# Elsevier

# Stochastic Processes and their Applications

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### 1992, Volume 40, Issue 1

**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.**85-106 Testing the functions defining a nonlinear autoregressive time series***by*Diebolt, Jean**107-116 Nonparametric regression estimation under mixing conditions***by*Roussas, George G.**117-133 Outliers in a multivariate autoregressive moving-average process***by*Schmid, Wolfgang**135-151 Convergence rates for record times and the associated counting process***by*Gut, Allan**153-163 Two-parameter optimal stopping problem with switching costs***by*Tanaka, Teruo**165-172 A stochastic model in mobile communications***by*Lauritzen, S. L. & Thommesen, C. & Andersen, J. Bach**173-179 Parametric 0-1 processes and extensive fuzzy sets***by*Wu, Tian-Bin

### 1990, Volume 35, Issue 2

**213-224 Nonlinear filtering of reflecting diffusion processes***by*Hucke, Hans-Peter**225-230 A note on small random perturbations of dynamical systems***by*Vares, Maria Eulália**231-249 A differential delay equation with wideband noise perturbations***by*Yin, G. & Ramachandran, K. M.**251-265 Etude de la covariance de quelques processus Gaussiens en liaison avec la propriete de Markov***by*Carraro, L.**267-277 Exponential stability for stochastic differential equations with respect to semimartingales***by*Mao, Xuerong**279-291 Stochastic demographic models: age of a population***by*Borde-Boussion, Anne-Marie**293-308 On Ibragimov-Iosifescu conjecture for [phi]-mixing sequences***by*Peligrad, Magda**309-313 Laws of large numbers for the annealing algorithm***by*Gantert, Nina**315-329 On transience of circuit processes***by*Kalpazidou, S.**331-346 On quasi likelihood for semimartingales***by*Sørensen, Michael**347-360 The first zero of an empirical characteristic function***by*Heathcote, C. R. & Hüsler, J.

### 1990, Volume 35, Issue 1

**1-9 Escape time for a random walk from an orthant***by*Klein Haneveld, L.A. & Pittenger, A.O.**11-25 The stability of open queueing networks***by*Sigman, Karl**27-45 Stochastic approximations for finite-state Markov chains***by*Ma, D.-J. & Makowski, A.M. & Shwartz, A.**47-57 Distances and discrimination rates for stochastic processes***by*Vajda, Igor**59-79 Limit theorems for the empirical vector of the Curie-Weiss-Potts model***by*Ellis, Richard S. & Wang, Kongming**81-85 A remark on Kunita's decomposition theorem***by*Watkins, Joseph C.**87-97 On the oscillation of infinitely divisible and some other processes***by*Cambanis, Stamatis & Nolan, John P. & Rosinski, Jan**99-108 Multivariate extreme values in stationary random sequences***by*Hüsler, Jürg**109-119 Existence of smoothed stationary processes on an interval***by*Mitchell, Toby & Morris, Max & Ylvisaker, Donald**121-140 Peak-insensitive parametric spectrum estimation***by*Chiu, Shean-Tsong**141-148 Time integrated least squares estimators of regression parameters of independent stochastic processes***by*Wu, Tiee-Jian & Wasan, M.T.**149-168 Sequential estimation for dependent observations with an application to non-standard autoregressive processes***by*Basawa, I.V. & McCormick, W.P. & Sriram, T.N.**169-180 Defining extremes and trimming by minimum covering sets***by*Maller, R.A.

### 1990, Volume 34, Issue 2

**245-253 Uniform CLT for Markov chains with a countable state space***by*Levental, Shlomo**255-274 The central limit theorem for the supercritical branching random walk, and related results***by*Biggins, J. D.**275-295 Self-exciting counting process systems with finite state space***by*Spreij, Peter**297-311 Parameter estimation for two-dimensional ising fields corrupted by noise***by*Frigessi, Arnoldo & Piccioni, Mauro**313-339 New bounds for the first passage, wave-length and amplitude densities***by*Rychlik, Igor**341-360 Weak invariance of generalized u-statistics for nonstationary absolutely regular processes***by*Harel, Michel & Puri, Madan L.

