs driven by time-changed Lévy noises and optimal control***by*Di Nunno, Giulia & Sjursen, Steffen**1710-1739 Generalized Hermite processes, discrete chaos and limit theorems***by*Bai, Shuyang & Taqqu, Murad S.

### 2014, Volume 124, Issue 3

**1197-1225 Approximation of stationary solutions to SDEs driven by multiplicative fractional noise***by*Cohen, Serge & Panloup, Fabien & Tindel, Samy**1226-1235 Riemann-integration and a new proof of the Bichteler–Dellacherie theorem***by*Beiglböck, M. & Siorpaes, P.**1236-1260 Estimation for stochastic damping hamiltonian systems under partial observation—I. Invariant density***by*Cattiaux, Patrick & León, José R. & Prieur, Clémentine**1261-1274 Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise***by*Wang, Feng-Yu & Zhang, Tusheng**1275-1302 Some results on general quadratic reflected BSDEs driven by a continuous martingale***by*Lionnet, Arnaud**1303-1334 Unavoidable collections of balls for isotropic Lévy processes***by*Mimica, Ante & Vondraček, Zoran**1335-1367 Fractional diffusion limit for a stochastic kinetic equation***by*De Moor, Sylvain**1368-1407 Monotonicity of the reflected Bessel transition density on the diagonal***by*Vo, Van**1408-1435 Occupation times of intervals until first passage times for spectrally negative Lévy processes***by*Loeffen, Ronnie L. & Renaud, Jean-François & Zhou, Xiaowen**1436-1468 Fluid limits of many-server queues with abandonments, general service and continuous patience time distributions***by*Walsh Zuñiga, Alexander

### 2014, Volume 124, Issue 2

**985-1010 Multilevel Monte Carlo simulation for Lévy processes based on the Wiener–Hopf factorisation***by*Ferreiro-Castilla, A. & Kyprianou, A.E. & Scheichl, R. & Suryanarayana, G.**1011-1035 Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes***by*Pilipauskaitė, Vytautė & Surgailis, Donatas