# Elsevier

# Stochastic Processes and their Applications

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### 1993, Volume 45, Issue 2

**331-349 Nonparametric inference for a doubly stochastic Poisson process***by*Utikal, Klaus J.**351-361 Consistency of cross-validation when the data are curves***by*Hart, Jeffrey D. & Wehrly, Thomas E.

### 1993, Volume 45, Issue 1

**1-11 Stochastic comparisons of Itô processes***by*Bassan, Bruno & Çinlar, Erhan & Scarsini, Marco**13-28 Non-Markovian invariant measures are hyperbolic***by*Crauel, Hans**29-44 The backward canonical representations and interpolations for multiple Markov Gaussian processes***by*Hibino, Yuji**45-59 Adaptive tests for stochastic processes in the ergodic case***by*Luschgy, Harald & Rukhin, Andrew L. & Vajda, Igor**61-72 Fractional differentiation in the self-affine case II - Extremal processes***by*Patzschke, N. & Zähle, M.**73-94 On dependent marking and thinning of point processes***by*Last, Günter**95-114 Aggregation of Markov chains***by*Boucherie, Richard J.**115-125 A finite characterization of weak lumpable Markov processes. Part II: The continuous time case***by*Rubino, Gerardo & Sericola, Bruno**127-140 Remarks of the sojourn times of a semi-Markov process***by*Todorovic, P.**141-154 Interchangeability of expectation and differentiation of waiting times in GI/G/1 queues***by*Wardi, Y.**155-167 On the sample variance of linear statistics derived from mixing sequences***by*Politis, Dimitris N. & Romano, Joseph P.**169-182 Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence***by*Heyde, C. C. & Gay, R.

### 1993, Volume 44, Issue 2

**181-204 Random sampling in estimation problems for continuous Gaussian processes with independent increments***by*Jacod, J.**205-219 Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments***by*Tiefeng, Jiang & Bhaskara Rao, M. & Xiangchen, Wang & Deli, Li**221-242 Change in autoregressive processes***by*Horváth, Lajos**243-264 On an extension of Lévy's stochastic area process to higher dimensions***by*N'Zi, Modeste & Theodorescu, Radu**265-289 When does convergence of a sequence of stopped processes with independent increments imply convergence of the non-stopped processes***by*Coquet, François**291-327 Minimal conditions in p-stable limit theorems***by*Jakubowski, Adam**329-345 Finite Kullback information diffusion laws with fixed marginals and associated large deviations functionals***by*Brunaud, Marc**347-359 A limit theorem for one-dimensional Gibbs measures under conditions on the empirical field***by*Menzel, Peter

### 1993, Volume 44, Issue 1

**1-14 Shift-coupling***by*Aldous, David J. & Thorisson, Hermann**15-25 Inequalities for rare events in time-reversible Markov chains II***by*Aldous, David J. & Brown, Mark**27-39 Precise estimates of presence probabilities in the branching random walk***by*Rouault, Alain**41-74 Approximating martingales and the central limit theorem for strictly stationary processes***by*Volný, Dalibor**75-88 On the optimality of multivariate Poisson approximation***by*Witte, Hans-Jürgen**89-106 A class of semilinear stochastic partial differential equations and their controls: Existence results***by*Zhou, Xun Yu**107-116 Asymptotic minimax results for stochastic process families with critical points***by*Greenwood, P. E. & Wefelmeyer, W.**117-139 An application of reflected diffusions to the problem of choosing between hydro and thermal power generation***by*Kobila, T. Ø.**141-158 Empirical process methods for classical fiber bundles***by*Harlow, D. G. & Yukich, J. E.**159-180 Propagation of chaos for a fully connected loss network with alternate routing***by*Graham, Carl & Méléard, Sylvie

### 1992, Volume 43, Issue 2

**191-222 Adaptive prediction and reverse martingales***by*Björk, Tomas & Johansson, Björn**223-247 Interface fluctuations in the two-dimensional weakly asymmetric simple exclusion process***by*Ravishankar, Krishnamurthi**249-264 Measure-valued branching processes with immigration***by*Li, Zeng-Hu**265-289 Qualitative behaviour of solutions of stochastic reaction-diffusion equations***by*Manthey, Ralf & Maslowski, Bohdan**291-301 Collision times and exit times from cones: a duality***by*O'Connell, Neil & Unwin, Antony**303-316 Moment-based minimax stopping functions for sequences of random variables***by*Boshuizen, Frans A. & Hill, T. P.**317-329 On the number of boundary crossings related to LIL and SLLN for record values and partial maxima of i.i.d. sequences and extremes of uniform spacings***by*Nayak, S. S. & Wali, K. S.**331-343 Level crossings of the empirical process***by*Khoshnevisan, Davar**345-353 A construction of the brownian path from BES3 pieces***by*Imhof, J. P.**355-362 A note on ergodic symmetric stable processes***by*Podgórski, Krzysztof**363-365 Hilbert space representations of general discrete time stochastic processes***by*Johnson, Dudley Paul

