# Elsevier

# Stochastic Processes and their Applications

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### 1991, Volume 37, Issue 1

**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.**71-88 Bifurcations in stochastic dynamical systems with simple singularities***by*Janeczko, Stanisaw & Wajnryb, Eligiusz**89-103 Continuity and weak convergence of ranked and size-biased permutations on the infinite simplex***by*Donnelly, Peter & Joyce, Paul**105-116 Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors***by*Hüsler, J.**117-131 Conditional expectations of brownian functionals and their applications***by*Zhang, Weijian**133-149 Abstract stochastic approximations and applications***by*Shwartz, Adam & Berman, Nadav**151-159 Histogram maximum likelihood estimator in the multiplicative intensity model***by*Leskow, Jacek & Rózanski, Roman**161-166 A note on the expected discounted cost of operating a finite dam***by*Attia, F. A.

### 1988, Volume 30, Issue 2

**171-191 Limit theorems for the spread of epidemics and forest fires***by*Cox, J. T. & Durrett, Richard**193-208 Strong clumping of critical space-time branching models in subcritical dimensions***by*Dawson, Donald A. & Fleischmann, Klaus**209-223 On the survival probability of generalized nearest-particle systems***by*Chen, Dayue**225-252 Tagged particle motion in a clustered random walk system***by*Shiga, Tokuzo**253-262 On the stability of robust filter-cleaners***by*Brandt, Andreas & Künsch, Hans R.**263-275 The consistency of a non-linear least squares estimator from diffusion processes***by*Kasonga, R. A.**277-289 A Berry-Esséen theorem and a functional law of the iterated logarithm for weakly associated random vectors***by*Dabrowski, AndréR. & Dehling, Herold**291-301 Admissible investment strategies in continuous trading***by*Aase, Knut K. & Øksendal, Bernt**303-316 Invariant record processes and applications to best choice modelling***by*Bruss, F. Thomas**317-327 Extreme value theory for dependent sequences via the stein-chen method of poisson approximation***by*Smith, Richard L.**329-339 Log-fractional stable processes***by*Kasahara, Yuji & Maejima, Makoto & Vervaat, Wim

### 1988, Volume 30, Issue 1

**1-16 High level exceedances in stationary sequences with extremal index***by*Alpuim, M. Teresa**17-39 Extrema of skewed stable processes***by*Samorodnitsky, Gennady**41-68 Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution***by*Davis, Richard & Resnick, Sidney**69-83 Empirical spectral processes and their applications to time series analysis***by*Dahlhaus, Rainer**85-104 Some results on the joint distribution of the renewal Epochs prior to a given time instant***by*Schulte-Geers, E. & Stadje, W.**105-119 Point processes indexed by directed sets***by*Mazziotto, Gerald & Merzbach, Ely**121-131 Ergodicity and inequalities in a class of point processes***by*Lindvall, Torgny**133-147 Critical branching populations with reproductive sibling correlations***by*Broberg, Per**149-164 A stochastic particle system: Fluctuations around a nonlinear reaction-diffusion equation***by*Dittrich, Peter**165-169 Comparison between solutions of SDEs and ODEs***by*Sundar, P.

### 1988, Volume 29, Issue 2

**171-193 Almost subadditive multiparameter ergodic theorems***by*Schürger, Klaus**195-207 Asymptotic crossing rates for stationary Gaussian vector processes***by*Breitung, Karl**209-222 A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion***by*Calzolari, Antonella & Costantini, Cristina & Marchetti, Federico**223-245 Limit laws for the modulus of continuity of the partial sum process and for the shepp statistic***by*Deheuvels, Paul & Steinebach, Josef**247-256 Poisson approximations for time-changed point processes***by*Brown, Timothy C. & Gopalan Nair, M.**257-266 Applications of white noise calculus to the computation of Feynman integrals***by*de Falco, Diego & Khandekar, Dinkar C.**267-279 The continuity of the quadratic variation of two-parameter martingales***by*Frangos, Nikos E. & Imkeller, Peter**281-290 Doob's inequalities revisited: A maximal H1-embedding***by*Jacka, S. D.**291-308 Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary***by*Kaspi, H. & Mitro, J. B.**309-315 Mixing properties of ARMA processes***by*Mokkadem, Abdelkader**317-333 Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model***by*Anh, V. V.

