# Elsevier

# Stochastic Processes and their Applications

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### 1996, Volume 61, Issue 2

**339-361 Efficient estimation in a semiparametric additive regression model with autoregressive errors***by*Schick, Anton

### 1996, Volume 61, Issue 1

**1-23 Interface in a one-dimensional Ising spin system***by*Bodineau, Thierry**25-43 On the length of the shortest crossing in the super-critical phase of Mandelbrot's percolation process***by*Chayes, L.**45-69 Transition probabilities for the simple random walk on the Sierpinski graph***by*Jones, Owen Dafydd**71-83 Slow diffusion for a Brownian motion with random reflecting barriers***by*Chassaing, Philippe**85-108 An averaging principle for dynamical systems in Hilbert space with Markov random perturbations***by*Hoppensteadt, F. & Salehi, H. & Skorokhod, A.**109-128 On the existence of equivalent [tau]-measures in finite discrete time***by*Schürger, Klaus**129-145 An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains***by*Wen, Liu & Weiguo, Yang**147-161 Tails of subordinated laws: The regularly varying case***by*Geluk, J. L.**163-180 Pseudo-Poisson approximation for Markov chains***by*Borovkov, K. A. & Pfeifer, D.

### 1995, Volume 60, Issue 2

**171-190 Comparing Fleming-Viot and Dawson-Watanabe processes***by*Ethier, S. N. & Krone, Stephen M.**191-226 Self-intersection local time for Gaussian '(d)-processes: Existence, path continuity and examples***by*Bojdecki, Tomasz & Gorostiza, Luis G.**227-245 On the connected components of the support of super Brownian motion and of its exit measure***by*Abraham, Romain**247-260 A stability property of the stochastic heat equation***by*Ubøe, Jan & Zhang, Tusheng**261-286 Coupling and harmonic functions in the case of continuous time Markov processes***by*Cranston, Michael & Greven, Andreas**287-311 On the exit law from saddle points***by*Day, Martin V.**313-330 A CLT for the periodograms of a [varrho]*-mixing random field***by*Miller, Curtis**331-342 Moving-average representation of autoregressive approximations***by*Bühlmann, Peter**343-353 Strong approximation for cross-covariances of linear variables with long-range dependence***by*Kouritzin, Michael A.

### 1995, Volume 60, Issue 1

**1-18 A class of micropulses and antipersistent fractional Brownian motion***by*Cioczek-Georges, R. & Mandelbrot, B. B.**19-47 Fractional ARIMA with stable innovations***by*Kokoszka, Piotr S. & Taqqu, Murad S.**49-63 On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables***by*Hsing, Tailen**65-85 A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space***by*Ahmed, N. U. & Ding, X.**87-102 On transient Bessel processes and planar Brownian motion reflected at their future infima***by*Shi, Z.**103-111 Limit theorems for diffusions with a random potential***by*Mathieu, Pierre**113-130 Further applications of a general rate conservation law***by*Bardhan, Indrajit**131-146 On a stochastic delay difference equation with boundary conditions and its Markov property***by*Baccin, Maria C. & Ferrante, Marco**147-160 Approximations of large population epidemic models***by*Garcia, Nancy Lopes**161-169 On large increments of infinite series of Ornstein-Uhlenbeck processes***by*Lin, Z. Y.

### 1995, Volume 59, Issue 2

**175-184 Logarithmic averages for the local times of recurrent random walks and Lévy processes***by*Marcus, Michael B. & Rosen, Jay**185-216 Many multivariate records***by*Goldie, Charles M. & Resnick, Sidney I.**217-233 Sample quantiles of heavy tailed stochastic processes***by*Embrechts, Paul & Samorodnitsky, Gennady**235-249 Exponential convergence for attractive reversible subcritical nearest particle systems***by*Mountford, T. S.**251-266 Supercritical behaviors in first-passage percolation***by*Zhang, Yu**267-275 Random-cluster measures and uniform spanning trees***by*Häggström, Olle**277-293 Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures***by*Xie, Yingchao**295-308 Approximations for stochastic differential equations with reflecting convex boundaries***by*Pettersson, Roger**309-320 Large deviations for moving average processes***by*Jiang, Tiefeng & Rao, M. Bhaskara & Wang, Xiangchen**321-341 Global Strassen-type theorems for iterated Brownian motions***by*Csáki, Endre & Csörgo, Miklós & Földes, Antónia & Révész, Pál**343-351 On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes***by*Yokoyama, Ryozo

