# Elsevier

# Stochastic Processes and their Applications

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### 1995, Volume 58, Issue 2

**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.**307-328 Periodic Markovian replacement chains***by*Gerontidis, Ioannis I.**329-340 An infinite expansion for non-linear filtering***by*Yu, Yaoqi & de Figueiredo, Rui J. P.**341-358 On the stationary law of a nonlinear autoregressive Markov chain***by*Jaouhari, Salama**359-372 Nonparametric detection of changepoints for sequentially observed data***by*Ferger, D.

### 1994, Volume 51, Issue 1

**1-7 Autoregressive approximation in branching processes with a threshold***by*Klebaner, F. C. & Nerman, O.**9-23 Totally asymmetric attractive particle systems on hydrodynamic limit for general initial profiles***by*Fouque, J. P. & Saada, E.**25-62 Phase separation and random domain patterns in a stochastic particle model***by*Giacomin, Giambattista**63-73 Sharp inequality for randomly stopped sums of independent non-negative random variables***by*Hitczenko, Pawe[inverted glottal stop]l**75-115 Large deviations for vector-valued Lévy processes***by*de Acosta, A.**117-134 Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions***by*Levanony, David**135-165 Limit distributions for linear programming time series estimators***by*Feigin, Paul D. & Resnick, Sidney I.**167-189 Fluctuations for annihilations of Brownian spheres***by*Penrose, Mathew D.

### 1994, Volume 50, Issue 2

**187-196 A self-normalized Erdos--Rényi type strong law of large numbers***by*Csörgo, Miklós & Shao, Qi-Man**197-219 On approximation of solutions of multidimensional SDE's with reflecting boundary conditions***by*Slominski, Leszek**221-233 Stability of stochastic integrals under change of filtration***by*Slud, Eric V.**235-243 Stabilization of a class of nonlinear stochastic systems***by*Florchinger, Patrick & Iggidr, Abderrahman & Sallet, Gauthier**245-252 Solutions of the variational problem in the Curie--Weiss--Potts model***by*Wang, Kongming**253-262 Ergodicity of a polling network***by*Borovkov, A. A. & Schassberger, R.**263-273 On strong ergodicity for nonhomogeneous continuous-time Markov chains***by*Zeifman, A. I. & Isaacson, Dean L.**275-279 Lumping in Markov set-chains***by*Hartfiel, D. J.**281-313 Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives***by*Szyszkowicz, Barbara**315-330 Spectral analysis of the covariance of the almost periodically correlated processes***by*Dehay, Dominique**331-347 Statistical inference for detrended point processes***by*Pruscha, Helmut**349-374 Dynamic spanning without probabilities***by*Bick, Avi & Willinger, Walter**375-391 On the strong law of large numbers for functionals of countable nonhomogeneous Markov chains***by*Liu, Guoxin & Liu, Wen

### 1994, Volume 50, Issue 1

**1-20 On the ergodic theory of critical branching Markov chains***by*Cox, J. T.**21-35 Some absolute continuities of superdiffusions and super-stable processes***by*Xue-Lei, Zhao**37-56 On the Markov renewal theorem***by*Alsmeyer, Gerold**57-71 Large deviations for renewal processes***by*Tiefeng, Jiang**73-82 Occupation measures for chains of infinite order***by*Dinwoodie, I. H.**83-99 Almost sure convergence of a class of stochastic algorithms***by*Biscarat, Jean Claude**101-115 About Gaussian schemes in stochastic approximation***by*Le Breton, Alain**117-133 Finite-state, stationary, ø-mixing processes which are not very weak Bernoulli with rate O(1/n)***by*Burton, Robert M. & Denker, Manfred & Fiebig, Doris**135-147 On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary***by*Zhang, Tu-Sheng**149-160 Nonparametric estimation of a regression function with dependent observations***by*Wu, J. S. & Chu, C. K.**161-171 An application of the maximum likelihood test to the change-point problem***by*Gombay, Edit & Horváth, Lajos**173-186 Synchronization of firing times in a stochastic neural network model with excitatory connections***by*Turova, Tatyana S. & Mommaerts, Walter & van der Meulen, Edward C.

### 1994, Volume 49, Issue 2

**179-197 Percolation and the hard-core lattice gas model***by*van den Berg, J. & Steif, J. E.**199-206 Estimating the implicit interest rate of a risky asset***by*Elliott, Robert J. & Rishel, Raymond W.**207-216 Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms***by*Roberts, G. O. & Smith, A. F. M.**217-225 Sur l'extension d'une identité en loi entre le pont brownien et la variance du mouvement brownien***by*Chou, Ching-Sung**227-244 On autocorrelation estimation in mixed-spectrum Gaussian processes***by*Kedem, Benjamin & Slud, Eric**245-275 Recursive identification in continuous-time stochastic processes***by*Levanony, David & Shwartz, Adam & Zeitouni, Ofer**277-295 Continuous time periodically correlated processes: Spectrum and prediction***by*Makagon, A. & Miamee, A. G. & Salehi, H.**297-329 Filtering of derived point processes***by*Last, Günter**331-345 Local asymptotic normality for multivariate linear processes***by*Wang, Xiaobao**347-356 The almost sure invariance principles of degenerate U-statistics of degree two for stationary random variables***by*Kanagawa, S. & Yoshihara, K.

### 1994, Volume 49, Issue 1

**3-40 A super-Brownian motion with a single point catalyst***by*Dawson, Donald A. & Fleischmann, Klaus**41-55 On the perturbation problem for occupation densities***by*Imkeller, Peter**57-64 Dernier instant de passage pour l'intégrale du mouvement brownien***by*Lachal, Aimé**65-74 Analytic birth--death processes: A Hilbert-space approach***by*Kreer, Markus**75-98 Subexponentiality of the product of independent random variables***by*Cline, D. B. H. & Samorodnitsky, G.