# Elsevier

# Stochastic Processes and their Applications

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### 2014, Volume 124, Issue 2

**1070-1083 A limit theorem for moving averages in the α-stable domain of attraction***by*Basrak, Bojan & Krizmanić, Danijel**1084-1111 First exit time from a bounded interval for pseudo-processes driven by the equation ∂/∂t=(−1)N−1∂2N/∂x2N***by*Lachal, Aimé**1112-1140 A numerical algorithm for a class of BSDEs via the branching process***by*Henry-Labordère, Pierre & Tan, Xiaolu & Touzi, Nizar**1141-1169 Diffusions of multiplicative cascades***by*Alberts, Tom & Rifkind, Ben**1170-1195 Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion***by*Hu, Mingshang & Ji, Shaolin & Peng, Shige & Song, Yongsheng

### 2014, Volume 124, Issue 1

**1-17 Invariance principles for generalized domains of semistable attraction***by*Wang, Wensheng**18-50 Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails***by*Davis, Richard A. & Pfaffel, Oliver & Stelzer, Robert**51-80 Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient***by*Guy, Romain & Larédo, Catherine & Vergu, Elisabeta**81-100 Integral representation of martingales motivated by the problem of endogenous completeness in financial economics***by*Kramkov, Dmitry & Predoiu, Silviu**101-122 On signed measure valued solutions of stochastic evolution equations***by*Rémillard, Bruno & Vaillancourt, Jean**123-153 Functional inequalities for nonlocal Dirichlet forms with finite range jumps or large jumps***by*Chen, Xin & Wang, Jian**154-198 Multi-dimensional smoothing transformations: Existence, regularity and stability of fixed points***by*Bassetti, Federico & Matthes, Daniel**199-219 On a stochastic Leray-α model of Euler equations***by*Barbato, David & Bessaih, Hakima & Ferrario, Benedetta**220-234 Harnack inequality on configuration spaces: The coupling approach and a unified treatment***by*Deng, Chang-Song**235-267 Global uniform boundary Harnack principle with explicit decay rate and its application***by*Kim, Panki & Song, Renming & Vondraček, Zoran**268-288 Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment***by*Comets, Francis & Falconnet, Mikael & Loukianov, Oleg & Loukianova, Dasha & Matias, Catherine**289-316 Backward stochastic differential equations associated to jump Markov processes and applications***by*Confortola, Fulvia & Fuhrman, Marco**317-347 Upper escape rate of Markov chains on weighted graphs***by*Huang, Xueping & Shiozawa, Yuichi**348-372 Asymptotic behavior of central order statistics from stationary processes***by*Dembińska, Anna**373-384 On the characterisation of honest times that avoid all stopping times***by*Kardaras, Constantinos**385-410 A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process***by*Scalas, Enrico & Viles, Noèlia**411-439 The characteristic polynomial of a random permutation matrix at different points***by*Dang, K. & Zeindler, D.**440-474 A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on C1-domains***by*Kim, Kyeong-Hun**475-504 Weak approximation of averaged diffusion processes***by*Gobet, Emmanuel & Miri, Mohammed**505-521 A strong law of large numbers for super-stable processes***by*Kouritzin, Michael A. & Ren, Yan-Xia**522-565 A mixed-step algorithm for the approximation of the stationary regime of a diffusion***by*Pagès, Gilles & Panloup, Fabien**566-585 Loop-erased random walk on the Sierpinski gasket***by*Hattori, Kumiko & Mizuno, Michiaki**586-612 Moment boundedness of linear stochastic delay differential equations with distributed delay***by*Wang, Zhen & Li, Xiong & Lei, Jinzhi**613-638 Approximating Markov chains and V-geometric ergodicity via weak perturbation theory***by*Hervé, Loïc & Ledoux, James**639-645 Almost sure explosion of solutions to stochastic differential equations***by*Chow, Pao-Liu & Khasminskii, Rafail**646-677 A martingale decomposition for quadratic forms of Markov chains (with applications)***by*Atchadé, Yves F. & Cattaneo, Matias D.**678-708 Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions***by*Lebovits, Joachim & Lévy Véhel, Jacques & Herbin, Erick**709-729 On the solution of general impulse control problems using superharmonic functions***by*Christensen, Sören**730-758 Adaptive nonparametric estimation for Lévy processes observed at low frequency***by*Kappus, Johanna**759-784 Backward stochastic differential equations driven by G-Brownian motion***by*Hu, Mingshang & Ji, Shaolin & Peng, Shige & Song, Yongsheng**785-811 Stochastic variational inequalities with jumps***by*Zălinescu, Adrian**812-847 On stochastic integration for volatility modulated Lévy-driven Volterra processes***by*Barndorff-Nielsen, Ole E. & Benth, Fred Espen & Pedersen, Jan & Veraart, Almut E.D.**848-882 Spectral computations for birth and death chains***by*Chen, Guan-Yu & Saloff-Coste, Laurent**883-914 Non-parametric adaptive estimation of the drift for a jump diffusion process***by*Schmisser, Émeline**915-926 Infinitesimal generators of q-Meixner processes***by*Bryc, Wlodzimierz & Wesołowski, Jacek**927-960 Weak solutions of backward stochastic differential equations with continuous generator***by*Bouchemella, Nadira & Raynaud de Fitte, Paul**961-983 Zero-sum risk-sensitive stochastic games on a countable state space***by*Basu, Arnab & Ghosh, Mrinal Kanti