### 1995, Volume 59, Issue 1

**1-20 The packing measure of the support of super-Brownian motion***by*Le Gall, J.-F. & Perkins, E.A. & Taylor, S.J.**21-42 On the ultimate value of local time of one-dimensional super-Brownian motion***by*Kaj, I. & Salminen, P.**43-53 On positive solutions of some nonlinear differential equations -- A probabilistic approach***by*Sheu, Yuan-Chung**55-79 Weak convergence of stochastic integrals driven by martingale measure***by*Cho, Nhansook**81-104 The generalized covariation process and Ito formula***by*Russo, Francesco & Vallois, Pierre**105-123 Weight functions and pathwise local central limit theorems***by*Horvath, Lajos & Khoshnevisan, Davar**125-142 A Chung type law of the iterated logarithm for subsequences of a Wiener process***by*Shao, Qi-Man**143-155 Distant long-range dependent sums and regression estimation***by*Csörgo, Sándor & Mielniczuk, Jan**157-173 Upper and lower bounds on the rate of convergence for nonhomogeneous birth and death processes***by*Zeifman, A.I.

### 1995, Volume 58, Issue 2

**187-204 Absolute continuity of one-sided random translations***by*Sato, Hiroshi & Tamashiro, Masakazu**205-216 On the first passage times for Markov processes with monotone convex transition kernels***by*Li, Haijun & Shaked, Moshe**217-245 On the law of the iterated logarithm for canonical U-statistics and processes***by*Arcones, Miguel A. & Giné, Evarist**247-265 The blockwise bootstrap for general empirical processes of stationary sequences***by*Bühlmann, Peter**267-279 The Csörgo-Révész modulus of non-differentiability of iterated Brownian motion***by*Hu, Y. & Shi, Z.**281-292 Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients***by*Mao, Xuerong**293-317 Constructing quantum measurement processes via classical stochastic calculus***by*Barchielli, A. & Holevo, A. S.**319-327 Multiplicative functionals of Lévy processes***by*Ying, Jiangang**329-360 Remarques sur l'ergodicité des algorithmes de recuit simulé sur un graphe***by*Miclo, Laurent

### 1995, Volume 58, Issue 1

**1-21 On moduli of continuity for local times of Gaussian processes***by*Csörgo, Miklós & Lin, Zheng-Yan & Shao, Qi-Man**23-34 On large deviations of empirical measures for stationary Gaussian processes***by*Bryc, Wlodzimierz & Dembo, Amir**35-55 Quite weak Bernoulli with exponential rate and percolation for random fields***by*Burton, Robert M. & Steif, Jeffrey E.**57-72 Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise***by*Gyöngy, István & Nualart, David**73-89 Occupation time distributions for Lévy bridges and excursions***by*Fitzsimmons, P. J. & Getoor, R. K.**91-103 Upper and lower classes for 2 - and p-norms of Brownian motion and norms of [alpha]-stable motion***by*Albin, J. M. P.**105-119 Ladder height distributions with marks***by*Asmussen, Søren & Schmidt, Volker**121-137 On the typical level crossing time and path***by*Nyrhinen, Harri**139-154 Excursions of the workload process in G/GI/1 queues***by*Guillemin, Fabrice M. & Mazumdar, Ravi R.**155-172 Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process***by*Truong-Van, B.**173-185 Ergodic theorems for transient one-dimensional diffusions***by*Athreya, K. B. & Weerasinghe, A. P. N.

### 1995, Volume 57, Issue 2

**191-224 Large deviations: From empirical mean and measure to partial sums process***by*Dembo, Amir & Zajic, Tim**225-245 Formule de Green, lacet brownien plan et aire de Lévy***by*Werner, Wendelin**247-271 Nonlinear master equation of multitype particle systems***by*Feng, Shui**273-284 The Benes equation and stochastic calculus of variations***by*Decreusefond, L. & Üstünel, A. S.**285-304 Limit theory and bootstrap for explosive and partially explosive autoregression***by*Datta, Somnath**305-317 Local asymptotic quadraticity of stochastic process models based on stopping times***by*Luschgy, Harald**319-337 The lifetime of conditioned diffusions associated with some degenerate elliptic operators***by*Gao, Ping**339-359 Markov branching processes regulated by emigration and large immigration***by*Chen, Anyue & Renshaw, Eric

