# Elsevier

# Stochastic Processes and their Applications

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### 1985, Volume 20, Issue 2

**197-212 Conditional laplace transforms for bayesian nonparametric inference in reliabity theory***by*P. Ammann, Larry**213-229 Conjugate processes and the silumation of ruin problems***by*Asmussen, S[solidus in circle]ren**231-246 Resampling a coverage pattern***by*Hall, Peter**247-256 Bounded, attractive and repulsive Markov specifications on trees and on the one-dimensional lattice***by*Zachary, Stan**257-279 More limit theory for the sample correlation function of moving averages***by*Davis, Richard & Resnick, Sidney**281-294 Partitions of point processes: Multivariate poisson approximations***by*Serfozo, Richard F.**295-306 Bilinear markovian representation and bilinear models***by*Pham, Dinh Tuan**307-314 An asymptotic representation for products of random matrices***by*Heyde, C. C.**315-321 On optimal search plans to detect a target moving randomly on the real line***by*Wilson, John G.**323-331 Noise can create periodic behavior and stabilize nonlinear diffusions***by*Scheutzow, Michael**333-341 The existence of moments of the conditioned limit of the subcritical Crump-Mode-Jagers branching process***by*Bagley, J. H.**343-351 Optimal online detection of parameter changes in two linear models***by*Vaman, H. J.**353-360 Almost sure limit points of independent copies of sample maxima***by*Nayak, S. S.

### 1985, Volume 20, Issue 1

**1-40 A stochastic calculus for continuous N-parameter strong martingales***by*Imkeller, Peter**41-58 Weak convergence of semimartingales and discretisation methods***by*Platen, Eckhard & Rebolledo, Rolando**59-84 On strong invariance for local time of partial sums***by*Csörgo, M. & Révész, P.**85-104 Periodic regeneration***by*Thorisson, Hermann**105-113 On the range of a regenerative sequence***by*Glynn, Peter W.**115-131 State estimation for cox processes with unknown probability law***by*Karr, Alan F.**133-147 On first passage time structure of random walks***by*Sumita, Ushio & Masuda, Yasushi**149-156 Generation of random processes for fatigue testing***by*Holm, Sture & de Maré, Jacques**157-167 Some limit theorems for walsh-harmonizable dyadic stationary sequences***by*Endow, Y.**169-179 Common strict character of some sharp infinite-sequence martingale inequalities***by*Cox, David C. & Kertz, Robert P.

### 1985, Volume 19, Issue 2

**189-224 Limit theorems for stationary random evolutions***by*Watkins, Joseph C.**225-235 Limiting distributions of functionals of Markov chains***by*Karandikar, Rajeeva L. & Kulkarni, Vidyadhar G.**237-258 Stationary queues with one autonomous server***by*Neveu, J.**259-269 Heavy traffic approximations for busy period in an M/G/[infinity] queue***by*Hall, Peter**271-280 Nonparametric prediction of a Hilbert space valued random variable***by*Bosq, D. & Delecroix, M.**281-296 Linear prediction of ARMA processes with infinite variance***by*Cline, Daren B. H. & Brockwell, Peter J.**297-303 Some mixing properties of time series models***by*Pham, Tuan D. & Tran, Lanh T.**305-314 On efficient stopping times***by*Stefanov, Valeri T.**315-325 Independent poisson processes generated by record values and inter-record times***by*Stam, A. J.**327-339 Reverse time diffusions***by*Elliott, Robert J. & Anderson, Brian D. O.**341-357 On some bidimensional denumerable chains of infinite order***by*Kalpazidou, Sofia**359-370 A solution to the distribution problems arising in the studies of a two-sex population process***by*Tapaswi, P. K. & Roychoudhury, R. K.

