# Elsevier

# Stochastic Processes and their Applications

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### December 1989, Volume 33, Issue 2

**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

### October 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.

### August 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.

### June 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.

### April 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.

### March 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.

### December 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

### November 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.

### September 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

### June 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.

### April 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**57-71 The invariance principle for associated processes***by*Birkel, Thomas**73-84 Spectral conditions for local nondeterminism***by*Berman, Simeon M.**85-96 Gaussian estimation of first order time series models with Bernoulli observations***by*Qian, Wei**97-120 Minimax estimation of continuous time deterministic signals in colored noise***by*Bahr, Randall K. & Bucklew, James A.**121-139 The likelihood ratio test for the change point problem for exponentially distributed random variables***by*Haccou, Patsy & Meelis, Evert & van de Geer, Sara**141-149 On the size of a rumour***by*Watson, Ray**151-157 On the survival probability of a branching process in a finite state i.i.d. environment***by*Dekking, F. M.**159-177 Diffusion first passage times: Approximations and related differential equations***by*Wenocur, Michael L.**179-194 A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution***by*Maller, R. A.**195-215 Convergence of continuous time stochastic ELS parameter estimation***by*Moore, John B.**217-231 Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds***by*Chen, Han-Fu & Guo, Lei & Gao, Ai-Jun**233-260 Convergence towards Burger's equation and propagation of chaos for weakly asymmetric exclusion processes***by*Gärtner, Jürgen**261-277 A formal proof for the insensitivity of simple bounds for finite multi-server non-exponential tandem queues based on monotonicity results***by*van Dijk, Nico**279-289 Relation between states observed by arriving and departing customers in bulk systems***by*Hebuterne, Gérard**291-306 Extreme values of birth and death processes and queues***by*Serfozo, Richard F.**307-316 Approximating the distribution of an extreme value statistic based on estimated from a generating function***by*McCormick, William P. & Reeves, Jack H.**317-329 The index of the outstanding observation among n independent ones***by*de Haan, L. & Weissman, I.

### 1987, Volume 26

**1-30 Poisson convergence and poisson processes with applications to random graphs***by*Janson, Svante**31-45 Local equilibrium for a one dimensional zero range process***by*Ferrari, P.A. & Presutti, E. & Vares, M.E.**47-71 Partial likelihood process and asymptotic normality***by*Jacod, Jean**73-85 On the strong law of large numbers for multivariate martingales***by*Kaufmann, Heinz**87-97 A complete coupling proof of Blackwell's renewal theorem***by*Thorisson, Hermann**99-106 On moment conditions for the supremum of normed sums***by*Choi, Bong Dae & Sung, Soo Hak**107-121 An optimal stopping problem with finite horizon for sums of I.I.D. random variables***by*Stadje, Wolfgang**123-140 An expected average reward criterion***by*Bierth, K.-J.**141-159 On the spectral representations of complex semistable and other infinitely divisible stochastic processes***by*Rajput, Balram S. & Rami-Murthy, Kavi**161-171 Continuous-time, constant causative Markov chains***by*Johnson, Jean T.**173-175 On the supremum of an infinitely divisible process***by*Willekens, Eric**237-255 Representation and approximation of large population age distributions using poisson random measures***by*Solomon, Wiremu**257-265 Construction of the stationary regime of queues with locking***by*Baccelli, F. & Courcoubetis, C.A. & Reiman, M.I.**267-276 Optimal robust estimation for discrete time stochastic processes***by*Kulkarni, P.M. & Heyde, C.C.**277-287 A strong law for a set-indexed partial sum process with applications to exchangeable and stationary sequences***by*Rosalsky, Andrew**289-296 Uniform pointwise ergodic theorems for classes of averaging sets and multiparameter subadditive processes***by*Krengel, U. & Pyke, R.**297-316 On the characterization of certain point processes***by*Hsing, Tailen**317-332 A propagation of chaos result for a system of particles with moderate interaction***by*Meleard, Sylvie & Roelly-Coppoletta, Sylvie