### 1995, Volume 57, Issue 1

**1-10 Compactness in the theory of large deviations***by*O'Brien, George L. & Vervaat, Wim**11-18 On pathwise stochastic integration***by*Karandikar, Rajeeva L.**19-38 The favorite point of a Poisson process***by*Khoshnevisan, Davar & Lewis, Thomas M.**39-71 Limit theorems for stable processes with application to spectral density estimation***by*Hsing, Tailen**73-82 Quasilinear stochastic elliptic equations with reflection***by*Nualart, David & Tindel, Samy**83-98 Stopping and set-indexed local martingales***by*Ivanoff, B. Gail & Merzbach, Ely**99-112 The contact process on a tree: Behavior near the first phase transition***by*Wu, C. Chris**113-148 Green formulas in anticipating stochastic calculus***by*Delgado, Rosario & Sanz-Solé, Marta**149-165 Synthetic replication of American contingent claims when portfolios are constrained***by*Bardhan, Indrajit**167-189 Bahadur-Kiefer representations for GM-estimators in autoregression models***by*Koul, Hira L. & Zhu, Zhiwei

### 1995, Volume 56, Issue 2

**185-205 Critical length for semi-oriented bootstrap percolation***by*Mountford, T. S.**207-231 Functionals of infinitely divisible stochastic processes with exponential tails***by*Braverman, Michael & Samorodnitsky, Gennady**233-246 Necessary conditions for the existence of conditional moments of stable random variables***by*Cioczek-Georges, Renata & Taqqu, Murad S.**247-273 Utility maximization with partial information***by*Lakner, Peter**275-294 A modified bootstrap for branching processes with immigration***by*Datta, Somnath & Sriram, T. N.**295-305 Convergence of independent particle systems***by*Hoffman, John R. & Rosenthal, Jeffrey S.**307-319 Estimation of variance of partial sums of an associated sequence of random variables***by*Peligard, Magda & Suresh, Ram**321-335 Factorial moment expansion for stochastic systems***by*Blaszczyszyn, B.**337-349 Stochastic Volterra equations with singular kernels***by*Cochran, W. George & Lee, Jung-Soon & Potthoff, Jürgen**351-355 A note on the relationship between the rate functions for stationary dependent random sequences in [tau]-topology and the relative entropy***by*Hu, Yijun

### 1995, Volume 56, Issue 1

**1-34 Chaos expansions of double intersection local time of Brownian motion in and renormalization***by*Imkeller, Peter & Perez-Abreu, Victor & Vives, Josep**35-56 Conditions equivalent to consistency of approximate MLE's for stochastic processes***by*Vajda, Igor**57-75 Limit theorems for multitype epidemics***by*Andersson, Håkan & Djehiche, Boualem**77-86 Stationary regimes for inventory processes***by*Bardhan, Indrajit & Sigman, Karl**87-100 A key limit theorem for critical branching processes***by*Sagitov, Serik**101-116 Infinite divisibility of sub-stable processes. Part I. geometry of sub-spaces of L[alpha]-space***by*Misiewicz, Jolanta K.**117-132 On the maximum entropy principle for a class of stochastic processes***by*Horsthemke, Benedikt & Rüttermann, Markus**133-149 Sur l'approximation de la distribution stationnaire d'une chaîne de Markov stochastiquement monotone***by*Simonot, F.**151-158 Moment bounds for mixing random variables useful in nonparametric function estimation***by*Cox, Dennis D. & Kim, Tae Yoon**159-169 Vector-valued Markov decision processes and the systems of linear inequalities***by*Wakuta, Kazuyoshi**171-184 Extremes and clustering of nonstationary max-AR(1) sequences***by*Alpuim, M. T. & Catkan, N. A. & Hüsler, J.

### 1995, Volume 55, Issue 2

**183-209 On time- and cycle-stationarity***by*Thorisson, Hermann**211-226 Decomposing the Brownian path via the range process***by*Vallois, P.**227-251 General framework for pricing derivative securities***by*Musiela, Marek**253-270 Almost sure weak convergence of the increments of Lévy processes***by*Wschebor, Mario**271-283 Average densities of the image and zero set of stable processes***by*Falconer, K. J. & Xiao, Y. M.**285-300 Characterization of discrete laws via mixed sums and Markov branching processes***by*Pakes, Anthony G.**301-313 Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences***by*Hüsler, J. & Kratz, M.**315-327 The best-choice secretary problem with random freeze on jobs***by*Samuel-Cahn, Ester**329-358 Almost sure approximation of Wong-Zakai type for stochastic partial differential equations***by*Brzezniak, Zdzislaw & Flandoli, Franco

