# Elsevier

# Stochastic Processes and their Applications

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### 1993, Volume 48, Issue 2

**277-294 Distribution of the final state and severity of epidemics with fatal risk***by*Picard, Philippe & Lefèvre, Claude**295-310 Asymptotic inference for Markov step processes: Observation up to a random time***by*Höpfner, Reinhard**311-318 Nearest neighbor regression estimation for null-recurrent Markov time series***by*Yakowitz, Sid**319-334 Almost sure invariance principles for mixing sequences of random variables***by*Shao, Qi-Man**335-340 Quelques identités sur les temps locaux et unicité des solutions d'équations differentielles stochastiques avec reflection***by*Ouknine, Y.**341-356 A utility based approach to information for stochastic differential equations***by*Polson, Nicholas G. & Roberts, Gareth O.

### 1993, Volume 48, Issue 1

**1-8 Beta-type operators preserve shape properties***by*Adell, JoséA. & Germán Badía, F. & de la Cal, Jesús**9-30 Large deviations and stationary measures for interacting particle systems***by*Pra, Paolo Dai**31-60 Green function estimates and their applications to the intersections of symmetric random walks***by*Zhou, Xian Yin**61-84 Propriété de Markov des équations stationnaires discrètes quasi-linéaires***by*Donati-Martin, C.**85-106 Absorbing Markov and branching processes with instantaneous resurrection***by*Pakes, Anthony G.**107-121 Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions***by*Hu, Ying**123-137 Pricing options on securities with discontinuous returns***by*Bardhan, Indrajit & Chao, Xiulu**139-156 Nonparametric prediction for random fields***by*Puri, Madan L. & Ruymgaart, Frits H.**157-174 On residual sums of squares in non-parametric autoregression***by*Cheng, B. & Tong, H.**175-190 Bootstrapping the sample means for stationary mixing sequences***by*Shao, Qi-Man & Yu, Hao

### 1993, Volume 47, Issue 2

**167-181 A path decomposition for Lévy processes***by*Doney, R. A.**183-195 On a weighted embedding for pontograms***by*Steinebach, Josef & Zhang, Hanqin**197-213 Rates of convergence to Brownian local time***by*Bass, Richard F. & Khoshnevisan, Davar**215-228 A law of the iterated logarithm for stochastic integrals***by*Wang, Jia-gang**229-247 On the time a diffusion process spends along a line***by*Lid Hjort, Nils & Khasminskii, Rafail Z.**249-274 Self-organization and a.s. convergence of the one-dimensional Kohonen algorithm with non-uniformly distributed stimuli***by*Bouton, Catherine & Pagès, Gilles**275-297 Analyse multi-échelle des processus gaussiens markoviens d'ordre p indexés par (0, 1)***by*Benassi, Albert & Jaffard, Stéphane & Roux, Daniel**299-314 Limit theorems for cumulative processes***by*Glynn, Peter W. & Whitt, Ward**315-322 A functional limit theorem for trimmed sums***by*Kasahara, Yuji**323-344 Spectral estimates and stable processes***by*Klüppelberg, Claudia & Mikosch, Thomas**345-352 A large deviation result for the least squares estimators in nonlinear regression***by*Shuhe, Hu

### 1993, Volume 47, Issue 1

**1-16 A limit theorem for tagged particles in a class of self-organizing particle systems***by*Carlson, J. M. & Grannan, E. R. & Swindle, G. H.**17-35 Splitting at the infimum and excursions in half-lines for random walks and Lévy processes***by*Bertoin, Jean**37-51 Simple function properties of two-parameter Markov processes***by*Zhou, Xiao-Wen & Zhou, Jian-Wei**53-74 Strong consistency and rates for deconvolution of multivariate densities of stationary processes***by*Masry, Elias**75-94 A generalization of the Kalman filter to models with infinite variance***by*Le Breton, Alain & Musiela, Marek**95-112 Kernel estimation for additive models under dependence***by*Baek, Jangsun & Wehrly, Thomas E.**113-117 On the Central Limit Theorem for an ergodic Markov chain***by*Chan, K. S.**119-130 On pathwise rate conservation for a class of semi-martingales***by*Mazumdar, Ravi & Badrinath, Vivek & Guillemin, Fabrice & Rosenberg, Catherine**131-142 On hitting times for jump-diffusion processes with past dependent local characteristics***by*Schäl, Manfred**143-152 On the order of convergence in linear mean estimation of weakly stationary stochastic processes***by*Lasser, R. & Nie[beta]ner, M.**153-158 On the increments of Weiner process - A look through subsequences***by*Vasudeva, R. & Savitha, S.**159-166 An addendum to "A limitation of Markov representation for stationary processes"***by*Bradley, Richard C.

