# Elsevier

# Stochastic Processes and their Applications

**Order information:**

Postal: http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional

Web: https://shop.elsevier.com/OOC/InitController?id=505572&ref=505572_01_ooc_1&version=01

**To be notified about new items in this series:**Free volume/issue alert on ScienceDirect (see also NEP)

**Download restrictions:**Full text for ScienceDirect subscribers only

**Editor:**

**For corrections or technical questions regarding this series, please contact (Dana Niculescu)**

**Series handle:**repec:eee:spapps

**ISSN:**0304-4149

**Citations RSS feed:**at CitEc

### Impact factors

- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Euclid (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

- By citations
- By downloads (last 12 months)

### 2017, Volume 127, Issue 10

**3135-3158 Certain properties related to well posedness of switching diffusions***by*Nguyen, Dang Hai & Yin, George & Zhu, Chao**3159-3186 Supercritical loop percolation on Zd for d≥3***by*Chang, Yinshan**3187-3227 Random version of Dvoretzky’s theorem in ℓpn***by*Paouris, Grigoris & Valettas, Petros & Zinn, Joel**3228-3250 Stochastic integrals and BDG’s inequalities in Orlicz-type spaces***by*Xie, Yingchao & Zhang, Xicheng**3251-3267 Generalized immediate exchange models and their symmetries***by*Redig, Frank & Sau, Federico**3268-3290 Limit theorems for random walks***by*Bendikov, Alexander & Cygan, Wojciech & Trojan, Bartosz**3291-3330 The intermediate disorder regime for a directed polymer model on a hierarchical lattice***by*Alberts, Tom & Clark, Jeremy & Kocić, Saša**3331-3353 Arbitrage theory for non convex financial market models***by*Lepinette, Emmanuel & Tran, Tuan**3354-3371 Quasilinear parabolic stochastic partial differential equations: Existence, uniqueness***by*Hofmanová, Martina & Zhang, Tusheng**3372-3411 Large deviations for generalized Polya urns with arbitrary urn function***by*Franchini, Simone**3412-3446 A CLT concerning critical points of random functions on a Euclidean space***by*Nicolaescu, Liviu I.**3447-3464 Integral equations for Rost’s reversed barriers: Existence and uniqueness results***by*De Angelis, Tiziano & Kitapbayev, Yerkin

### 2017, Volume 127, Issue 9

**2781-2815 Backward doubly SDEs and semilinear stochastic PDEs in a convex domain***by*Matoussi, Anis & Sabbagh, Wissal & Zhang, Tusheng**2816-2840 An Itô calculus for a class of limit processes arising from random walks on the complex plane***by*Bonaccorsi, Stefano & Calcaterra, Craig & Mazzucchi, Sonia**2841-2863 Pathwise estimates for an effective dynamics***by*Legoll, Frédéric & Lelièvre, Tony & Olla, Stefano**2864-2899 One dimensional random walks killed on a finite set***by*Uchiyama, Kôhei**2900-2925 Dynamical moderate deviations for the Curie–Weiss model***by*Collet, Francesca & Kraaij, Richard C.**2926-2960 Estimation of the realized (co-)volatility vector: Large deviations approach***by*Djellout, Hacène & Guillin, Arnaud & Samoura, Yacouba**2961-3004 Stochastic non-isotropic degenerate parabolic–hyperbolic equations***by*Gess, Benjamin & Souganidis, Panagiotis E.**3005-3013 Monotone martingale transport plans and Skorokhod embedding***by*Beiglböck, Mathias & Henry-Labordère, Pierre & Touzi, Nizar**3014-3041 Thin tails of fixed points of the nonhomogeneous smoothing transform***by*Alsmeyer, Gerold & Dyszewski, Piotr**3042-3067 Young differential equations with power type nonlinearities***by*León, Jorge A. & Nualart, David & Tindel, Samy**3068-3109 Elementary bounds on mixing times for decomposable Markov chains***by*Pillai, Natesh S. & Smith, Aaron**3110-3134 Strong-majority bootstrap percolation on regular graphs with low dissemination threshold***by*Mitsche, Dieter & Pérez-Giménez, Xavier & Prałat, Paweł

