# Elsevier

# Stochastic Processes and their Applications

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### 1984, Volume 18, Issue 1

**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**301-308 On the observation closest to the origin***by*de Haan, L. & Resnick, S. I.**309-312 A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables***by*Wellner, Jon A.**313-315 Remarks on the equation dXt = a(Xt)dBt***by*Betz, Cristina & Gzyl, Henryk

### 1981, Volume 11, Issue 2

**109-150 An introduction to infinite particle systems***by*Durrett, Richard**151-185 The basic contact processes***by*Griffeath, David**187-192 The rate of convergence for backwards products of a convergent sequence of finite Markov matrices***by*Federgruen, Awi**193-199 Self-adjusting stochastic processes***by*Gagliardo, Emilio & Kottman, Clifford**201-206 Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization***by*Ansley, Craig F.**207-212 Criticality conditions for some random environment population processes***by*Kulperger, Reg & Guttorp, Peter

### 1981, Volume 11, Issue 1

**1-10 An almost sure invariance principle for partial sums associated with a random field***by*Neaderhouser, Carla C.**11-26 A refinement of the coupling method in renewal theory***by*Ney, Peter**27-34 Estimating quantiles of the cumulative mean function of the nonhomogeneous Poisson process***by*Lee, L.**35-45 Bernoulli two-armed bandits with geometric termination***by*Berry, Donald A. & Viscusi, W. Kip**47-56 Asymptotic failure distributions***by*Gottlieb, Gary**57-77 Discrete dams with Markovian inputs***by*Pakes, Anthony G.**79-89 An application of a martingale central limit theorem to the standard epidemic model***by*Watson, Ray**91-99 Ergodic Markov chains with finite convergence time***by*Lindqvist, Bo**101-108 The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain***by*Gerber, Hans U. & Li, Shuo-Yen Robert

### 1980, Volume 10, Issue 3

**221-254 Asymptotic inference for stochastic processes***by*V. Basawa, Ishwar & Prakasa Rao, B. L. S.**255-270 Nonhomogeneous markov chains with desired properties - the nearest markovian model***by*Teodorescu, Dan**271-297 Optimal control of one dimensional non-conservative quasi-diffusion processes***by*Groh, Jürgen**299-311 On an optimal stopping problem of Gusein-Zade***by*Frank, Arthur Q. & Samuels, Stephen M.**313-322 Invariant problems in dynamic programming- average reward criterion***by*Assaf, David

### 1980, Volume 10, Issue 2

**115-144 Un survol de la theorie de l'integrale stochastique***by*Dellacherie, C.**145-160 Measuring deviations from stationarity***by*Tjøstheim, Dag**161-181 Random time change and recurrent boundary***by*Bronner, François**183-191 Semi-stable Markov processes in rn***by*Kiu, Sun-Wah**193-208 Explicit formula of optimal replacement under additive shock processes***by*Yamada, Keigo**209-219 Interconnections of Markov chains and quasi-reversible queuing networks***by*Walrand, Jean & Varaiya, Pravin

### 1980, Volume 10, Issue 1

**1-31 Qualitative behavior of geostochastic systems***by*Dawson, Donald A.**33-48 A process of runs and its convergence to the brownian motion***by*Pittel, B. G.**49-63 Stopping for two-dimensional stochastic processes***by*Merzbach, Ely**65-73 On the law of large numbers for stationary sequences***by*Maller, R. A.**75-85 Selecting the best stable stochastic system***by*Rubinstein, Y.**87-99 Diffusion approximations for models of population growth with logarithmic interactions***by*Prajneshu**101-104 Another look at independence of hitting place and time for the simple random walk***by*Seneta, E.**105-113 A linear cell-size dependent branching process***by*Grimmett, G. R.

### 1979, Volume 9, Issue 3

**237-244 The martingales of an independent increment process***by*Bass, Richard**245-251 Random evolutions in discrete and continuous time***by*Cohen, Joel E.**253-259 Density averaging for Markov processes and the invariant measures problem***by*Greenland, Arnold**261-272 Equivalent descriptions of perturbed Markov processes***by*Feigin, Paul D. & Rubinstein, Eliezer**273-279 A characterization of the rectangular distribution***by*Lukacs, Eugene**281-289 The central limit theorem for time series regression***by*Hannan, E. J.**291-305 Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes***by*Basawa, I. V. & Koul, H. L.**307-318 Bayesian non-parametric estimation for age-dependent branching processes***by*Johnson, Richard A. & Susarla, V. & van Ryzin, John**319-330 A suggestion of a new measure of importance of system components***by*Natvig, Bent

### 1979, Volume 9, Issue 2

**117-135 Maxima of branching random walks vs. independent random walks***by*Durrett, Richard**137-145 Local maxima of the sample functions of the N-parameter Bessel process***by*Puri, Madan L. & Tran, Lanh Tat**147-154 On increasing continuous processes***by*Çinlar, E.**155-161 Lp-intensities of random measures***by*Kallenberg, Olav**163-174 On the invariance principle for U-statistics***by*Hall, Peter**175-187 On the first birth and the last death in a generation in a multi-type Markov branching process***by*Edler, Lutz**189-193 Position dependent and stochastic thinning of point processes***by*Brown, Tim**195-205 Simultaneous life testing in a random environment***by*Ammann, Larry P.**207-215 Some first passage problems related to cusum procedures***by*Khan, Rasul A.**217-222 A central limit theorem for the sojourn times of strongly ergodic Markov chains***by*Bolthausen, E.**223-235 Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion***by*Federgruen, A. & Hordijk, A. & Tijms, H. C.

### 1979, Volume 9, Issue 1

**1-17 A representation for the posterior distribution of the location of a moving target***by*Corwin, Thomas L.**19-33 Decomposable jump decision processes***by*Glazebrook, K. D.**35-53 The inverse balayage problem for Markov chains, part II***by*Karr, A. F. & Pittenger, A. O.**55-66 Brillinger type mixing conditions for a simple branching diffusion process***by*Kulperger, R.**67-84 Extreme value distribution for normalized sums from stationary Gaussian sequences***by*Mittal, Yashaswini**85-93 The convergence of matrix transforms for certain Markov chains***by*Rhoades, B. E.**95-98 Weak convergence of empirical and quantile processes in sup-norm metrics via kmt-constructions***by*Shorack, Galen R.**99-107 Dirichlet invariant processes and applications to nonparametric estimation of symmetric distribution functions***by*Dalal, S. R.**109-115 A functional central limit theorem for a generalized occupancy problem***by*Quine, M. P.

### 1979, Volume 8, Issue 3

**243-255 Empirical bounds for ruin probabilities***by*Grandell, Jan