### 1995, Volume 55, Issue 1

**1-21 Strong approximations for epidemic models***by*Ball, Frank & Donnelly, Peter**23-43 The noisy voter model***by*Granovsky, Boris L. & Madras, Neal**45-55 Association of infinitely divisible random vectors***by*Samorodnitsky, Gennady**57-64 Generalised two-sample U-statistics and a two-species reaction-diffusion model***by*Penrose, Mathew D.**65-89 Large deviations from the hydrodynamical limit of mean zero asymmetric zero range processes***by*Benois, O. & Kipnis, C. & Landim, C.**91-100 On the local rate of growth of Lévy processes with no positive jumps***by*Bertoin, Jean**101-118 The rank of the present excursion***by*Scheffer, Carel L.**119-130 Ergodicity of Spitzer's renewal model***by*Sidoravicius, Vladas & Vares, Maria Eulália**131-142 Random record processes and state dependent thinning***by*Browne, Sid & Bunge, John**143-158 Nonlinear smoothing for random fields***by*Aihara, Shin Ichi & Bagchi, Arunabha**159-167 The busy periods of some queueing systems***by*Stadje, W.**169-181 A rule of thumb (not only) for gamblers***by*Kozek, Andrzej S.

### 1994, Volume 54, Issue 2

**183-196 The Einstein relation for the displacement of a test particle in a random environment***by*Lebowitz, Joel L. & Rost, Hermann**197-213 Stochastic models and statistical methods for analysing roughness of plateau-honed surfaces***by*Hall, Peter & Matthews, David**215-232 From Feynman-Kac formula to Feynman integrals via analytic continuation***by*Yan, Jia-An**233-255 An interacting diffusion model and SK spin glass equation***by*Ding, Xinhong**257-274 Modifications of the EM algorithm for survival influenced by an unobserved stochastic process***by*Yashin, Anatoli I. & Manton, Kenneth G.**275-279 A note on the law of large numbers for directed random walks in random environments***by*Jorváth, Lajos & Shao, Qi-Man**281-290 On the dissipation of partial sums from a stationary strongly mixing sequence***by*Bradley, Richard C.**291-296 On Stein's method and point process approximation***by*Brown, Timothy C. & Greig, Darryl**297-307 An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series***by*Terrin, Norma & Hurvich, Clifford M.**309-330 Stability of the instanton under small random perturbations***by*Brassesco, Stella**331-354 Large sample estimation in nonstationary autoregressive processes with multiple observations***by*Sethuraman, S. & Basawa, I. V.**355-360 On the strong law of large numbers of multivariate martingales with random norming***by*Lin, Yan-Xia

### 1994, Volume 54, Issue 1

**1-27 Convergence to Fleming-Viot processes in the weak atomic topology***by*Ethier, S. N. & Kurtz, Thomas G.**29-43 Large claims approximations for risk processes in a Markovian environment***by*Asmussen, Søren & Henriksen, Lotte Fløe & Klüppelberg, Claudia**45-70 The method of stochastic exponentials for large deviations***by*Puhalskii, A.**71-93 Nonlinear renewal theory for Markov random walks***by*Melfi, Vincent F.**95-111 How do conditional moments of stable vectors depend on the spectral measure?***by*Cioczek-Georges, Renata & Taqqu, Murad S.**113-119 Estimating the stationary distribution in a GI/M/1-queue***by*Teugels, J. L. & Vanmarcke, A.**121-137 Matrix representations of spectral coefficients of randomly sampled ARMA models***by*Kadi, Amina & Mokkadem, Abdelkader**139-163 Operator-self-similar stable processes***by*Maejima, Makoto & Mason, J. David**165-174 Spectral characterization of the optional quadratic variation process***by*Dzhaparidze, Kacha & Spreij, Peter**175-182 Divergent sums over excursions***by*Erickson, K. Bruce

### 1994, Volume 53, Issue 2

**193-220 A long range sexual reproduction process***by*Neuhauser, Claudia**221-232 Central limit theorems for random evolutions***by*Johnson, Dudley Paul**233-240 Quelques proprietes du mouvement Brownien dans un cone***by*Biane, Philippe**241-268 Some strong limit theorems for M-estimators***by*Arcones, Miguel A.**269-283 Bounds for sums of random variables over a Markov chain***by*Giesbrecht, N.**285-305 A law of large numbers for upcrossing measures***by*Scheutzow, Michael**307-337 High excursions for nonstationary generalized chi-square processes***by*Piterbarg, V. I.**339-349 Joint approximation of processes based on spacings and order statistics***by*Barbe, Philippe**351-361 A note on the central limit theorem for stochastically continuous processes***by*Bloznelis, M. & Paulauskas, V.**363-378 Large loss networks***by*Hunt, P. J. & Kurtz, T. G.**379-392 A quasi likelihood for integral data on birth and death on flows***by*Phelan, Michael J.**393-402 Outlier detection tests based on martingale estimating equations for stochastic processes***by*Huggins, R. M.