### 2017, Volume 127, Issue 8

**2447-2481 A one-level limit order book model with memory and variable spread***by*Chávez-Casillas, Jonathan A. & Figueroa-López, José E.**2482-2507 Approximating a diffusion by a finite-state hidden Markov model***by*Kontoyiannis, I. & Meyn, S.P.**2508-2541 Fluctuations, stability and instability of a distributed particle filter with local exchange***by*Heine, Kari & Whiteley, Nick**2542-2559 Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient***by*Menoukeu Pamen, Olivier & Taguchi, Dai**2560-2585 Intrinsic expansions for averaged diffusion processes***by*Pagliarani, S. & Pascucci, A. & Pignotti, M.**2586-2629 Optimal stopping with random maturity under nonlinear expectations***by*Bayraktar, Erhan & Yao, Song**2630-2649 Scaling limit of subcritical contact process***by*Deshayes, Aurelia & Rolla, Leonardo T.**2650-2678 Interacting generalized Friedman’s urn systems***by*Aletti, Giacomo & Ghiglietti, Andrea**2679-2698 On future drawdowns of Lévy processes***by*Baurdoux, E.J. & Palmowski, Z. & Pistorius, M.R.**2699-2724 Splitting and time reversal for Markov additive processes***by*Ivanovs, Jevgenijs**2725-2750 Study of almost everywhere convergence of series by mean of martingale methods***by*Cuny, Christophe & Fan, Ai Hua**2751-2779 Scaling transition for nonlinear random fields with long-range dependence***by*Pilipauskaitė, Vytautė & Surgailis, Donatas

### 2017, Volume 127, Issue 7

**2093-2137 On the interpretation of the Master Equation***by*Bensoussan, A. & Frehse, J. & Yam, S.C.P.**2138-2178 The jamming constant of uniform random graphs***by*Bermolen, Paola & Jonckheere, Matthieu & Moyal, Pascal**2179-2207 Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: The iid case***by*Heiny, Johannes & Mikosch, Thomas**2208-2242 Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing***by*Buchmann, Boris & Kaehler, Benjamin & Maller, Ross & Szimayer, Alexander**2243-2261 On the multi-step MLE-process for ergodic diffusion***by*Kutoyants, Yu.A.**2262-2280 Stochastic PDEs with heavy-tailed noise***by*Chong, Carsten**2281-2315 Stochastic differential equation for Brox diffusion***by*Hu, Yaozhong & Lê, Khoa & Mytnik, Leonid**2316-2338 Intermittency for the Hyperbolic Anderson Model with rough noise in space***by*Balan, Raluca M. & Jolis, Maria & Quer-Sardanyons, Lluís**2339-2345 A condition for distinguishing sceneries on non-abelian groups***by*Hildebrand, Martin**2346-2372 Law of large numbers for random walks on attractive spin-flip dynamics***by*Bethuelsen, Stein Andreas & Heydenreich, Markus**2373-2395 Invariance for rough differential equations***by*Coutin, Laure & Marie, Nicolas**2396-2427 Stochastic maximum principle for SPDEs with delay***by*Guatteri, Giuseppina & Masiero, Federica & Orrieri, Carlo**2428-2445 Doob–Martin compactification of a Markov chain for growing random words sequentially***by*Choi, Hye Soo & Evans, Steven N.

### 2017, Volume 127, Issue 6

**1721-1737 Long-time behaviour and propagation of chaos for mean field kinetic particles***by*Monmarché, Pierre**1738-1762 On the convergence of monotone schemes for path-dependent PDEs***by*Ren, Zhenjie & Tan, Xiaolu**1763-1784 Ergodic decompositions of stationary max-stable processes in terms of their spectral functions***by*Dombry, Clément & Kabluchko, Zakhar**1785-1799 Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients***by*Baños, David & Krühner, Paul**1800-1839 Statistical inference for ergodic point processes and application to Limit Order Book***by*Clinet, Simon & Yoshida, Nakahiro**1840-1869 Multi-class oscillating systems of interacting neurons***by*Ditlevsen, Susanne & Löcherbach, Eva**1870-1896 Reciprocal classes of random walks on graphs***by*Conforti, Giovanni & Léonard, Christian**1897-1925 Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle***by*Ge, Hao & Jia, Chen & Jiang, Da-Quan**1926-1959 Weak solution for a class of fully nonlinear stochastic Hamilton–Jacobi–Bellman equations***by*Qiu, Jinniao**1960-1997 On dynamical systems perturbed by a null-recurrent motion: The general case***by*Pajor-Gyulai, Zs. & Salins, M.**1998-2035 Truncated Realized Covariance when prices have infinite variation jumps***by*Mancini, Cecilia**2036-2067 A central limit theorem for the Euler integral of a Gaussian random field***by*Naitzat, Gregory & Adler, Robert J.**2068-2087 Stochastic Komatu–Loewner evolutions and SLEs***by*Chen, Zhen-Qing & Fukushima, Masatoshi & Suzuki, Hiroyuki

