# Elsevier

# Stochastic Processes and their Applications

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### 2016, Volume 126, Issue 12

**3607-3622 The mathematical work of Evarist Giné***by*Koltchinskii, Vladimir & Nickl, Richard & van de Geer, Sara & Wellner, Jon A.**3623-3631 Reminiscences, and some explorations about the bootstrap***by*Dudley, R.M.**3632-3651 Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings***by*Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo**3652-3680 Upper bounds on product and multiplier empirical processes***by*Mendelson, Shahar**3681-3700 Convergence of quantile and depth regions***by*Kuelbs, James & Zinn, Joel**3701-3715 Finite sampling inequalities: An application to two-sample Kolmogorov–Smirnov statistics***by*Greene, Evan & Wellner, Jon A.**3716-3732 Unbiased estimation of the volume of a convex body***by*Baldin, Nikolay & Reiß, Markus**3733-3759 Asymptotic normality of quadratic estimators***by*Robins, James M. & Li, Lingling & Tchetgen, Eric Tchetgen & van der Vaart, Aad**3760-3773 Robust estimation of U-statistics***by*Joly, Emilien & Lugosi, Gábor**3774-3789 Minimal penalty for Goldenshluger–Lepski method***by*Lacour, C. & Massart, P.**3790-3807 The Hurst phenomenon and the rescaled range statistic***by*Mason, David M.**3808-3827 Nonparametric estimation of trend in directional data***by*Beran, Rudolf**3828-3842 Sub-optimality of some continuous shrinkage priors***by*Bhattacharya, Anirban & Dunson, David B. & Pati, Debdeep & Pillai, Natesh S.**3843-3853 On an approach to boundary crossing by stochastic processes***by*Brown, Mark & de la Peña, Victor H. & Klass, Michael J. & Sit, Tony**3854-3864 A law of the iterated logarithm for Grenander’s estimator***by*Dümbgen, Lutz & Wellner, Jon A. & Wolff, Malcolm**3865-3887 Regularized distributions and entropic stability of Cramer’s characterization of the normal law***by*Bobkov, S.G. & Chistyakov, G.P. & Götze, F.**3888-3912 Rho-estimators for shape restricted density estimation***by*Baraud, Y. & Birgé, L.**3913-3934 A sharp adaptive confidence ball for self-similar functions***by*Nickl, Richard & Szabó, Botond**3935-3951 A graphical approach to the analysis of matrix completion***by*Sun, Tingni & Zhang, Cun-Hui**3952-3967 Estimation of low-rank covariance function***by*Koltchinskii, V. & Lounici, K. & Tsybakov, A.B.

### 2016, Volume 126, Issue 11

**3243-3282 Maximum likelihood estimation for Wishart processes***by*Alfonsi, Aurélien & Kebaier, Ahmed & Rey, Clément**3283-3309 Condensation and symmetry-breaking in the zero-range process with weak site disorder***by*Mailler, Cécile & Mörters, Peter & Ueltschi, Daniel**3310-3330 Extreme eigenvalues of sparse, heavy tailed random matrices***by*Auffinger, Antonio & Tang, Si**3331-3352 Fluctuations of linear statistics of half-heavy-tailed random matrices***by*Benaych-Georges, Florent & Maltsev, Anna**3353-3376 Processes iterated ad libitum***by*Casse, Jérôme & Marckert, Jean-François**3377-3401 Superprocesses with interaction and immigration***by*Xiong, Jie & Yang, Xu**3402-3462 Localisation in the Bouchaud–Anderson model***by*Muirhead, Stephen & Pymar, Richard**3463-3479 Rare events for the Manneville–Pomeau map***by*Freitas, Ana Cristina Moreira & Freitas, Jorge Milhazes & Todd, Mike & Vaienti, Sandro**3480-3498 Ergodic theory of the symmetric inclusion process***by*Kuoch, Kevin & Redig, Frank**3499-3526 Multi-scale metastable dynamics and the asymptotic stationary distribution of perturbed Markov chains***by*Betz, Volker & Le Roux, Stéphane**3527-3577 Asymptotic theory for large volatility matrix estimation based on high-frequency financial data***by*Kim, Donggyu & Wang, Yazhen & Zou, Jian**3578-3604 Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support***by*Comets, Francis & Falconnet, Mikael & Loukianov, Oleg & Loukianova, Dasha