### 1990, Volume 34, Issue 1

**1-17 On stable Markov processes***by*Adler, Robert J. & Cambanis, Stamatis & Samorodnitsky, Gennady**19-24 On stationary Markov chains and independent random variables***by*Brandt, A. & Lisek, B. & Nerman, O.**25-38 The probability of survival for the biased voter model in a random environment***by*Ferreira, Irene**39-47 A multiplicative ergodic theorem for lipschitz maps***by*Elton, John H.**49-66 Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchoff's laws***by*Orsingher, Enzo**67-97 Explicit semimartingale representation of Brownian motion in a wedge***by*Dante DeBlassie, R.**99-119 On the relations between increasing functions associated with two-parameter continuous martingales***by*Nualart, D. & Sanz, M. & Zakai, M.**121-135 Some remarks on conditional distributions for point processes***by*Last, Günter**137-153 Asymptotic expansions in multivariate renewal theory***by*Keener, Robert**155-169 A dynamic storage process***by*Kipnis, C. & Robert, Ph.**171-180 A characterization of random-coefficient AR(1) models***by*Pötzelberger, Klaus

### 1989, Volume 33, Issue 2

**185-200 The curvature induced by covariance***by*Guiasu, Silviu**201-216 Quantifying closeness of distributions of sums and maxima when tails are fat***by*Willekens, E. & Resnick, S. I.**217-231 Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes***by*Marcus, Michael B.**233-244 Quantum stochastic optimization***by*Apolloni, B. & Carvalho, C. & de Falco, D.**245-274 MLE for partially observed diffusions: direct maximization vs. the em algorithm***by*Campillo, Fabien & Le Gland, François**275-284 An asymptotic analysis of a generalized Langevin equation***by*DeLaurentis, J. M. & Boughton, B. A.**285-297 An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the sprt***by*Stadje, Wolfgang**299-307 A transformation for testing the fit of an exponential order statistics model***by*Lee, Larry & Finelli, George B.**309-323 Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times***by*Jandhyala, V. K. & MacNeill, I. B.**325-334 Weak convergence and Glivenko-Cantelli results for empirical processes of u-statistic structure***by*Schneemeier, Wilhelm**335-346 Integrated consistency of smoothed probability density estimators for stationary sequences***by*Castellana, J. V.**347-359 On lifetimes influenced by a common environment***by*Çinlar, Erhan & Shaked, Moshe & Shanthikumar, J. George

### 1989, Volume 33, Issue 1

**1-27 On the maximum entropy principle for uniformly ergodic Markov chains***by*Bolthausen, Erwin & Schmock, Uwe**29-44 The generalized Kolmogorov criterion***by*Pollett, P. K.**45-61 Dependence on the boundary condition for linear stochastic differential equations in the plane***by*Nualart, D. & Yeh, J.**63-72 Probability bounds for M-Skorohod oscillations***by*Avram, Florin & Taqqu, Murad S.**73-87 On path properties of certain infinitely divisible processes***by*Rosinski, Jan**89-103 Curvature of the convex hull of planar Brownian motion near its minimum point***by*Burdzy, Krzysztof & San Martin, Jaime**105-122 The convergence property of sample derivatives in closed Jackson queuing networks***by*Cao, Xi-Ren**123-129 A LCFS finite buffer model with batch input and non-exponential services***by*van Dijk, Nico M.**131-150 Residual risks and hedging strategies in Markovian markets***by*Bouleau, Nicolas & Lamberton, Damien**151-161 Goodness-of-fit for a branching process with immigration using sample partial autocorrelations***by*Mills, T. M. & Seneta, E.**163-173 A note on limit theorems for perturbed empirical processes***by*Yukich, J. E.**175-183 Maximal divergent uniform spacings***by*Russo, Ralph P. & Rothmann, Mark D.

