# Elsevier

# Stochastic Processes and their Applications

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### 2016, Volume 126, Issue 7

**1885-1900 On the functional CLT for stationary Markov chains started at a point***by*Barrera, David & Peligrad, Costel & Peligrad, Magda**1901-1931 Importance sampling and statistical Romberg method for Lévy processes***by*Alaya, Mohamed Ben & Hajji, Kaouther & Kebaier, Ahmed**1932-1973 Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach***by*Cosso, Andrea & Fuhrman, Marco & Pham, Huyên**1974-2013 Exponential extinction time of the contact process on finite graphs***by*Mountford, Thomas & Mourrat, Jean-Christophe & Valesin, Daniel & Yao, Qiang**2014-2037 Risk-consistent conditional systemic risk measures***by*Hoffmann, Hannes & Meyer-Brandis, Thilo & Svindland, Gregor**2038-2061 Perpetual American options in diffusion-type models with running maxima and drawdowns***by*Gapeev, Pavel V. & Rodosthenous, Neofytos**2062-2091 Affine realizations with affine state processes for stochastic partial differential equations***by*Tappe, Stefan**2092-2122 Statistical inference for time-changed Lévy processes via Mellin transform approach***by*Belomestny, Denis & Schoenmakers, John**2123-2162 Simulation of BSDEs with jumps by Wiener Chaos expansion***by*Geiss, Christel & Labart, Céline**2163-2179 Backward uniqueness of stochastic parabolic like equations driven by Gaussian multiplicative noise***by*Barbu, Viorel & Röckner, Michael

### 2016, Volume 126, Issue 6

**1585-1621 Optimal inventory control with path-dependent cost criteria***by*Weerasinghe, Ananda & Zhu, Chao**1622-1680 Metastable states, quasi-stationary distributions and soft measures***by*Bianchi, Alessandra & Gaudillière, Alexandre**1681-1709 The distribution of the quasispecies for a Moran model on the sharp peak landscape***by*Cerf, Raphaël & Dalmau, Joseba**1710-1743 Locally stationary Hawkes processes***by*Roueff, François & von Sachs, Rainer & Sansonnet, Laure**1744-1760 Bootstrap random walks***by*Collevecchio, Andrea & Hamza, Kais & Shi, Meng**1761-1784 Arbitrage of the first kind and filtration enlargements in semimartingale financial models***by*Acciaio, Beatrice & Fontana, Claudio & Kardaras, Constantinos**1785-1818 Large deviations for Markov-modulated diffusion processes with rapid switching***by*Huang, Gang & Mandjes, Michel & Spreij, Peter**1819-1838 Limit theorems for weighted Bernoulli random fields under Hannan’s condition***by*Klicnarová, Jana & Volný, Dalibor & Wang, Yizao**1839-1883 Branching within branching: A model for host–parasite co-evolution***by*Alsmeyer, Gerold & Gröttrup, Sören

### 2016, Volume 126, Issue 5

**1285-1305 Large deviations for Bernstein bridges***by*Privault, Nicolas & Yang, Xiangfeng & Zambrini, Jean-Claude**1306-1330 Concentration for Poisson functionals: Component counts in random geometric graphs***by*Bachmann, Sascha**1331-1352 Sample paths of a Lévy process leading to first passage over high levels in finite time***by*Griffin, Philip S. & Roberts, Dale O.**1353-1384 Large deviations for power-law thinned Lévy processes***by*Aïdékon, Elie & van der Hofstad, Remco & Kliem, Sandra & van Leeuwaarden, Johan S.H.**1385-1411 Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets***by*Azaïs, Jean-Marc & Pham, Viet-Hung**1412-1432 Frequently visited sites of the inner boundary of simple random walk range***by*Okada, Izumi**1433-1471 Nonparametric estimation of the division rate of an age dependent branching process***by*Hoffmann, Marc & Olivier, Adélaïde**1472-1502 The α-hypergeometric stochastic volatility model***by*Da Fonseca, José & Martini, Claude**1503-1510 A CLT for multi-dimensional martingale differences in a lexicographic order***by*Cohen, Guy**1511-1552 Bounded solutions, Lp(p>1) solutions and L1 solutions for one dimensional BSDEs under general assumptions***by*Fan, ShengJun**1553-1584 Convergence of BSΔEs driven by random walks to BSDEs: The case of (in)finite activity jumps with general driver***by*Madan, Dilip & Pistorius, Martijn & Stadje, Mitja