### 1992, Volume 43, Issue 1

**1-8 Thickened renewal processes***by*Doney, R. A. & O'Brien, George L.**9-31 Stein's method and point process approximation***by*Barbour, A. D. & Brown, T. C.**33-45 Exit distributions for symmetric Markov processes via Gaussian techniques***by*Feldman, Raisa Epstein**47-63 Marginally closed processes with local interaction***by*Malyshev, V. A. & Petrova, E. N. & Scacciatelli, E.**65-84 Solutions of a class of nonlinear master equations***by*Feng, S. & Zheng, X.**85-98 Continuity of affine transformations of white noise test functionals and applications***by*Kuo, H. -H. & Potthoff, J. & Yan, J. -A.**99-113 Almost periodically unitary stochastic processes***by*Hurd, Harry L.**115-131 Convergence rates in the central limit theorem for means of autoregressive and moving average sequences***by*Hall, Peter**133-163 Functional laws of the iterated logarithm for large increments of empirical and quantile processes***by*Deheuvels, Paul**165-175 Fractional differentiation in the self-affine case I - Random functions***by*Patzschke, N. & Zähle, M.

### 1992, Volume 42, Issue 2

**181-193 On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient***by*Peligrad, Magda**195-214 A fixed point theorem for distributions***by*Rösler, Uwe**215-236 Ergodicity of an infinite dimensional renewal process***by*Andjel, Enrique D. & Vares, Maria E.**237-253 Construction of a stationary regenerative process***by*Thorisson, Hermann**255-267 Branching random walks on trees***by*Madras, Neal & Schinazi, Rinaldo**269-282 Algebraic criteria for extended product form in generalised semi-Markov processes***by*Taylor, P. G.**283-289 The Richardson model in a random environment***by*Luo, Xiaolong**291-306 Equivalence problems for Gaussian multiple Markov processes and their canonical representations***by*Muraoka, Hiroshi**307-313 Factorizing Laplace exponents in a spectrally positive Lévy process***by*Bertoin, Jean**315-327 Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals***by*Terdik, György**329-344 Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests***by*Eastwood, Brian J. & Eastwood, Vera R.**345-351 Convergence of changepoint estimators***by*Ferger, Dietmar & Stute, Winfried**353-359 The Barlow-Proschan importance and its generalizations with dependent components***by*Iyer, Srinivas

### 1992, Volume 42, Issue 1

**1-30 Nonequilibrium fluctuations in particle systems modelling reaction-diffusion equations***by*Boldrighini, C. & De Masi, A. & Pellegrinotti, A.**31-37 Fluctuations from the hydrodynamical limit for the symmetric simple exclusion in d***by*Ravishankar, K.**39-47 The supercritical Galton-Watson process in varying environments***by*D'Souza, J. C. & Biggins, J. D.**49-72 Multivariate subexponential distributions***by*Cline, Daren B. H. & Resnick, Sidney I.**73-90 Clustering in one-dimensional threshold voter models***by*Andjel, Enrique D. & Liggett, Thomas M. & Mountford, Thomas**91-110 Characterization of linear and harmonizable fractional stable motions***by*Cambanis, Stamatis & Maejima, Makoto & Samorodnitsky, Gennady**111-118 On local fluctuations of stable moving average processes***by*Soltani, A. Reza**119-147 Extremes and crossings for differentiable stationary processes with application to Gaussian processes in m and Hilbert space***by*Albin, J. M. P.**149-156 Optimal stationary policies in the vector-valued Markov decision process***by*Wakuta, Kazuyoshi**157-169 Asymptotics for multivariate trimming***by*Nolan, D.**171-180 Large deviations and the Strassen theorem in Hölder norm***by*Baldi, P. & Ben Arous, G. & Kerkyacharian, G.

