# Elsevier

# Stochastic Processes and their Applications

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### 1998, Volume 77, Issue 2

**175-185 Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent***by*Evans, Steven N. & Pitman, Jim**187-205 Equilibrium fluctuations for zero range processes in random environment***by*Gielis, G. & Koukkous, A. & Landim, C.**207-232 Large deviations for the Fleming-Viot process with neutral mutation and selection***by*Dawson, Donald A. & Feng, Shui**233-251 Exponential approximations in completely regular topological spaces and extensions of Sanov's theorem***by*Eichelsbacher, Peter & Schmock, Uwe**253-281 Connections between optimal stopping and singular stochastic control***by*Boetius, Frederik & Kohlmann, Michael

### 1998, Volume 77, Issue 1

**1-15 Backward-forward SDE's and stochastic differential games***by*Hamadène, S.**17-33 Fixed precision estimator of the offspring mean in branching processes***by*Shete, Sanjay & Sriram, T. N.**35-51 Logarithmic averages of stable random variables are asymptotically normal***by*Berkes, István & Horváth, Lajos & Khoshnevisan, Davar**53-67 On random perturbations of dynamical systems and diffusions with a Brownian potential in dimension one***by*Mathieu, Pierre**69-81 Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises***by*Ferrante, Marco & Vidoni, Paolo**83-98 Strict positivity for stochastic heat equations***by*Tessitore, Gianmario & Zabczyk, Jerzy**99-122 Gaussian likelihood-based inference for non-invertible MA(1) processes with SS noise***by*Davis, Richard A. & Mikosch, Thomas**123-137 Properties of distributions and correlation integrals for generalised versions of the logistic map***by*Hall, Peter & Wolff, Rodney Carl

### 1998, Volume 76, Issue 2

**141-165 Exact parabolic asymptotics for singular -D Burgers' random fields: Gaussian approximation***by*Leonenko, N. N. & Woyczynski, W. A.**167-190 The homogenization problem for the Vicsek set***by*Hambly, B. M. & Metz, V.**191-215 Backward stochastic differential equations with subdifferential operator and related variational inequalities***by*Pardoux, Etienne & Rascanu, Aurel**217-230 Tolerance to arbitrage***by*Salopek, D. M.**231-250 A local time curiosity in random environment***by*Shi, Zhan**251-266 On duality and the Spitzer-Pollaczek factorization for random walks***by*Kennedy, J. E.

### 1998, Volume 76, Issue 1

**1-32 Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes***by*Marcus, Michael B. & Shen, Kevin**33-44 Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients***by*Chan, K. S. & Stramer, O.**45-60 Distribution tails of sample quantiles and subexponentiality***by*Braverman, Michael & Samorodnitsky, Gennady**61-75 The principle of large deviations for the almost everywhere central limit theorem***by*Heck, Matthias K.**77-97 Optimal trading strategy for an investor: the case of partial information***by*Lakner, Peter**99-115 On the convergence of parallel simulated annealing***by*Meise, Christian**117-139 Large deviation probabilities in estimation of Poisson random measures***by*Florens, Danielle & Pham, Huyên

### 1998, Volume 75, Issue 2

**149-172 Selecting the optimal sample fraction in univariate extreme value estimation***by*Drees, Holger & Kaufmann, Edgar**173-201 Nonlinear self-stabilizing processes - I Existence, invariant probability, propagation of chaos***by*Benachour, S. & Roynette, B. & Talay, D. & Vallois, P.**203-224 Nonlinear self-stabilizing processes - II: Convergence to invariant probability***by*Benachour, S. & Roynette, B. & Vallois, P.**225-234 A note on the integrated square errors of kernel density estimators under random censorship***by*Zhang, Biao**235-248 Stability in of martingales and backward equations under discretization of filtration***by*Coquet, François & Mackevicius, Vigirdas & Mémin, Jean**249-261 Logarithmic multifractal spectrum of stable occupation measure***by*Shieh, Narn-Rueih & Taylor, S. James**263-286 Additional logarithmic utility of an insider***by*Amendinger, Jürgen & Imkeller, Peter & Schweizer, Martin