### 1988, Volume 29, Issue 1

**1-50 Time reversal and stationarity of infinite-dimensional Markov birth-and-death processes***by*Kaj, Ingemar**51-63 First passage times of birth-death processes and simple random walks***by*Masuda, Yasushi**65-83 Occupation time densities for stable-like processes and other pure jump Markov processes***by*Bass, Richard F.**85-102 Inference from censored Markov chains with applications to multiwave panel data***by*Phelan, Michael J.**103-106 Replacing the martingale assumption in a martingale central limit theorem***by*Bingham, Michael S.**107-127 Asymptotic normality of winsorized means***by*Griffin, Philip S.**129-139 Strongly harmonizing operators and strongly harmonizable approximations of continuous random fields on LCA groups***by*Dehay, D. & Moché, R.**141-145 The maximal value for coefficients of ergodicity***by*Rhodius, Adolf**147-154 Diffusion approximations of some stochastic difference equations revisited***by*Watanabe, Hisao**155-169 On the extreme order statistics for a stationary sequence***by*Hsing, Tailen

### 1988, Volume 28, Issue 2

**159-183 One dimensional uniqueness and convergence criteria for exchangeable processes***by*Kallenberg, Olav**185-220 Contingent claims valuation when the security price is a combination of an Ito process and a random point process***by*Aase, Knut K.**221-239 A counting process approach to the regression analysis of grouped survival data***by*McKeague, Ian W.**241-257 Estimating a parametric trend component in a continuous-time jump-type process***by*Pruscha, Helmut**259-265 A criterion for filtering in semimartingale models***by*Thavaneswaran, A. & Thompson, M. E.**267-273 A note on asymptotic testing theory for nonhomogeneous observations***by*Fahrmeir, L.**275-292 Time reversal of diffusion processes with a boundary condition***by*Cattiaux, Patrick**293-300 Law of the iterated logarithm for the increments of stable subordinators***by*Vasudeva, R. & Divanji, G.**301-315 Asymptotic expansions for first passage times***by*Woodroofe, Michael**317-325 The secretary problem for a random walk***by*Hlynka, M. & Sheahan, J. N.

### 1988, Volume 28, Issue 1

**1-22 Systems of independent Markov chains***by*Liggett, T. M. & Port, S. C.**23-30 Markov chains on completely regular semigroups***by*Cerrito, P. B.**31-45 Markov chains generated by maximizing components of multidimensional extremal processes***by*Dagsvik, John K.**47-59 Simple consistent estimation of the coefficients of a linear filter***by*Brockwell, P. J. & Davis, R. A.**61-69 Reversibility of first-order autoregressive processes***by*Osawa, Hideo**71-80 A new class of strongly consistent variance estimators for steady-state simulations***by*Glynn, Peter W. & Iglehart, Donald L.**81-89 Smoothing signals for semimartingales***by*Thavaneswaran, A.**91-99 Limit results for maxima in non-stationary multivariate Gaussian sequences***by*Hüsler, Jürg & Schüpbach, Michel**101-109 A note on strong approximations of multivariate empirical processes***by*Csörgo, Miklós & Horváth, Lajos**111-122 Recursive splitting of an interval when the proportions are identical and independent random variables***by*Lloyd, C. J. & Williams, E. J.**123-139 A necessary and sufficient condition for a branching process in a random environment to grow like the product of its means***by*Tanny, David**141-157 On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: existence and approximation***by*van Dijk, Nico M.

### 1987, Volume 27

**1-20 Temporal stochastic convexity and concavity***by*Shaked, Moshe & Shanthikumar, J. George**21-41 On the maximal distance between two renewal epochs***by*Révész, P. & Willekens, E.**43-56 On the large values of the Wiener process***by*Csáki, Endre & Grill, Karl