### 1992, Volume 41, Issue 2

**181-190 Long random walk excursions and local time***by*Csörgo, Miklós & Révész, Pál**191-202 On large deviations for uniformly strong mixing sequences***by*Bryc, Wlodzimierz**203-214 Markov processes and exponential families***by*Ycart, Bernard**215-222 A ratio limit theorem for erased branching Brownian motion***by*Salminen, Paavo**223-239 Limit theorems for the square integral of Brownian motion and its increments***by*Li, Wenbo V.**241-256 Some results on the problem of exit from a domain***by*Bobrovsky, Ben-Zion & Zeitouni, Ofer**257-260 A note on estimation of the infection rate***by*Watson, Ray & Yip, Paul**261-271 Random arithmetic-geometric means and random pi: observations and conjectures***by*Cohen, Joel E. & Liggett, Thomas M.**273-280 Fixed accuracy estimation for chain binomial models***by*Huggins, R. M.**281-296 Kernel density estimation for linear processes***by*Tran, Lanh Tat**297-324 A non-Markovian model for cell population growth: speed of convergence and central limit theorem***by*de Gunst, Mathisca C. M. & van Zwet, Willem R.

### 1992, Volume 41, Issue 1

**1-31 On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in n and Hilbert space***by*Albin, J. M. P.**33-44 A central limit theorem for functions of a Markov chain with applications to shifts***by*Woodroofe, Michael**45-67 Local time and Tanaka formulae for super Brownian and super stable processes***by*Adler, Robert J. & Lewin, Marica**69-89 The asymptotic contour process of a binary tree is a Brownian excursion***by*Gutjahr, W. & Pflug, G. Ch.**91-99 Divergence rates for explosive birth processes***by*Pakes, Anthony G.**101-116 Polynomial stability for perturbed stochastic differential equations with respect to semimartingales***by*Mao, Xuerong**117-155 Quelques inégalités avec le temps local en zero du mouvement Brownien***by*Vallois, P.**157-177 Random walk in dynamic environment with mutual influence***by*Boldrighini, C. & Ignatyuk, I. A. & Malyshev, V. A. & Pellegrinotti, A.**179-179 Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions***by*Cai, Zongwu

### 1992, Volume 40, Issue 2

**181-197 Another view on martingale central limit theorems***by*Gaenssler, Peter & Joos, Konrad**199-223 Some time change representations of stable integrals, via predictable transformations of local martingales***by*Kallenberg, Olav**225-250 Filtering the histories of a partially observed marked point process***by*Arjas, Elja & Haara, Pentti & Norros, Ikka**251-288 Limit theorems for maximum likelihood estimators in the Curie-Weiss-Potts model***by*Ellis, Richard S. & Wang, Kongming**289-308 Lyapounov exponent of linear stochastic systems with large diffusion term***by*Pardoux, E. & Wihstutz, V.**309-323 Second-order asymptotics in level crossing for differences of renewal processes***by*Kroese, D. P. & Kallenberg, W. C. M.**325-337 Second order tail behaviour of a subordinated probability distribution***by*Geluk, J. L.**339-357 Approximate uniformization for continuous-time Markov chains with an application to performability analysis***by*van Dijk, Nico M.**359-361 Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm***by*Dembo, A. & Zeitouni, O.

### 1992, Volume 40, Issue 1

**1-13 A law of large numbers for stochastic difference equations***by*Kersting, Götz**15-28 Asymptotic [Gamma]-distribution for stochastic difference equations***by*Kersting, Götz**29-43 Uniform Cesaro limit theorems for synchronous processes with applications to queues***by*Glynn, Peter & Sigman, Karl**45-53 Sunset over Brownistan***by*Çinlar, Erhan**55-67 Intermediate- and extreme-sum processes***by*Csörgo, Sándor & Mason, David M.**69-82 McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets***by*Graham, Carl**83-102 The weak approximation of the empirical characteristic function process when parameters are estimated***by*Wells, Martin T.**103-126 Mathematical analysis of a neural network with inhibitory coupling***by*Cottrell, Marie**127-143 Maximum-likelihood estimation for hidden Markov models***by*Leroux, Brian G.**145-180 M-estimation for autoregressions with infinite variance***by*Davis, Richard A. & Knight, Keith & Liu, Jian

### 1991, Volume 39, Issue 2

**183-199 Conditional moments and linear regression for stable random variables***by*Samorodnitsky, Gennady & Taqqu, Murad S.**201-220 Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes***by*Berman, Simeon M.**221-237 Sticky Brownian motion as the strong limit of a sequence of random walks***by*Amir, Madjid**239-262 Skorohod and Stratonovich line integrals in the plane***by*Solé, J. Ll. & Utzet, F.**263-276 Construction of a general class of Dirichlet forms in terms of white noise analysis***by*Razafimanantena, Edouard A.**277-285 Some theorems on harmonic renewal measures***by*Stam, A. J.**287-299 The joint distribution of sojourn times in finite semi-Markov processes***by*Csenki, Attila**301-323 Continuous parameter circuit processes with finite state space***by*Kalpazidou, Sophia**325-343 Optimal choice and assignment of the best m of n randomly arriving items***by*Wilson, John G.**345-358 Density estimation for point processes***by*Ellis, Steven P.