### 1985, Volume 19, Issue 1

**63-83 Branching one-dimensional periodic diffusion processes***by*Ikeda, Nobuyuki & Kawazu, Kiyoshi & Ogura, Yukio**85-99 The queue GI/G/1: Finite moments of the cycle variables and uniform rates of convergence***by*Thorisson, Hermann**101-109 Some exponential type bounds for hitting time distributions of storage processes***by*Yamada, Keigo**111-123 A note on statistical inference for a class of diffusions and approximate diffusions***by*Swensen, Anders Rygh**125-134 Stable convergence of semimartingales***by*Feigin, Paul D.**135-149 A functional limit theorem for tapered empirical spectral functions***by*Dahlhaus, Rainer**151-160 Block-successive approximation for a discounted Markov decision model***by*Haviv, Moshe**161-171 A stopping rule for choosing the best of three coins***by*Lalley, S. P.**173-182 On moment conditions for normed sums of independent variables and martingale differences***by*Esseen, Carl-Gustav & Janson, Svante**183-187 Hilbert space representations of general discrete time stochastic processes***by*Johnson, Dudley Paul

### 1984, Volume 18, Issue 2

**239-261 Random, nonuniform distribution of line segments on a circle***by*Hall, Peter**263-275 Asymptotic results on the maximal deviation of simple random walks***by*Katzenbeisser, Walter & Panny, Wolfgang**277-289 The maximization of CP utilization in an exponential CP-terminal system with different think times and different job sizes***by*van der Wal, J.**291-300 Storage model with discontinuous holding cost***by*Taksar, Michael I.**301-312 Convergence of quasi-stationary distributions in birth-death processes***by*Keilson, Julian & Ramaswamy, Ravi**313-328 Bounds on the distributions of extremal values of a scanning process***by*Janson, Svante**329-347 Martingale conditions for the optimal control of continuous time stochastic systems***by*Striebel, Charlotte**349-359 On a generalized disorder problem***by*Bojdecki, Tomasz & Hosza, Jerzy**361-369 Discretization of the Wiener-process in difference-methods for stochastic differential equations***by*Janssen, R.**371-377 Interchanging the order of differentiation and stochastic integration***by*Hutton, James E. & Nelson, Paul I.

### 1984, Volume 18, Issue 1

**1-31 Spectral density estimation for stationary stable processes***by*Masry, Elias & Cambanis, Stamatis**33-45 A limitation of Markov representation for stationary processes***by*Berbee, H. C. P. & Bradley, R. C.**47-56 On the size of the increments of nonstationary Gaussian processes***by*Ortega, Joaquín**57-66 The nonlinear filtering problem for the unbounded case***by*Kallianpur, G. & Karandikar, R. L.**67-79 A multiparameter stochastic integral and forward equations***by*Cabana, E. M.**81-98 Optimum portfolio diversification in a general continuous-time model***by*Aase, Knut Kristian**99-112 On necessary and sufficient conditions for convergence of probability measures in variation***by*Vostrikova, L. Ju.**113-126 Optimal replacement policies with continuously varying observable damage***by*Attia, F. A. & Brockwell, P. J.**127-138 Strong approximation of renewal processes***by*Horváth, Lajos**139-152 A probability model for the time to fatigue failure of a fibrous composite with local load sharing***by*Tierney, Luke**153-164 M/G/[infinity] tandem queues***by*Boxma, O. J.**165-169 On mean recurrence times of stationary one-dimensional diffusion processes***by*Grübel, Rudolf**171-177 Time reversal depending on local time***by*Mitro, Joanna B.**179-185 Distribution of the supremum of the two-parameter slepian process on the boundary of the unit square***by*Abrahams, Julia

### 1984, Volume 17, Issue 2

**187-210 Coalescing and noncoalescing stochastic flows in R1***by*Harris, Theodore E.**211-227 Joint continuity and representations of additive functionals of d-dimensional Brownian motion***by*Bass, Richard**229-242 Asymptotic analysis of a certain random differential equation***by*Nogueira, Arnaldo C. R.**243-263 Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space- valued stochastic differential equations***by*Loges, Wilfried**265-283 A general rice formula, palm measures, and horizontal-window conditioning for random fields***by*Zähle, Ulrich**285-312 Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes***by*Lindgren, Georg**313-325 Cooperative birth processes with linear or sublinear intensity***by*Küster, Petra**327-336 Blocking, reordering, and the throughput of a series of servers***by*Kelly, F. P.**337-347 Inference for earthquake models: A self-correcting model***by*Ogata, Y. & Vere-Jones, D.**349-357 On maximizing the average time at a goal***by*Demko, S. & Hill, T. P.**359-367 Necessary and sufficient conditions for the Robbins-Monro method***by*Clark, Dean S.**369-373 The occurrence of sequence patterns in ergodic Markov chains***by*Benevento, Rodolfo V.