### 1987, Volume 25

**1-25 Some bounds and limiting results for the measure of Wiener sausage of small radius associated with elliptic diffusions***by*Sznitman, A. S.**27-55 Semicontinuous processes in multi-dimensional extreme value theory***by*Norberg, Tommy**57-72 On the tail behaviour of quantile processes***by*Horváth, Lajos**73-81 Minimal spacings of non-uniform densities***by*Hüsler, Jürg**83-93 On regular variation of probability densities***by*de Haan, L. & Resnick, S.**95-108 Markov process large deviations in [tau]-topology***by*Bolthausen, Erwin**109-136 On the moments of certain first passage times for linear growth processes***by*Alsmeyer, Gerold**137-152 Collective phenomena in interacting particle systems***by*Boldrighini, C. & De Masi, A. & Pellegrinotti, A. & Presutti, E.**153-163 Travelling wave structure of the one dimensional contact process***by*Galves, A. & Presutti, E.**165-184 Hitting probabilities of random walks on***by*Kesten, Harry**185-202 Stability and instability of local time of random walk in random environment***by*Csörgo, Miklós & Horváth, Lajos & Révész, Pál**203-213 A note on the stability of the local time of a wiener process***by*Csáki, Endre & Földes, Antónia**215-235 Large deviations and law of large numbers for a mean field type interacting particle systems***by*Léonard, C.**237-244 The semimartingale decomposition of one-dimensional quasidiffusions with natural scale***by*Burkhardt, G. & Küchler, U.**245-248 A comparison principle for certain convex functionals of a diffusion process without drift***by*Borkar, Vivek S.**249-256 Completely positive operators and processes of Ornstein-Uhlenbeck type***by*Pötzelberger, Klaus**257-263 Trajectories of Gaussian processes and interpolation of Banach spaces***by*Bryc, Wlodzimierz**265-271 Restricted domains of attraction of exp(-e-x)***by*Galambos, J. & Obretenov, A.**273-280 On some importance measures of system components***by*Xie, Min**281-287 On combining quasi-likelihood estimating functions***by*Heyde, C. C.**289-299 The control of a finite dam with penalty cost function: Wiener process input***by*Attia, F. A.**301-308 Certain optimality properties of the first-come first-served discipline for G/G/s queues***by*Daley, D. J.**309-314 Cycles, permutations and the structure of the yule process with immigration***by*Joyce, Paul & Tavaré, Simon**315-324 An urn model with bernoulli removals and independent additions***by*Siegrist, Kyle

### May 1987, Volume 24, Issue 2

**157-202 Some central limit theorems for Markov paths and some properties of Gaussian random fields***by*Adler, Robert J. & Epstein, R.**203-224 Maximal success durations for a semi-Markov process***by*Fousler, David E. & Karlin, Samuel**225-240 Hitting times of sequences***by*Pittenger, A. O.**241-258 The multivariate hazard construction***by*Shaked, Moshe & George Shanthikumar, J.**259-267 Strong law of large numbers for weakly harmonizable processes***by*Dehay, Dominique**269-277 Invariance principle for integral type functionals of square-integrable martingales***by*Szyszkowski, Ireneusz**279-286 Some exact distributions of the number of one-sided deviations and the time of the last such deviation in the simple random walk***by*Chao, Chern-Ching & Slivka, John**287-292 Monotone infinite stochastic matrices and their augmented truncations***by*Gibson, Diana & Seneta, E.**293-307 The full-information best choice problem with a random number of observations***by*Porosinski, Zdzislaw**309-313 Attractiveness of interactions for binary lattice systems and the global Markov property***by*Kessler, Christoph

### February 1987, Volume 24, Issue 1

**1-18 Ergodic properties of stationary stable processes***by*Cambanis, Stamatis & Hardin, Clyde D. & Weron, Aleksander**19-30 Walsh spectral analysis of multiple dyadic stationary processes and its applications***by*Nagai, Takeaki & Taniguchi, Masanobu