### 2016, Volume 126, Issue 4

**983-996 Einstein relation for reversible random walks in random environment on Z***by*Lam, Hoang-Chuong & Depauw, Jerome**997-1018 On the almost sure topological limits of collections of local empirical processes at many different scales***by*Varron, Davit**1019-1035 On the dual problem of utility maximization in incomplete markets***by*Gu, Lingqi & Lin, Yiqing & Yang, Junjian**1036-1065 Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes***by*Bai, Shuyang & Ginovyan, Mamikon S. & Taqqu, Murad S.**1066-1086 Multi-dimensional backward stochastic differential equations of diagonally quadratic generators***by*Hu, Ying & Tang, Shanjian**1087-1123 Large-maturity regimes of the Heston forward smile***by*Jacquier, Antoine & Roome, Patrick**1124-1144 On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation***by*Chi, Zhiyi**1145-1183 Weak error for Continuous Time Markov Chains related to fractional in time P(I)DEs***by*Kelbert, M. & Konakov, V. & Menozzi, S.**1184-1205 Some effects of the noise intensity upon non-linear stochastic heat equations on [0,1]***by*Xie, Bin**1206-1225 A quenched functional central limit theorem for random walks in random environments under (T)γ***by*Bouchet, Élodie & Sabot, Christophe & dos Santos, Renato Soares**1226-1263 Minimal thinness with respect to subordinate killed Brownian motions***by*Kim, Panki & Song, Renming & Vondraček, Zoran**1264-1283 Hamilton’s Harnack inequality and the W-entropy formula on complete Riemannian manifolds***by*Li, Xiang-Dong

### 2016, Volume 126, Issue 3

**651-679 Markov bridges: SDE representation***by*Çetin, Umut & Danilova, Albina**680-702 Quantitative results for the Fleming–Viot particle system and quasi-stationary distributions in discrete space***by*Cloez, Bertrand & Thai, Marie-Noémie**703-734 Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs***by*Imkeller, Peter & Willrich, Niklas**735-766 Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients***by*Keller, Christian & Zhang, Jianfeng**767-799 Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series***by*Davis, Richard A. & Mikosch, Thomas & Pfaffel, Oliver**800-831 Scaling limits for the exclusion process with a slow site***by*Franco, Tertuliano & Gonçalves, Patrícia & Schütz, Gunter M.**832-856 Stable random fields, point processes and large deviations***by*Fasen, Vicky & Roy, Parthanil**857-882 Weak approximation of martingale representations***by*Cont, Rama & Lu, Yi**883-905 Excursion probability of certain non-centered smooth Gaussian random fields***by*Cheng, Dan**906-929 Random locations, ordered random sets and stationarity***by*Shen, Yi**930-947 Fluctuation theorems for synchronization of interacting Pólya’s urns***by*Crimaldi, Irene & Dai Pra, Paolo & Minelli, Ida Germana**948-982 Edwards–Wilkinson fluctuations in the Howitt–Warren flows***by*Yu, Jinjiong

### 2016, Volume 126, Issue 2

**315-336 Asymptotic proportion of arbitrage points in fractional binary markets***by*Cordero, Fernando & Klein, Irene & Perez-Ostafe, Lavinia**337-359 Single jump processes and strict local martingales***by*Herdegen, Martin & Herrmann, Sebastian**360-391 Stochastic coalescence multi-fragmentation processes***by*Cepeda, Eduardo**392-413 Iterated random functions and slowly varying tails***by*Dyszewski, Piotr**414-438 On recurrence and transience of two-dimensional Lévy and Lévy-type processes***by*Sandrić, Nikola**439-469 Excited Mob***by*Amir, Gideon & Orenshtein, Tal**470-502 First order transition for the branching random walk at the critical parameter***by*Madaule, Thomas**503-541 Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise***by*Mariucci, Ester**542-571 Pinning model with heavy tailed disorder***by*Torri, Niccolò**572-607 On the continuity of the probabilistic representation of a semilinear Neumann–Dirichlet problem***by*Maticiuc, Lucian & Răşcanu, Aurel**608-627 Random mass splitting and a quenched invariance principle***by*Banerjee, Sayan & Hoffman, Christopher**628-650 Shy and fixed-distance couplings of Brownian motions on manifolds***by*Pascu, Mihai N. & Popescu, Ionel