### 2016, Volume 126, Issue 10

**2877-2912 Equivalence of a mixing condition and the LSI in spin systems with infinite range interaction***by*Henderson, Christopher & Menz, Georg**2913-2955 Stochastic Newton equation in strong potential limit***by*Liang, Song**2956-2975 Volatility of Boolean functions***by*Jonasson, Johan & Steif, Jeffrey E.**2976-3008 Spectral estimation for diffusions with random sampling times***by*Chorowski, Jakub & Trabs, Mathias**3009-3040 Statistical inference for nonparametric GARCH models***by*Meister, Alexander & Kreiß, Jens-Peter**3041-3064 Gaussian bounds and collisions of variable speed random walks on lattices with power law conductances***by*Chen, Xinxing**3065-3076 Rate of convergence in first-passage percolation under low moments***by*Damron, Michael & Kubota, Naoki**3077-3101 Long time behavior of telegraph processes under convex potentials***by*Fontbona, Joaquin & Guérin, Hélène & Malrieu, Florent**3102-3123 Properties of stochastic integro-differential equations with infinite delay: Regularity, ergodicity, weak sense Fokker–Planck equations***by*Mei, Hongwei & Yin, George & Wu, Fuke**3124-3144 Solutions of BSDE’s with jumps and quadratic/locally Lipschitz generator***by*Antonelli, Fabio & Mancini, Carlo**3145-3170 Almost sure convergence of maxima for chaotic dynamical systems***by*Holland, M.P. & Nicol, M. & Török, A.**3171-3201 Modulation equation for SPDEs in unbounded domains with space–time white noise — Linear theory***by*Bianchi, Luigi Amedeo & Blömker, Dirk**3202-3234 Finite difference schemes for linear stochastic integro-differential equations***by*Dareiotis, Konstantinos & Leahy, James-Michael

### 2016, Volume 126, Issue 9

**2527-2553 The gap between Gromov-vague and Gromov–Hausdorff-vague topology***by*Athreya, Siva & Löhr, Wolfgang & Winter, Anita**2554-2592 Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting***by*Kruse, T. & Popier, A.**2593-2614 Discretely sampled signals and the rough Hoff process***by*Flint, Guy & Hambly, Ben & Lyons, Terry**2615-2633 Muckenhoupt’s (Ap) condition and the existence of the optimal martingale measure***by*Kramkov, Dmitry & Weston, Kim**2634-2664 Exact convergence rates in central limit theorems for a branching random walk with a random environment in time***by*Gao, Zhiqiang & Liu, Quansheng**2665-2718 Viscosity solutions of path-dependent integro-differential equations***by*Keller, Christian**2719-2733 Convergence, unanimity and disagreement in majority dynamics on unimodular graphs and random graphs***by*Benjamini, Itai & Chan, Siu-On & O’Donnell, Ryan & Tamuz, Omer & Tan, Li-Yang**2734-2760 On the empirical spectral distribution for matrices with long memory and independent rows***by*Merlevède, F. & Peligrad, M.**2761-2786 An Lp-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order***by*Kim, Ildoo & Kim, Kyeong-Hun**2787-2799 The sequential empirical process of a random walk in random scenery***by*Wendler, Martin**2800-2834 An explicit martingale version of the one-dimensional Brenier’s Theorem with full marginals constraint***by*Henry-Labordère, Pierre & Tan, Xiaolu & Touzi, Nizar**2835-2859 Max-stable random sup-measures with comonotonic tail dependence***by*Molchanov, Ilya & Strokorb, Kirstin**2860-2875 On weak convergence of stochastic heat equation with colored noise***by*Bezdek, Pavel

### 2016, Volume 126, Issue 8

**2181-2210 The multifractal nature of Boltzmann processes***by*Xu, Liping**2211-2252 An individual-based model for the Lenski experiment, and the deceleration of the relative fitness***by*González Casanova, Adrián & Kurt, Noemi & Wakolbinger, Anton & Yuan, Linglong**2253-2296 Some fluctuation results for weakly interacting multi-type particle systems***by*Budhiraja, Amarjit & Wu, Ruoyu**2297-2322 Drift operator in a viable expansion of information flow***by*Song, Shiqi**2323-2366 Averaging along irregular curves and regularisation of ODEs***by*Catellier, R. & Gubinelli, M.**2367-2387 Quasi-continuous random variables and processes under the G-expectation framework***by*Hu, Mingshang & Wang, Falei & Zheng, Guoqiang**2388-2409 Evolutionary games on the torus with weak selection***by*Cox, J. Theodore & Durrett, Rick**2410-2429 Fractal dimensions of rough differential equations driven by fractional Brownian motions***by*Lou, Shuwen & Ouyang, Cheng**2430-2464 Berry–Esseen type estimates for nonconventional sums***by*Hafouta, Yeor & Kifer, Yuri**2465-2493 A unified approach to self-normalized block sampling***by*Bai, Shuyang & Taqqu, Murad S. & Zhang, Ting**2494-2525 Hawkes and INAR(∞) processes***by*Kirchner, Matthias

### 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.