### 1991, Volume 39, Issue 1

**1-24 Second order stochastic differential equations with Dirichlet boundary conditions***by*Nualart, David & Pardoux, Etienne**25-44 On infinite series of independent Ornstein-Uhlenbeck processes***by*Csáki, E. & Csörgo, M. & Lin, Z. Y. & Révész, P.**45-53 On an extension of the stochastic integral***by*Russek, Andrzej**55-64 Rate of convergence in limit theorems for Brownian excursions***by*Horváth, Lajos**65-80 Short distances on the line***by*Horváth, Lajos**81-88 A characterization of first passage time distributions for random walks***by*Bondesson, Lennart**89-105 The symmetric simple exclusion process, I: Probability estimates***by*Ferrari, P. A. & Presutti, E. & Scacciatelli, E. & Vares, M. E.**107-115 The symmetric simple exclusion process, II: Applications***by*Ferrari, P. A. & Presutti, E. & Scacciatelli, E. & Vares, M. E.**117-130 Growing conditioned trees***by*Chauvin, Brigitte & Rouault, Alain & Wakolbinger, Anton**131-137 Inhomogeneous birth-death and birth-death-immigration processes and the logarithmic series distribution***by*Branson, David**139-151 Statistics on crossings of discretized diffusions and local time***by*Florens-Zmirou, D.**153-180 Time-dependent coefficients in a Cox-type regression model***by*Murphy, S. A. & Sen, P. K.

### 1991, Volume 38, Issue 2

**185-193 Meeting times for independent Markov chains***by*Aldous, David J.**195-204 A finite characterization of weak lumpable Markov processes. Part I: The discrete time case***by*Rubino, Gerardo & Sericola, Bruno**205-238 On diffusion approximations for filtering***by*Liptser, Robert Sh. & Runggaldier, Wolfgang J.**239-266 Propriétés de martingales, explosion et représentation de Lévy--Khintchine d'une classe de processus de branchement à valeurs mesures***by*El Karoui, Nicole & Roelly, Sylvie**267-278 Embedding optimal selection problems in a Poisson process***by*Bruss, F. Thomas & Rogers, L. C. G.**279-293 Linear mean estimation of weakly stationary stochastic processes under the aspects of optimality and asymptotic optimality***by*Lasser, R. & Rösler, M.**295-322 Infinite reversible nearest particle systems in inhomogeneous and random environments***by*Liu, Xijian**323-333 Strong consistency and rates for recursive nonparametric conditional probability density estimates under ([alpha], [beta])-mixing conditions***by*Cai, Zongwu**335-345 Martingale representation and hedging policies***by*Colwell, David B. & Elliott, Robert J. & Ekkehard Kopp, P.**347-358 On the product of two harmonizable time series***by*Dehay, Dominique**359-363 A note on the inverse bootstrap process for large quantiles***by*Falk, Michael

### 1991, Volume 38, Issue 1

**1-11 An invariance principle for the edge of the branching exclusion process***by*Cammarota, C. & Ferrari, P. A.**13-32 Stability theorem for stochastic differential equations with jumps***by*Kasahara, Yuji & Yamada, Keigo**33-53 Some results on small random perturbations of an infinite dimensional dynamical system***by*Brassesco, Stella**55-84 Probability tails of Gaussian extrema***by*Samorodnitsky, Gennady**85-97 Dynamic multivariate aging notions in reliability theory***by*Shaked, Moshe & Shanthikumar, J. George**99-133 Martingale relations for the M[+45 degree rule]GI[+45 degree rule]1 queue with Markov modulated Poisson input***by*Baccelli, François & Makowski, Armand M.**135-156 Optimal switching for two-parameter stochastic processes***by*Tanaka, Teruo**157-165 Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions***by*Brooks, Maria Mori & Marron, J. Stephen**167-183 The distributions of certain record statistics from a random number of observations***by*Bunge, J. A. & Nagaraja, H. N.