### 2017, Volume 127, Issue 5

**1375-1416 Two-parameter process limits for an infinite-server queue with arrival dependent service times***by*Pang, Guodong & Zhou, Yuhang**1417-1440 Multilevel sequential Monte Carlo samplers***by*Beskos, Alexandros & Jasra, Ajay & Law, Kody & Tempone, Raul & Zhou, Yan**1441-1474 Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes***by*Bandini, Elena & Fuhrman, Marco**1475-1495 Least squares estimators for stochastic differential equations driven by small Lévy noises***by*Long, Hongwei & Ma, Chunhua & Shimizu, Yasutaka**1496-1516 Finite dimensional Fokker–Planck equations for continuous time random walk limits***by*Busani, Ofer**1517-1543 Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale***by*Hoffmann, Michael & Vetter, Mathias**1544-1564 A random cell splitting scheme on the sphere***by*Deuss, Christian & Hörrmann, Julia & Thäle, Christoph**1565-1598 Change of measure up to a random time: Details***by*Kreher, Dörte**1599-1621 Multidimensional Lévy white noise in weighted Besov spaces***by*Fageot, Julien & Fallah, Alireza & Unser, Michael**1622-1636 Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals***by*Zheng, Guangqu**1637-1648 New deviation inequalities for martingales with bounded increments***by*Rio, Emmanuel**1649-1675 Tail generating functions for extendable branching processes***by*Sagitov, Serik**1676-1720 On the limiting law of the length of the longest common and increasing subsequences in random words***by*Breton, Jean-Christophe & Houdré, Christian

### 2017, Volume 127, Issue 4

**1045-1124 Level lines of Gaussian Free Field I: Zero-boundary GFF***by*Wang, Menglu & Wu, Hao**1125-1170 Conditional Markov chains: Properties, construction and structured dependence***by*Bielecki, Tomasz R. & Jakubowski, Jacek & Niewęgłowski, Mariusz**1171-1203 Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations***by*Gobet, E. & Turkedjiev, P.**1204-1233 A general non-existence result for linear BSDEs driven by Gaussian processes***by*Bender, Christian & Viitasaari, Lauri**1234-1254 Conditioning subordinators embedded in Markov processes***by*Kyprianou, Andreas E. & Rivero, Victor & Şengül, Batı**1255-1281 Berry–Esseen’s bound and Cramér’s large deviation expansion for a supercritical branching process in a random environment***by*Grama, Ion & Liu, Quansheng & Miqueu, Eric**1282-1296 Exact convergence rate of the local limit theorem for branching random walks on the integer lattice***by*Gao, Zhiqiang**1297-1320 Large deviations for multi-scale jump-diffusion processes***by*Kumar, Rohini & Popovic, Lea**1321-1353 Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media***by*Bahlali, Khaled & Elouaflin, Abouo & Pardoux, Etienne**1354-1374 Intermittency fronts for space-time fractional stochastic partial differential equations in (d+1) dimensions***by*Asogwa, Sunday A. & Nane, Erkan