### 1998, Volume 75, Issue 1

**1-30 Stability results for a general class of interacting point processes dynamics, and applications***by*Massoulié, Laurent**31-49 Identification of filtered white noises***by*Benassi, Albert & Cohen, Serge & Istas, Jacques & Jaffard, Stéphane**51-65 Self-normalized moderate deviations and lils***by*Dembo, Amir & Shao, Qi-Man**67-87 The equation of symmetric Markovian random evolution in a plane***by*Kolesnik, Alexander D. & Turbin, Anatoly F.**89-104 Large deviations in the van der Waals limit***by*Benois, O. & Bodineau, T. & Presutti, E.**105-133 Lindley-type equations in the branching random walk***by*Biggins, J. D.**135-148 Sharp conditions for certain ruin in a risk process with stochastic return on investments***by*Paulsen, Jostein

### 1998, Volume 74, Issue 2

**151-164 Independent sampling of a stochastic process***by*Glynn, Peter & Sigman, Karl**165-193 The parametrix method approach to diffusions in a turbulent Gaussian environment***by*Komorowski, Tomasz**195-201 A Palm calculus approach to functional versions of Little's law***by*Zazanis, Michael A**203-215 Spectral expansion of the occupation measure for birth and death on a flow***by*Kao, John & Cinlar, Erhan**217-234 Estimates of Dirichlet heat kernels***by*Wang, Feng-Yu**235-250 Hausdorff dimensions of random net fractals***by*Liang, Jin-Rong & Ren, Fu-Yao**251-272 Hausdorff-type measures of the sample paths of fractional Brownian motion***by*Xiao, Yimin**273-296 Moderate and large deviations for U-processes***by*Eichelsbacher, Peter

### 1998, Volume 74, Issue 1

**1-19 Strassen's law of the iterated logarithm for diffusion processes for small time***by*Caramellino, Lucia**21-36 Parabolic SPDEs driven by Poisson white noise***by*Albeverio, Sergio & Wu, Jiang-Lun & Zhang, Tu-Sheng**37-52 Markov chains with marked transitions***by*He, Qi-Ming & Neuts, Marcel F.**53-65 A lower bound on the box-counting dimension of crossings in fractal percolation***by*Orzechowski, M. E.**67-82 The heat equation with Lévy noise***by*Mueller, Carl**83-88 Non-Gibbsianness of the reduced SOS-measure***by*Lorinczi, József**89-121 A law of the iterated logarithm for stable processes in random scenery***by*Khoshnevisan, Davar & Lewis, Thomas M.**123-131 Distribution of the occupation time for a Lévy process at passage times at 0***by*Marchal, Philippe**133-149 The average density of the path of planar Brownian motion***by*Mörters, Peter

### 1998, Volume 73, Issue 2

**151-172 On the recursive parameter estimation in the general discrete time statistical model***by*Sharia, Teo**173-193 Exponential rate of convergence of an infinite neuron model with local connections***by*Turova, Tatyana S.**195-231 Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions***by*Arcones, Miguel A.**233-245 Approximation of epidemics by inhomogeneous birth-and-death processes***by*Clancy, Damian & O'Neill, Philip**247-270 Convergence of moderately interacting particle systems to a diffusion-convection equation***by*Jourdain, B.**271-299 Existence and uniqueness results for semilinear stochastic partial differential equations***by*Gyöngy, István

### 1998, Volume 73, Issue 1

**1-45 Fractional step method for stochastic evolution equations***by*Goncharuk, Nataliya Yu. & Kotelenez, Peter**47-68 Product of two multiple stochastic integrals with respect to a normal martingale***by*Russo, Francesco & Vallois, Pierre**69-86 On stochastic differential equations and semigroups of probability operators in quantum probability***by*Barchielli, A. & Paganoni, A. M. & Zucca, F.**87-99 Favourite sites of transient Brownian motion***by*Hu, Yueyun & Shi, Zhan**101-118 Markov-achievable payoffs for finite-horizon decision models***by*Pestien, Victor & Wang, Xiaobo**119-130 Reduction of the Zakai equation by invariance group techniques***by*de Lara, Michel Cohen**131-149 Drift estimation for Brownian flows***by*Piterbarg, L.