### 1991, Volume 37, Issue 2

**175-186 On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables***by*Xue, Xing-Hong**187-197 On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients***by*Rozkosz, Andrzej & Slominski, Leszek**199-212 A diffusion defined on a fractal state space***by*Krebs, William B.**213-237 A multiflow approximation to diffusions***by*Amit, Yali**239-258 Ergodic theorems for stress release processes***by*Xiaogu, Zheng**259-274 Some properties of the multitype measure branching process***by*Gorostiza, Luis G. & Roelly, Sylvie**275-279 Independence of partial autocorrelations for a classical immigration branching process***by*Mills, T. M. & Seneta, E.**281-297 Relative extremal index of two stationary processes***by*Jakubowski, Adam**299-312 Stochastic ordering and thinning of point processes***by*Rolski, T. & Szekli, R.**313-326 Ladder heights and the Markov-modulated M/G/1 queue***by*Asmussen, Søren**327-329 The relation between limiting queue size distributions at arrival and departure epochs in a bulk queue***by*Fakinos, D.**331-338 Pascal processes and their characterization***by*Bruss, F. T. & Rogers, L. C. G.**339-363 Option hedging for semimartingales***by*Schweizer, Martin

### 1991, Volume 37, Issue 1

**1-17 Annihilating branching processes***by*Bramson, Maury & Wan-ding, Ding & Durrett, Rick**19-31 Are there bushes in a forest?***by*Durrett, Rick & Swindle, Glen**33-43 A discrete non-linear Markov model for a population of interacting cells***by*Gerardi, A. & Romiti, M.**45-60 Reciprocal covariance solutions of some matrix differential equations***by*Carmichael, J. -P. & Massé, J. -C. & Theodorescu, R.**61-69 Un schéma multipas d'approximation de l'équation de Langevin***by*Lépingle, Dominique & Ribémont, Bernard**71-80 On a characterization of optimal predictors for nonstationary ARMA processes***by*Kowalski, Aleksander & Szynal, Dominik**81-98 Functional limit theorems for random quadratic forms***by*Mikosch, T.**99-116 A Central Limit Theorem for products of dependent random linear and nonlinear operators***by*Johnson, Dudley Paul**117-139 Estimating the parameters of rare events***by*Hsing, Tailen**141-160 Optimal replacement and maintenance of systems subject to semi-Markov damage***by*Abdel-Hameed, M. & Nakhi, Y.**161-171 An inference procedure for conflict models***by*Yip, Paul & Watson, Ray

### 1990, Volume 36, Issue 2

**181-194 Convergence rates in the law of large numbers for martingales***by*Alsmeyer, Gerold**195-216 Asymptotic behavior of random discrete event systems***by*Resing, J. A. C. & de Vries, R. E. & Hooghiemstra, G. & Keane, M. S. & Olsder, G. J.**217-230 Strong comparison of solutions of one-dimensional stochastic differential equations***by*Ouknine, Youssef & Rutkowski, Marek**231-243 Limit theorems for strongly mixing stationary random measures***by*Leadbetter, M. R. & Hsing, Tailen**245-261 Random permutations and neutral evolution models***by*Joyce, Paul & Tavaré, Simon**263-267 On the scaling theorem for interacting Fleming-Viot processes***by*Vaillancourt, Jean**269-296 A measure-valued diffusion process describing the stepping stone model with infinitely many alleles***by*Handa, Kenji**297-310 A class of branching processes with two dependent types***by*Born, Eike & Dietz, Klaus**311-330 First-fit allocation of queues: tight probabilistic bounds on wasted space***by*Coffman, E. G. & Flatto, Leopold & Leighton, F. T.**331-337 Equilibrium queue size distributions for semi-reversible queues***by*Fakinos, D.**339-351 Nonparametric regression with long-range dependence***by*Hall, Peter & Hart, Jeffrey D.**353-370 Efficiency of estimators for partially specified filtered models***by*Greenwood, P. E. & Wefelmeyer, W.

### 1990, Volume 36, Issue 1

**1-14 Large deviations and the internal fluctuations of critical mean field systems***by*Papangelou, F.**15-32 Reflection principle and strong Markov property for multiparameter group-valued additive processes***by*Zapala, August Michal**33-43 Quasi-everywhere properties of Brownian level sets and multiple points***by*Penrose, M. D.**45-57 Interacting Fleming-Viot processes***by*Vaillancourt, Jean**59-76 The extremal family generated by the Yule process***by*Jensen, Jens L. & Johansson, Björn**77-83 Estimating population size from multiple recapture experiments***by*Becker, N. G. & Heyde, C. C.