# Elsevier

# Stochastic Processes and their Applications

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### 1999, Volume 82, Issue 1

**15-21 On tail probability of local times of Gaussian processes***by*Kasahara, Y. & Kôno, N. & Ogawa, T.**23-52 A comparison of homogenization and large deviations, with applications to wavefront propagation***by*Freidlin, Mark I. & Sowers, Richard B.**53-60 Singular-values of matrix-valued Ornstein-Uhlenbeck processes***by*Le, Huiling**61-87 Asymptotic properties of supercritical age-dependent branching processes and homogeneous branching random walks***by*Liu, Quansheng**89-125 Compound Poisson approximation in total variation***by*Barbour, A. D. & Utev, Sergey**127-142 Point processes with finite-dimensional conditional probabilities***by*Asmussen, Søren & Bladt, Mogens**143-155 Moment conditions for a sequence with negative drift to be uniformly bounded in Lr***by*Pemantle, Robin & Rosenthal, Jeffrey S.

### 1999, Volume 81, Issue 2

**155-164 Transforming spatial point processes into Poisson processes***by*Schoenberg, Frederic**165-216 Martingale problems for large deviations of Markov processes***by*Feng, Jin**217-230 Limit theorem for the statistical solution of Burgers equation***by*Dermoune, A. & Hamadène, S. & Ouknine, Y.**231-246 Rosenthal's inequality for point process martingales***by*Wood, Andrew T. A.**247-254 Robustness of the nonlinear filter***by*Bhatt, Abhay G. & Kallianpur, G. & Karandikar, Rajeeva L.**255-269 Ruin problems with assets and liabilities of diffusion type***by*Norberg, Ragnar**271-298 Self-intersection local time of an -valued process involving motions of two types***by*Gorostiza, Luis G. & Todorova, Ekaterina**299-321 Differentiability of functionals of Poisson processes via coupling with applications to queueing theory***by*Baccelli, François & Hasenfuss, Sven & Schmidt, Volker**323-336 On functional limit theorems for solutions of stochastic equations***by*Makhno, Sergey Ya.**337-349 On the truncated anisotropic long-range percolation on***by*Sidoravicius, V. & Surgailis, D. & Vares, M. E.

### 1999, Volume 81, Issue 1

**1-24 Small random perturbation of a classical mean field model***by*Toubol, Alain**25-38 Designing options given the risk: the optimal Skorokhod-embedding problem***by*Peskir, Goran**39-72 Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space***by*Djehiche, Boualem & Eddahbi, M'hamed**73-79 Spatial perturbations of one-dimensional spin systems***by*Handjani, Shirin J.**81-101 Convergence of weighted partial sums when the limiting distribution is not necessarily Radon***by*Csörgo, Miklós & Norvaisa, Rimas & Szyszkowicz, Barbara**103-128 Gaussian limit theorems for diffusion processes and an application***by*Conlon, Joseph G. & Song, Renming**129-153 How many probes are needed to compute the maximum of a random walk?***by*Chassaing, Philippe

### 1999, Volume 80, Issue 2

**129-155 Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process***by*Saavedra, Ángeles & Cao, Ricardo**157-176 Moderate deviations for randomly perturbed dynamical systems***by*Klebaner, F. C. & Liptser, R.**177-191 A martingale approach for detecting the drift of a Wiener process***by*Paulsen, Volkert**193-209 Stability for multidimensional jump-diffusion processes***by*Wee, In-Suk**211-229 Bounds on regeneration times and convergence rates for Markov chains***by*Roberts, G. O. & Tweedie, R. L.**231-248 First passage time for some stationary processes***by*Haiman, George**249-269 Multifractal analysis of the occupation measures of a kind of stochastic processes***by*Hu, Xiaoyu

### 1999, Volume 80, Issue 1

**1-24 Variance-type estimation of long memory***by*Giraitis, Liudas & Robinson, Peter M. & Surgailis, Donatas**25-53 Self-collisions of superprocesses: renormalization and limit theorems***by*Rosen, Jay**55-86 Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales***by*Bhattacharya, Rabi & Denker, Manfred & Goswami, Alok**87-101 Asymptotic theorems for urn models with nonhomogeneous generating matrices***by*Bai, Z. D. & Hu, Feifang**103-128 Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes***by*Yamada, Keigo