### 1984, Volume 17, Issue 1

**47-71 Limit theorems for sums determined by branching and other exponentially growing processes***by*Jagers, Peter & Nerman, Olle**73-100 Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type***by*Sato, Ken-iti & Yamazato, Makoto**101-114 Countably many simultaneous random changes of time scales***by*Helms, L. L.**115-125 Continuity properties of Hilbert space valued martingales***by*Kotelenez, Peter**127-136 A strong limit theorem for the oscillation modulus of the uniform empirical quantile process***by*Mason, David M.**137-146 On the existence of weak solutions to stochastic differential equations with degenerate diffusion***by*Christopeit, Norbert**147-158 The product representation of a locally dependent random graph***by*Kuulasmaa, Kari**159-166 Time reversal and stationary Gibbs measures***by*Künsch, H.**167-176 Almost sure limit points of and the number of boundary crossings related to SLLN and LIL for record times, inter-record times and the number of record values***by*Nayak, S. S.**177-181 On the sequence of Bayesian estimates of normal random walk process***by*Huang, Jun S. & Yang, Mark C. K.

### 1984, Volume 16, Issue 3

**219-255 Estimation and reconstruction for zero-one Markov processes***by*Karr, Alan F.**257-274 A tandem storage system and its diffusion limit***by*Harrison, J. Michael & Shepp, L. A.**275-285 Generalized level crossings and tangencies of a random field with smooth sample functions***by*Allen, Beth**287-303 Potential theory for finitely additive Markov chains***by*Ramakrishnan, S.**305-320 Convergence of a recursive robust algorithm with strongly regular observations***by*Holst, Ulla

### 1984, Volume 16, Issue 2

**113-139 Cumulative Bernoulli trials and Krawtchouk processes***by*Hoare, M. R. & Rahman, Mizan**141-156 A duality relation for entrance and exit laws for Markov processes***by*Cox, J. Theodore & Rösler, Uwe**157-170 Integrals and derivatives of regularly varying functions in d and domains of attraction of stable distributions II***by*de Haan, L. & Omey, E.**171-177 A thinning result for pure jump processes***by*Böker, Fred**179-188 Negative binomial distributions for point processes***by*Gregoire, Gérard**189-197 A necessary and sufficient condition for noncertain extinction of a branching process in a random environment (BPRE)***by*Coffey, John & Tanny, David**199-204 On the asymptotic behaviour of the empirical random field of the brownian motion***by*Bolthausen, E.**205-210 A theorem on regular infinitely divisible cox processes***by*Thall, Peter F.**211-217 On the mean number of trials until the last trials satisfy a given condition***by*Thorburn, Daniel

### 1984, Volume 16, Issue 1

**39-54 A fluctuation theory for Markov chains***by*Kulkarni, V. G. & Prabhu, N. U.**55-69 Generalized Brownian functionals and the Feynman integral***by*Streit, L. & Hida, T.**71-84 Invariance principles for stochastic area and related stochastic integrals***by*Janson, Svante & Wichura, Michael J.**85-98 On the sequence of partial maxima of some random sequences***by*Ortega, Joaquín & Wschebor, Mario**99-111 Optimal stopping for extremal processes***by*Flatau, J. & Irle, A.

### 1983, Volume 15, Issue 3

**213-238 Sojourns and extremes of Fourier sums and series with random coefficients***by*Berman, Simeon M.**239-269 Nonlinear filtering equations for two-parameter semimartingales***by*Korezlioglu, H. & Mazziotto, G. & Szpirglas, J.**271-293 Estimation de la transition de probabilité d'une chaîne de Markov doëblin-récurrente. étude du cas du processus autorégressif général d'ordre 1***by*Doukhan, Paul & Ghindès, Marcel**295-311 The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory***by*Nummelin, Esa & Tuominen, Pekka**313-316 A stochastic calculus model of continuous trading: Complete markets***by*Harrison, J. Michael & Pliska, Stanley R.**317-325 Maximizing the length of a success run for many-armed bandits***by*Berry, Donald A. & Fristedt, Bert

### 1983, Volume 15, Issue 2

**113-132 Ordered thinnings of point processes and random measures***by*Böker, Fred & Serfozo, Richard**133-154 A physical basis for Krein's prediction formula***by*Anderson, Brian D. O.**155-167 Counting subsets of the random partition and the 'Brownian Bridge' process***by*DeLaurentis, J. M. & Pittel, B. G.**169-179 Three problems on the lengths of increasing runs***by*Révész, P.**181-191 A note on asymptotic inference in a class of non-stationary processes***by*Swensen, Anders Rygh**193-201 On Dynkin's Markov property of random fields associated with symmetric processes***by*Atkinson, Bruce**203-209 Stochastic integration w.r.t. continuous local martingales***by*Karandikar, Rajeeva L.