### 1994, Volume 53, Issue 1

**1-22 A random walk on p-adics--the generator and its spectrum***by*Albeverio, Sergio & Karwowski, Witold**23-35 Comparison theorems for stochastic differential equations in finite and infinite dimensions***by*Geiß, Christel & Manthey, Ralf**37-54 Laws of large numbers for periodically and almost periodically correlated processes***by*Cambanis, S. & Houdré, C. & Hurd, H. & Leskow, J.**55-64 A remark on the spectral domain of nonstationary processes***by*Michálek, Jirí & Rüschendorf, Ludger**65-96 Higher-order Lindley equations***by*Karpelevich, F. I. & Kelbert, M. Ya. & Suhov, Yu. M.**97-115 Fluctuations for a fully connected loss network with alternate routing***by*Graham, Carl & Méléard, Sylvie**117-145 Large finite population queueing systems. The single-server model***by*Louchard, G.**147-173 Properties of the telegrapher's random process with or without a trap***by*Foong, S. K. & Kanno, S.**175-191 Functional limit theorems for random multilinear forms***by*Basalykas, A.

### 1994, Volume 52, Issue 2

**183-209 Large deviations for the occupation time functional of a Poisson system of independent Brownian particles***by*Deuschel, Jean-Dominique & Wang, Kongming**211-227 Vague convergence of locally integrable martingale measures***by*Xie, Yingchao**229-238 Infinite-dimensional Wiener processes with drift***by*Jerschow, M.**239-250 On the Markov property of a stochastic difference equation***by*Ferrante, Marco & Nualart, David**251-272 Enroulements asymptotiques du mouvement brownien autour de lacets dans une variété riemannienne compacte de dimension 3***by*Franchi, J.**273-292 The arc-sine law and its analogs for processes governed by signed and complex measures***by*Hochberg, Kenneth J. & Orsingher, Enzo**293-307 Measure-branching renewal processes***by*Sagitov, Serik**309-328 Stochastic control methods in optimal design of life testing***by*Karoui, N. El & Gerardi, A. & Mazliak, L.**329-349 Asymptotic normality of sample autocovariances with an application in frequency estimation***by*Li, Ta-Hsin & Kedem, Benjamin & Yakowitz, Sid**351-360 Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes***by*Léskow, Jacek

### 1994, Volume 52, Issue 1

**1-16 Nonparametric estimators for Markov step processes***by*Greenwood, P. E. & Wefelmeyer, W.**17-38 U-processes indexed by Vapnik-Cervonenkis classes of functions with applications to asymptotics and bootstrap of U-statistics with estimated parameters***by*Arcones, Miguel A. & Giné, Evarist**39-64 Spectral estimation of continuous-time stationary processes from random sampling***by*Lii, Keh-Shin & Masry, Elias**65-74 A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy***by*Evstigneev, Igor V. & Schürger, Klaus**75-92 Combinatorial stochastic processes***by*Dümbgen, Lutz**93-105 Bracketing smooth functions***by*van der Vaart, Aad**107-118 Equilibrium fluctuations for exclusion processes with speed change***by*Landim, C. & Vares, M. E.**119-134 Relating the waiting time in a heavy-traffic queueing system to the queue length***by*Serfozo, Richard F. & Szczotka, Wladyslaw & Topolski, Krzysztof**135-164 Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes***by*Yamada, Keigo**165-178 The overall sojourn time in tandem queues with identical successive service times and renewal input***by*Le Gall, Pierre**179-182 Stability of sums of independent random variables***by*Adler, André & Wittmann, Rainer

### 1994, Volume 51, Issue 2

**191-205 Reflected Brownian motion in Lipschitz domains with oblique reflection***by*Kwon, Youngmee**207-219 A representation for super Brownian motion***by*Tribe, Roger**221-258 Almost-sure path properties of (2, d, [beta])-superprocesses***by*Dawson, Donald A. & Vinogradov, Vladimir**259-267 On minimum uniform metric estimate of parameters of diffusion-type processes***by*Kutoyants, Yury & Pilibossian, Philippe**269-276 A refined large deviation principle for Brownian motion and its application to boundary crossing***by*Beibel, M. & Lerche, H. R.**277-295 Some mixing conditions for stationary symmetric stable stochastic processes***by*Gross, Aaron**297-305 Asymptotic expansions for the maximum of random number of random variables***by*Novak, S. Yu.