### 1997, Volume 72, Issue 2

**145-159 A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test***by*Mokkadem, Abdelkader**161-186 Uniform large deviations for parabolic SPDEs and applications***by*Chenal, Fabien & Millet, Annie**187-204 Stochastic evolution equations with a spatially homogeneous Wiener process***by*Peszat, Szymon & Zabczyk, Jerzy**205-219 Estimation of parameters of linear homogeneous stochastic differential equations***by*Jankunas, Andrius & Khasminskii, Rafail Z.**221-239 Every "lower psi-mixing" Markov chain is "interlaced rho-mixing"***by*Bradley, Richard C.**241-264 On distributionally regenerative Markov chains***by*Nummelin, Esa**265-287 On Markov properties of Lévy waves in two dimensions***by*Dalang, Robert C. & Hou, Qiang

### 1997, Volume 72, Issue 1

**1-9 Conditions for the completeness of the spectral domain of a harmonizable process***by*Averkamp, Roland**11-25 Moderate deviations and functional LIL for super-Brownian motion***by*Schied, Alexander**27-45 On asymptotically optimal estimates for general observations***by*Vajda, Igor & Janzura, Martin**47-72 Uniform convergence in some limit theorems for multiple particle systems***by*Giné, Evarist & Wellner, Jon A.**73-95 Anticipating stochastic Volterra equations***by*Alòs, Elisa & Nualart, David**97-103 On distribution tail of the maximum of a random walk***by*Korshunov, D.**105-120 The decay function of nonhomogeneous birth-death processes, with application to mean-field models***by*Granovsky, Boris L. & Zeifman, Alexander I.**121-143 Limited distribution of sample partial autocorrelations: A matrix approach***by*Ku, Simon F.

### 1997, Volume 71, Issue 2

**145-163 Estimation of random fields by piecewise constant estimators***by*Su, Yingcai**165-185 Mixing times for uniformly ergodic Markov chains***by*Aldous, David & Lovász, László & Winkler, Peter**187-206 A new estimator for information dimension with standard errors and confidence intervals***by*Keller, Gerhard**207-224 Estimation of the dependence parameter in linear regression with long-range-dependent errors***by*Giraitis, Liudas & Koul, Hira**225-240 Reduced critical branching processes in random environment***by*Borovkov, K. A. & Vatutin, V. A.**241-257 Longtime behavior of a branching process controlled by branching catalysts***by*Dawson, Donald A. & Fleischmann, Klaus**259-273 Sharp estimates for the occurrence time of rare events for symmetric simple exclusion***by*Asselah, Amine & Pra, Paolo Dai**275-284 Exact probabilities and asymptotics for the one-dimensional coalescing ideal gas***by*Ermakov, A.

### 1997, Volume 71, Issue 1

**1-10 Strassen-type laws for independent random walks***by*Grill, Karl**11-32 On multiple-level excursions by stationary processes with deterministic peaks***by*Hsing, Tailen & Leadbetter, M. R.**33-53 A Hilbertian approach for fluctuations on the McKean-Vlasov model***by*Fernandez, Begoña & Méléard, Sylvie**55-74 An improved annealing method and its large-time behavior***by*Fang, Haitao & Qian, Minping & Gong, Guanglu**75-90 Large deviations for quadratic forms of stationary Gaussian processes***by*Bercu, B. & Gamboa, F. & Rouault, A.**91-110 On the fractal nature of increments of lp-valued Gaussian processes***by*Zhang, Li-Xin**111-122 On certain discounted arc-sine laws***by*Yor, Marc**123-144 Present value distributions with applications to ruin theory and stochastic equations***by*Gjessing, Håkon K. & Paulsen, Jostein

### 1997, Volume 70, Issue 2

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

### 1997, Volume 70, Issue 1

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

### 1997, Volume 69, Issue 2

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

### 1997, Volume 69, Issue 1

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

### 1997, Volume 68, Issue 2

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

### 1997, Volume 68, Issue 1

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

### 1997, Volume 67, Issue 2

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

### 1997, Volume 67, Issue 1

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

### 1997, Volume 66, Issue 2

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

### 1997, Volume 66, Issue 1

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

### 1996, Volume 65, Issue 2

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

### 1996, Volume 65, Issue 1

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

### 1996, Volume 64, Issue 2

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