### 2016, Volume 126, Issue 1

**1-32 Discrete time stochastic multi-player competitive games with affine payoffs***by*Guo, Ivan & Rutkowski, Marek**33-65 Stochastic flows and an interface SDE on metric graphs***by*Hajri, Hatem & Raimond, Olivier**66-99 Ergodicity of a generalized Jacobi equation and applications***by*Marie, Nicolas**100-117 Sharp estimate on the supremum of a class of sums of small i.i.d. random variables***by*Major, Péter**118-137 Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables***by*Major, Péter**138-170 Large deviations for weighted empirical measures arising in importance sampling***by*Hult, Henrik & Nyquist, Pierre**171-185 Harmonizable fractional stable fields: Local nondeterminism and joint continuity of the local times***by*Ayache, Antoine & Xiao, Yimin**186-208 Strong Markov property of determinantal processes with extended kernels***by*Osada, Hirofumi & Tanemura, Hideki**209-233 On the stationary tail index of iterated random Lipschitz functions***by*Alsmeyer, Gerold**234-264 Bootstrap percolation and the geometry of complex networks***by*Candellero, Elisabetta & Fountoulakis, Nikolaos**265-289 Fires on large recursive trees***by*Marzouk, Cyril**290-311 Holderian weak invariance principle under a Hannan type condition***by*Giraudo, Davide

### 2015, Volume 125, Issue 12

**4351-4374 Recurrence or transience of random walks on random graphs generated by point processes in Rd***by*Rousselle, Arnaud**4375-4404 Wong–Zakai approximations of backward doubly stochastic differential equations***by*Hu, Ying & Matoussi, Anis & Zhang, Tusheng**4405-4454 Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals***by*Lin, Qian**4455-4472 Limit theorems for symmetric random walks and probabilistic approximation of the Cauchy problem solution for Schrödinger type evolution equations***by*Ibragimov, I.A. & Smorodina, N.V. & Faddeev, M.M.**4473-4488 Construction and characterization of stationary and mass-stationary random measures on Rd***by*Last, Günter & Thorisson, Hermann**4489-4542 Doubly reflected BSDEs with integrable parameters and related Dynkin games***by*Bayraktar, Erhan & Yao, Song**4543-4555 Robust superhedging with jumps and diffusion***by*Nutz, Marcel**4556-4600 Functional stable limit theorems for quasi-efficient spectral covolatility estimators***by*Altmeyer, Randolf & Bibinger, Markus**4601-4631 Root’s barrier, viscosity solutions of obstacle problems and reflected FBSDEs***by*Gassiat, Paul & Oberhauser, Harald & dos Reis, Gonçalo**4632-4673 Entropic repulsion of Gaussian free field on high-dimensional Sierpinski carpet graphs***by*Chen, Joe P. & Ugurcan, Baris Evren**4674-4701 The uniqueness of signature problem in the non-Markov setting***by*Boedihardjo, H. & Geng, X.

### 2015, Volume 125, Issue 11

**4021-4038 Limit theorems and governing equations for Lévy walks***by*Magdziarz, M. & Scheffler, H.P. & Straka, P. & Zebrowski, P.**4039-4065 Extremes of vector-valued Gaussian processes: Exact asymptotics***by*Dȩbicki, Krzysztof & Hashorva, Enkelejd & Ji, Lanpeng & Tabiś, Kamil**4066-4101 A multi-step Richardson–Romberg extrapolation method for stochastic approximation***by*Frikha, N. & Huang, L.**4102-4116 Factorization formulas for 2D critical percolation, revisited***by*Conijn, R.P.**4117-4141 On the 1H-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter H<12***by*Essaky, El Hassan & Nualart, David**4142-4153 Simple examples of pure-jump strict local martingales***by*Keller-Ressel, Martin**4154-4177 Asymptotic structure and singularities in constrained directed graphs***by*Aristoff, David & Zhu, Lingjiong**4178-4203 Spinning Brownian motion***by*Duarte, Mauricio A.**4204-4241 Reflected BSDEs on filtered probability spaces***by*Klimsiak, Tomasz**4242-4271 Martingale representation property in progressively enlarged filtrations***by*Jeanblanc, Monique & Song, Shiqi**4272-4299 Max-stable processes and stationary systems of Lévy particles***by*Engelke, Sebastian & Kabluchko, Zakhar**4300-4320 Convex hulls of random walks and their scaling limits***by*Wade, Andrew R. & Xu, Chang**4321-4350 On the number of large triangles in the Brownian triangulation and fragmentation processes***by*Shi, Quan