### 1993, Volume 46, Issue 2

**183-198 On regression representations of stochastic processes***by*Rüschendorf, Ludger & de Valk, Vincent**199-212 Strong law of large numbers for unions of random closed sets***by*Molchanov, Ilya S.**213-218 C-tightness criterion for non-adapted random fields***by*Saavedra, Eugenio**219-239 Nonlinear stochastic integral equations in the plane***by*Farré, M. & Nualart, D.**241-247 A series criterion for moving maxima***by*Rothmann, Mark D. & Russo, Ralph P.**249-265 Ergodic properties of random measures on stationary sequences of sets***by*Gross, Aaron & Robertson, James B.**267-281 Order statistics for jumps of normalised subordinators***by*Perman, Mihael**283-299 On correlation calculus for multivariate martingales***by*Dzhaparidze, Kacha & Spreij, Peter**301-326 The performance of forwards induction policies***by*Glazebrook, K. D. & Gittins, J. C.**327-361 Risk theory in a stochastic economic environment***by*Paulsen, Jostein

### 1993, Volume 46, Issue 1

**1-27 The central limit theorem for empirical and quantile processes in some Banach spaces***by*Norvaisa, Rimas**29-46 Asymptotic (r- 1)-dependent representation for rth order statistic from a stationary sequence***by*Jakubowski, Adam**47-89 Sampling designs for estimation of a random process***by*Su, Yingcai & Cambanis, Stamatis**91-113 Asymptotic optimal inference for a class of nonlinear time series models***by*Young Hwang, Sun & Basawa, I. V.**115-127 Population-dependent branching processes with a threshold***by*Klebaner, Fima C.**129-151 Finite-stage reward functions having the Markov adequacy property***by*Pestien, Victor & Wang, Xiaobo**153-182 Law of large numbers for a general system of stochastic differential equations with global interaction***by*Finnoff, William

### 1993, Volume 45, Issue 2

**183-192 Necessary and sufficient conditions for a second-order Wiener-Itô integral process to be mixing***by*Chambers, Daniel W.**193-207 Limit theorems for a sequence of nonlinear reaction-diffusion systems***by*Blount, Douglas**209-230 Stability equations for processes with stationary independent increments using branching processes and Poisson mixtures***by*van Harn, K. & Steutel, F.W.**231-242 Recurrence of Markov branching processes with immigration***by*Chen, Anyue & Renshaw, Eric**243-258 Linear birth and death processes under the influence of disasters with time-dependent killing probabilities***by*Peng, NanFu & Pearl, Dennis K. & Chan, Wenyaw & Bartoszynski, Robert**259-271 Central limit theorems of partial sums for large segmental values***by*Dembo, Amir & Karlin, Samuel**273-281 Conditional intensities and coincidence properties of stochastic processes with embedded point processes***by*König, Dieter & Schmidt, Volker**283-294 Convergence of integrals of uniform empirical and quantile processes***by*Csörgo, Miklós & Horváth, Lajos & Shao, Qi-Man**295-308 Lp-approximations of weighted partial sum processes***by*Szyszkowicz, Barbara**309-318 Integration of covariance kernels and stationarity***by*Lasinger, Rudolf**319-329 r-quick convergence for regenerative processes with applications to sequential analysis***by*Irle, A.**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.