### 1983, Volume 15, Issue 1

**3-30 Representations, decompositions and sample function continuity of random fields with independent increments***by*Adler, R. J. & Monrad, D. & Scissors, R. H. & Wilson, R.**31-57 Two-parameter diffusion processes and martingales***by*Nualart, D.**59-82 Local times for two-parameter Lévy processes***by*Vares, Maria E.**83-91 Non-stationary inventory position processes***by*Sung, C. S.**93-98 On estimator efficiency in stochastic processes***by*Sweeting, Trevor**99-109 The asymptotic distribution of weighted empirical distribution functions***by*Mason, David M.

### 1983, Volume 14, Issue 3

**209-232 State estimation for cox processes on general spaces***by*Karr, Alan F.**233-248 Estimation and control for linear, partially observable systems with non-gaussian initial distribution***by*Benes, Václav E. & Karatzas, Ioannis**249-265 Estimation of the Gauss-Markov process from observation of its sign***by*Slepian, David**267-277 Small-sample properties of maximum probability estimators***by*Weiss, Lionel**279-295 A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times***by*Dunsmuir, W.**297-313 Extreme values of Markov population processes***by*Barbour, A. D.**315-325 Hitting time of a moving boundary for a diffusion***by*Bass, R. F. & Erickson, K. B.

### 1983, Volume 14, Issue 2

**109-146 On tightness and stopping times***by*Jacod, J. & Memin, J. & Metivier, M.**147-155 On crossing of Gaussian fields***by*Wschebor, Mario**157-174 Approximations of some hazard rate estimators in a competing risks model***by*Burke, Murray D.**175-186 A limit theorem for the continuous state branching process***by*Zhang, Yi Ci**187-199 Lacunary systems and generalized linear processes***by*Lai, Tze Leung & Wei, Ching Zong**201-208 A note on weak convergence of mean residual life of stationary mixing random variables***by*Ahmad, Ibrahim A.

### 1983, Volume 14, Issue 1

**1-17 A model for the transport of solid particles in a fluid flow***by*Gani, J. & Todorovic, P.**19-40 A limit theorem for particle numbers in bounded domains of a branching diffusion process***by*Ogura, Yukio**41-54 Asymptotically minimax tests of composite hypotheses for nonergodic type processes***by*Basawa, I. V. & Koul, H. L.**55-66 Empirical processes indexed by smooth functions***by*Stute, Winfried**67-77 Absolute regularity and functions of Markov chains***by*Bradley, Richard C.**79-91 Inhomogeneous Markov branching processes: Supercritical case***by*Cohn, H. & Hering, H.**93-105 A bound for the expected hitting time of storage processes***by*Yamada, Keigo

### 1982, Volume 13, Issue 3

**235-248 The coalescent***by*Kingman, J. F. C.**249-261 A diffusion process with killing: the time to formation of recurrent deleterious mutant genes***by*Karlin, Samuel & Tavaré, Simon**263-278 On convolution tails***by*Embrechts, Paul & Goldie, Charles M.**279-292 On some applications of Wald's identity to dams***by*Phatarfod, Revindra M.**293-303 Poisson flows in single class open networks of quasireversible queues***by*Walrand, J.**305-310 Markov chains with almost exponential hitting times***by*Aldous, David J.**311-318 Invariance of Wiener processes and of Brownian bridges by integral transforms and applications***by*Deheuvels, Paul**319-325 A nonparametric procedure to detect periods in time series***by*Miescke, Klaus-J. & Pöppel, Ernst**327-331 Transient Behaviour of an M/M/1/N queue***by*Sharma, O. P. & Gupta, U. C.