### 2017, Volume 127, Issue 3

**701-748 The interplay of two mutations in a population of varying size: A stochastic eco-evolutionary model for clonal interference***by*Billiard, Sylvain & Smadi, Charline**749-782 On the conditional small ball property of multivariate Lévy-driven moving average processes***by*Pakkanen, Mikko S. & Sottinen, Tommi & Yazigi, Adil**783-802 Equilibrium fluctuations for a discrete Atlas model***by*Hernández, Freddy & Jara, Milton & Valentim, Fábio Júlio**803-830 Percolation of even sites for enhanced random sequential adsorption***by*Daniels, Christopher J.E. & Penrose, Mathew D.**831-876 Stochastic partial differential equations with singular terminal condition***by*Matoussi, A. & Piozin, L. & Popier, A.**877-900 Stochastic evolution equations with Volterra noise***by*Čoupek, P. & Maslowski, B.**901-926 Polynomial diffusions on compact quadric sets***by*Larsson, Martin & Pulido, Sergio**927-956 Tightness and duality of martingale transport on the Skorokhod space***by*Guo, Gaoyue & Tan, Xiaolu & Touzi, Nizar**957-994 Continuous state branching processes in random environment: The Brownian case***by*Palau, S. & Pardo, J.C.**995-1017 Functional limit theorems for the number of occupied boxes in the Bernoulli sieve***by*Alsmeyer, Gerold & Iksanov, Alexander & Marynych, Alexander**1018-1041 Existence and estimates of moments for Lévy-type processes***by*Kühn, Franziska

### 2017, Volume 127, Issue 2

**359-384 Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation***by*Kusuoka, Seiichiro**385-418 Travelling wave solutions to the KPP equation with branching noise arising from initial conditions with compact support***by*Kliem, Sandra**419-448 Statistical inference for perturbed multiscale dynamical systems***by*Gailus, Siragan & Spiliopoulos, Konstantinos**449-474 Decorated Young tableaux and the Poissonized Robinson–Schensted process***by*Nica, Mihai**475-496 On the class of distributions of subordinated Lévy processes and bases***by*Sauri, Orimar & Veraart, Almut E.D.**497-525 Extremes of locally stationary chi-square processes with trend***by*Liu, Peng & Ji, Lanpeng**526-573 Generalized Poland–Scheraga denaturation model and two-dimensional renewal processes***by*Giacomin, Giambattista & Khatib, Maha**574-589 Time inhomogeneity in longest gap and longest run problems***by*Asmussen, Søren & Ivanovs, Jevgenijs & Nielsen, Anders Rønn**590-621 Common ancestor type distribution: A Moran model and its deterministic limit***by*Cordero, Fernando**622-642 Zero-sum risk-sensitive stochastic games***by*Bäuerle, Nicole & Rieder, Ulrich**643-656 Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations***by*Albrecher, Hansjörg & Ivanovs, Jevgenijs**657-668 A simple proof of heavy tail estimates for affine type Lipschitz recursions***by*Buraczewski, Dariusz & Damek, Ewa**669-700 Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion***by*Jaramillo, Arturo & Nualart, David

### 2017, Volume 127, Issue 1

**1-19 A stochastic variational approach to the viscous Camassa–Holm and Leray-alpha equations***by*Cruzeiro, Ana Bela & Liu, Guoping**20-36 Small ball properties and representation results***by*Mishura, Yuliya & Shevchenko, Georgiy**37-79 On a class of stochastic partial differential equations***by*Song, Jian**80-106 Fractionally integrated inverse stable subordinators***by*Iksanov, Alexander & Kabluchko, Zakhar & Marynych, Alexander & Shevchenko, Georgiy**107-134 Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion***by*Hu, Mingshang & Ji, Shaolin**135-178 A boundary driven generalized contact process with exchange of particles: Hydrodynamics in infinite volume***by*Kuoch, Kevin & Mourragui, Mustapha & Saada, Ellen**179-208 A Glivenko–Cantelli theorem for almost additive functions on lattices***by*Schumacher, Christoph & Schwarzenberger, Fabian & Veselić, Ivan**209-227 An integral representation of dilatively stable processes with independent increments***by*Bhatti, T. & Kern, P.**228-272 Hydrodynamic limit for the Ginzburg–Landau ∇ϕ interface model with a conservation law and Dirichlet boundary conditions***by*Nishikawa, Takao**273-303 On the Smoluchowski–Kramers approximation for a system with infinite degrees of freedom exposed to a magnetic field***by*Cerrai, Sandra & Salins, Michael**304-324 Geodesic forests in last-passage percolation***by*López, Sergio I. & Pimentel, Leandro P.R.**325-357 Infinite dimensional weak Dirichlet processes and convolution type processes***by*Fabbri, Giorgio & Russo, Francesco

### 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