### 1989, Volume 32, Issue 2

**183-212 General branching processes as Markov fields***by*Jagers, Peter**213-224 Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes***by*de Haan, Laurens & Resnick, Sidney I. & Rootzén, Holger & de Vries, Casper G.**225-235 Embedding a stochastic difference equation into a continuous-time process***by*de Haan, L. & Karandikar, R. L.**237-251 Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field***by*Rózanski, Roman**253-280 Pathwise stochastic integration and applications to the theory of continuous trading***by*Willinger, Walter & Taqqu, Murad S.**281-287 Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process***by*Lefebvre, Mario**289-303 Nonlinear renewal theory under growth conditions***by*Walk, H.**305-329 Two classes of self-similar stable processes with stationary increments***by*Cambanis, Stamatis & Maejima, Makoto**331-345 Approximation models for the continuous additive functionals of multidimensional brownian motion***by*Bally, Vlad**347-354 Optimally stopping the sample mean of a wiener process with an unknown drift***by*Simons, Gordon & Yao, Yi-Ching**355-367 A remark on the multiparameter law of the iterated logarithm***by*Lacey, Michael T.

### 1989, Volume 32, Issue 1

**3-45 Filtered statistical models and Hellinger processes***by*Jacod, Jean**47-68 Convergence of filtered statistical models and Hellinger processes***by*Jacod, Jean**69-92 r-variations for two-parameter continuous martingales and itô's formula***by*Sanz, Marta**93-107 Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems***by*Chambers, Daniel & Slud, Eric**109-127 Nonparametric estimation of conditional probability densities and expectations of stationary processes: strong consistency and rates***by*Masry, Elias**129-140 Inference for random sampling processes***by*Rüschendorf, Ludger**141-150 On compactness of the space of policies in stochastic dynamic programming***by*Balder, Erik J.**151-160 A fundamental matrix for regular semi-Markov processes***by*Fygenson, Mendel**161-170 The supercritical birth, death and catastrophe process: limit theorems on the set of extinction***by*Pakes, Anthony G. & Pollett, P. K.**171-181 Nonhomogeneous, continuous-time Markov chains defined by series of proportional intensity matrices***by*Johnson, Jean T. & Luecke, Glenn R.

### 1989, Volume 31, Issue 2

**173-202 Stability of strong solutions of stochastic differential equations***by*Slominski, Leszek**203-222 Recursive estimators for stationary, strong mixing processes--a representation theorem and asymptotic distributions***by*Englund, Jan-Eric & Holst, Ulla & Ruppert, David**223-236 On asymptotic quasi-likelihood estimation***by*Heyde, C. C. & Gay, R.**237-250 Estimation for first-order autoregressive processes with positive or bounded innovations***by*Davis, Richard A. & McCormick, William P.**251-259 Differencing as an approximate de-trending device***by*Hart, Jeffrey D.**261-282 Some asymptotic results for the branching process with immigration***by*Wei, C. Z. & Winnicki, J.**283-305 Sampling a branching tree***by*Maki, Ellen & McDunnough, Philip**307-314 What can or can't be estimated in branching and related processes?***by*Maki, Ellen & McDunnough, Philip**315-320 Estimation in sparsely sampled random walks***by*Guttorp, Peter & Lockhart, Richard A.**321-331 Last exit times for random walks***by*Doney, R. A.**333-342 Mimicking finite dimensional marginals of a controlled diffusion by simpler controls***by*Borkar, Vivek S.

### 1989, Volume 31, Issue 1

**1-31 Stochastic flows with stationary distribution for two-dimensional inviscid fluids***by*Albeverio, Sergio & Høegh-Krohn, Raphael**33-49 A law of large numbers for wide range exclusion processes in random media***by*Platen, Eckhard**51-70 On multiple circuit chains with a countable infinity of states***by*Kalpazidou, S.