### 1999, Volume 79, Issue 2

**179-184 Stabilization of partial differential equations by noise***by*Kwiecinska, Anna A.**185-212 Extremes of totally skewed [alpha]-stable processes***by*Albin, J. M. P.**213-227 On the regularity of spectral densities of continuous-time completely linearly regular processes***by*Murua, Alejandro**229-242 Large deviations formalism for multifractals***by*Zohar, Gady**243-263 Convergence rate of some semi-groups to their invariant probability***by*Ganidis, H. & Roynette, B. & Simonot, F.**265-286 Sampling at subexponential times, with queueing applications***by*Asmussen, Søren & Klüppelberg, Claudia & Sigman, Karl**287-300 A complex scaling approach to sequential Feynman integrals***by*Luo, S. L. & Yan, J. A.**301-321 Logarithmic estimates for the density of an anticipating stochastic differential equation***by*Sanz-Solé, Marta & Sarrà, Mònica**323-333 An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions***by*Carmona, Philippe & Petit, Frédérique & Yor, Marc**335-354 The random cluster model on a general graph and a phase transition characterization of nonamenability***by*Jonasson, Johan

### 1999, Volume 79, Issue 1

**1-15 Almost Gibbsian versus weakly Gibbsian measures***by*Maes, C. & Redig, F. & Moffaert, A. Van & Leuven, K. U.**17-43 Time and Palm stationarity of repairable systems***by*Last, Günter & Szekli, Ryszard**45-67 Stability of stochastic differential equations with Markovian switching***by*Mao, Xuerong**69-94 Spectral asymptotics of some functionals arising in statistical inference for SPDEs***by*Lototsky, Sergey V. & Rosovskii, Boris L.**95-107 Brownian motion on the Wiener sphere and the infinite-dimensional Ornstein-Uhlenbeck process***by*Cutland, Nigel J.**109-116 Asymptotics of power-weighted Euclidean functionals***by*Lee, Sungchul**117-134 Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process***by*Fitzsimmons, P. J. & Pitman, Jim**135-163 Adaptive estimation in diffusion processes***by*Hoffmann, Marc**165-178 On the use of Lyapunov function methods in renewal theory***by*Konstantopoulos, Takis & Last, Günter

### 1998, Volume 78, Issue 2

**131-143 An almost sure invariance principle for the range of random walks***by*Hamana, Yuji**145-154 Lower functions for the support of super-Brownian motion***by*Dhersin, Jean-Stéphane**155-171 A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales***by*Ding, Xiaodong & Wu, Rangquan**173-193 Exponential stability of non-linear stochastic evolution equations***by*Liu, Kai & Mao, Xuerong**195-216 Approximations for solutions of renewal-type equations***by*Politis, Konstadinos & Pitts, Susan M.**217-244 On the almost sure asymptotic behaviour of stochastic algorithms***by*Pelletier, Mariane**245-260 Partially observed control of a Markov jump process with counting observations: equivalence with the separated problem***by*Ceci, Claudia & Gerardi, Anna

### 1998, Volume 78, Issue 1

**1-26 Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes***by*Braverman, Michael & Samorodnitsky, Gennady**27-46 Some liminf results for two-parameter processes***by*Csáki, Endre & Shi, Zhan**47-68 Hamiltonians on random walk trajectories***by*Ferrari, Pablo A. & Martínez, Servet**69-95 Large deviations for interacting particle systems: Applications to non-linear filtering***by*Moral, P. Del & Guionnet, A.**97-130 First passage times of general sequences of random vectors: A large deviations approach***by*Collamore, Jeffrey F.

### 1998, Volume 77, Issue 2

**139-154 Asymptotic behaviour of a tagged particle in an inhomogeneous zero-range process***by*Siri, Paola**155-174 A limit theorem for symmetric statistics of Brownian particles***by*Budhiraja, A.**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