### 2015, Volume 125, Issue 10

**3657-3662 The uniform integrability of martingales. On a question by Alexander Cherny***by*Ruf, Johannes**3663-3690 On matching diffusions, Laplace transforms and partial differential equations***by*Jakubowski, Jacek & Wiśniewolski, Maciej**3691-3724 Convergence of trimmed Lévy processes to trimmed stable random variables at 0***by*Fan, Yuguang**3725-3747 Multi-scaling of moments in stochastic volatility models***by*Dai Pra, P. & Pigato, P.**3748-3784 On degenerate linear stochastic evolution equations driven by jump processes***by*Leahy, James-Michael & Mikulevičius, Remigijus**3785-3800 Asymptotic properties of stochastic Cahn–Hilliard equation with singular nonlinearity and degenerate noise***by*Goudenège, Ludovic & Manca, Luigi**3801-3822 Infinite-dimensional stochastic differential equations related to Bessel random point fields***by*Honda, Ryuichi & Osada, Hirofumi**3823-3850 Some sample path properties of multifractional Brownian motion***by*Balança, Paul**3851-3878 On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes***by*Deng, Chang-Song & Schilling, René L.**3879-3892 Phase transition for the dilute clock model***by*Armendáriz, Inés & Ferrari, Pablo A. & Soprano-Loto, Nahuel**3893-3931 Martingale optimal transport in the Skorokhod space***by*Dolinsky, Yan & Soner, H. Mete**3932-3957 Markov chain approximations to scale functions of Lévy processes***by*Mijatović, Aleksandar & Vidmar, Matija & Jacka, Saul**3958-4019 Maximal displacement of a branching random walk in time-inhomogeneous environment***by*Mallein, Bastien

### 2015, Volume 125, Issue 9

**3301-3326 Space–time fractional stochastic partial differential equations***by*Mijena, Jebessa B. & Nane, Erkan**3327-3354 Well-posedness of mean-field type forward–backward stochastic differential equations***by*Bensoussan, A. & Yam, S.C.P. & Zhang, Z.**3355-3372 Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients***by*Mytnik, Leonid & Neuman, Eyal**3373-3400 Superdiffusive and subdiffusive exceptional times in the dynamical discrete web***by*Jenkins, Dan**3401-3429 Moment bounds for dependent sequences in smooth Banach spaces***by*Dedecker, J. & Merlevède, F.**3430-3457 Zonal polynomials and a multidimensional quantum Bessel process***by*Matysiak, Wojciech & Świeca, Marcin**3458-3483 Markovianity of the invariant distribution of probabilistic cellular automata on the line***by*Casse, Jérôme & Marckert, Jean-François**3484-3521 Quantile estimation for Lévy measures***by*Trabs, Mathias**3522-3540 Variance reduction for diffusions***by*Hwang, Chii-Ruey & Normand, Raoul & Wu, Sheng-Jhih**3541-3569 A moment problem for random discrete measures***by*Kondratiev, Yuri G. & Kuna, Tobias & Lytvynov, Eugene**3570-3595 Reflected rough differential equations***by*Aida, Shigeki**3596-3622 Optimal online selection of a monotone subsequence: a central limit theorem***by*Arlotto, Alessandro & Nguyen, Vinh V. & Steele, J. Michael**3623-3635 Convergence of switching diffusions***by*Christensen, Sören & Irle, Albrecht**3636-3656 Hypercontractivity for functional stochastic differential equations***by*Bao, Jianhai & Wang, Feng-Yu & Yuan, Chenggui

### 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