# Elsevier

# Stochastic Processes and their Applications

**Order information:**

Postal: http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional

Web: https://shop.elsevier.com/OOC/InitController?id=505572&ref=505572_01_ooc_1&version=01

**To be notified about new items in this series:**Free volume/issue alert on ScienceDirect (see also NEP)

**Download restrictions:**Full text for ScienceDirect subscribers only

**Editor:**

**For corrections or technical questions regarding this series, please contact (Dana Niculescu)**

**Series handle:**repec:eee:spapps

**ISSN:**0304-4149

**Citations RSS feed:**at CitEc

### Impact factors

- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Euclid (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

- By citations
- By downloads (last 12 months)

### December 1994, Volume 54, Issue 2

**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

### November 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

### October 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.

### September 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.

### August 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

### August 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

### July 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.

### June 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.

### April 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

### March 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.

### February 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.

### January 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.**99-110 On LIL behaviour for moving averages of some infinitely divisible random measures***by*Albin, J. M. P.**111-125 Multivariate extreme values in T-periodic random sequences under mild oscillation restrictions***by*Ferreira, Helena**127-140 Large sample inference based on multiple observations from nonlinear autoregressive processes***by*Huang, Sun Young & Basawa, I. V.**141-158 Light traffic approximations in general stationary single-server queues***by*Daley, D. J. & Rolski, T.**159-177 Finite state Markov decision models with average reward criteria***by*Feinberg, Eugene A. & Park, Haechurl

### November 1993, Volume 48, Issue 2

**191-209 Uniform quadratic variation for Gaussian processes***by*Adler, Robert J. & Pyke, Ron**211-235 Extremes of diffusions over fixed intervals***by*Albin, J. M. P.**237-249 The supercritical Galton-Watson process in varying environments--Seneta-Heyde norming***by*Biggins, J. D. & D'Souza, J. C.**251-275 Inhomogeneous approximation of the critical nearest particle systems***by*Liu, Xijian**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.

### October 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

### September 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

### August 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.

### June 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

### May 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

### April 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.

### March 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