### 1982, Volume 13, Issue 2

**121-138 Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables***by*Taqqu, Murad S. & Goldberg, Jeffrey B.**139-156 Stochastic approximation and the final value theorem***by*Solo, V.**157-170 Stochastic approximation with dependent noise***by*Solo, V.**171-187 On the evaluation of fixed permutations as strategies in stochastic scheduling***by*Glazebrook, K. D.**189-199 Time changes of Markov chains***by*Pittenger, A. O.**201-214 Signal estimation using an array of recorders***by*Thomson, P. J.**215-226 Existence of optimal controls for a partially observed semimartingale***by*Kohlmann, M.**227-234 On the reversibility of queueing networks***by*Melamed, Benjamin

### 1982, Volume 13, Issue 1

**1-9 Maximum and minimum of one-dimensional diffusions***by*Davis, Richard A.**11-25 Limit theorems for stochastic measures of the accuracy of density estimators***by*Hall, Peter**27-37 Moments of the number of upcrossings of an absolutely continuous process at points of density of a sample path derivative associated set***by*Anderson, Douglas R. & Carpenter, Daniel D.**39-43 Estimation of prediction error variance***by*Hong-Zhi, An**45-57 A statistically important Gaussian Process***by*Pflug, Georg**59-74 Diffusion approximations of age-and-position dependent branching processes***by*Wang, Frank J. S.**75-85 Ratio limit theorems for branching Ornstein-Uhlenbeck processes***by*Enderle, K. & Hering, H.**87-117 A class of stochastic processes with a law generalizing a nondecomposable law on the real line***by*Gualtierotti, A. F.

### 1982, Volume 12, Issue 3

**231-248 On the M/G/2 queeing model***by*Cohen, J.W.**249-269 A partially observed poisson process***by*Karr, Alan F.**271-291 Weak convergence for generalized semi-Markov processes***by*Hordijk, A. & Schassberger, R.**293-299 A weak convergence theorem for functionals of sums of independent random variables***by*Yoshihara, Ken-ichi**301-312 On a continuous analogue of the stochastic difference equation Xn=[rho]Xn-1+Bn***by*Wolfe, Stephen James**313-326 Reverse-time diffusion equation models***by*Anderson, Brian D.O.**327-333 Stochastic models for the random location of individuals in a habitat***by*Langberg, Naftali A. & Johnson, Roger B. & Bradley, Ralph A.

### 1982, Volume 12, Issue 2

**171-186 Central limit theorems for point processes***by*Ivanoff, Gail**187-202 Geometric ergodicity of Harris recurrent Marcov chains with applications to renewal theory***by*Nummelin, Esa & Tuominen, Pekka**203-214 On the exact asymptotic behaviour of the distribution of ladder epochs***by*Doney, R. A.**215-220 On general quantile process in weighted sup-norm metrics***by*Csörgo, Sándor**221-224 A note on bilinear time series models***by*Hannan, E. J.**225-230 Stationarity and invertibility of simple bilinear models***by*Quinn, B. G.

### 1981, Volume 12, Issue 1

**1-26 Local times of stochastic processes with positive definite bivariate densities***by*Berman, Simeon M.**27-58 Convergence to diffusions with regular boundaries***by*Helland, Inge S.**59-72 On a property related to convergence in probability and some applications to branching processes***by*Cohn, Harry**73-84 Operator self similar stochastic processes in***by*Laha, R. G. & Rohatgi, V. K.**85-96 Optimum excess-loss reinsurance: a dynamic framework***by*Tapiero, Charles S. & Zuckerman, Dror**97-106 Poisson limits for a hard-core clustering model***by*Saunders, Roy & Kryscio, Richard J. & Funk, Gerald M.**107-113 Distribution free tests for comparing trends in Poisson series***by*Lee, Larry

### 1981, Volume 11, Issue 3

**215-260 Martingales and stochastic integrals in the theory of continuous trading***by*Harrison, J. Michael & Pliska, Stanley R.**261-271 On the time dependent behaviour of the truncated birth-death process***by*van Doorn, Erik A.**273-283 Shock models and the MIFRA property***by*Savits, Thomas H. & Shaked, Moshe**285-291 Locally most powerful sequential tests for stochastic processes***by*Irle, A.**293-295 A curious renewal process average***by*Jewell, William S.**297-300 Lim sup behavior of sums of geometrically weighted i.i.d. random variables***by*Rosalsky, Andrew