### 2013, Volume 123, Issue 12

**4129-4155 The reversibility and an SPDE for the generalized Fleming–Viot processes with mutation***by*Li, Zenghu & Liu, Huili & Xiong, Jie & Zhou, Xiaowen**4156-4185 Phase transition in equilibrium fluctuations of symmetric slowed exclusion***by*Franco, Tertuliano & Gonçalves, Patrícia & Neumann, Adriana**4186-4218 Fine Gaussian fluctuations on the Poisson space II: Rescaled kernels, marked processes and geometric U-statistics***by*Lachièze-Rey, Raphaël & Peccati, Giovanni**4219-4255 The tug-of-war without noise and the infinity Laplacian in a wedge***by*DeBlassie, Dante & Smits, Robert G.**4256-4293 Tempered stable distributions and processes***by*Küchler, Uwe & Tappe, Stefan**4294-4336 Degenerate parabolic stochastic partial differential equations***by*Hofmanová, Martina**4337-4372 One-dimensional stochastic differential equations with generalized and singular drift***by*Blei, Stefan & Engelbert, Hans-Jürgen**4373-4406 Vector analysis for Dirichlet forms and quasilinear PDE and SPDE on metric measure spaces***by*Hinz, Michael & Röckner, Michael & Teplyaev, Alexander

### 2013, Volume 123, Issue 9

**3359-3377 A multiparameter Garsia–Rodemich–Rumsey inequality and some applications***by*Hu, Yaozhong & Le, Khoa**3378-3429 Tail estimates for stochastic fixed point equations via nonlinear renewal theory***by*Collamore, Jeffrey F. & Vidyashankar, Anand N.**3430-3465 Front progression in the East model***by*Blondel, Oriane**3466-3496 Zero-range condensation at criticality***by*Armendáriz, Inés & Grosskinsky, Stefan & Loulakis, Michail**3497-3517 The forest associated with the record process on a Lévy tree***by*Abraham, Romain & Delmas, Jean-François**3518-3541 On asymptotics for Vaserstein coupling of Markov chains***by*Butkovsky, O.A. & Veretennikov, A.Yu.**3542-3559 A note on the discrete Gaussian free field with disordered pinning on Zd, d≥2***by*Coquille, L. & Miłoś, P.**3560-3587 Lower deviations of branching processes in random environment with geometrical offspring distributions***by*Nakashima, Makoto**3588-3621 Subdiffusivity of random walk on the 2D invasion percolation cluster***by*Damron, Michael & Hanson, Jack & Sosoe, Philippe

### 2013, Volume 123, Issue 8

**2921-2939 A simple constructive approach to quadratic BSDEs with or without delay***by*Briand, Philippe & Elie, Romuald**2940-2956 Linear-fractional branching processes with countably many types***by*Sagitov, Serik**2957-2982 Diffusion approximation for signaling stochastic networks***by*Leite, Saul C. & Fragoso, Marcelo D.**2983-2998 Exact asymptotics and limit theorems for supremum of stationary χ-processes over a random interval***by*Tan, Zhongquan & Hashorva, Enkelejd**2999-3026 Two Brownian particles with rank-based characteristics and skew-elastic collisions***by*Fernholz, E. Robert & Ichiba, Tomoyuki & Karatzas, Ioannis**3027-3051 Potential analysis for positive recurrent Markov chains with asymptotically zero drift: Power-type asymptotics***by*Denisov, Denis & Korshunov, Dmitry & Wachtel, Vitali**3052-3063 Exit times for multivariate autoregressive processes***by*Jung, Brita**3064-3099 The quasiderivative method for derivative estimates of solutions to degenerate elliptic equations***by*Zhou, Wei**3100-3121 Constructing sublinear expectations on path space***by*Nutz, Marcel & van Handel, Ramon**3122-3131 Weak convergence of subordinators to extremal processes***by*Kella, Offer & Löpker, Andreas**3132-3152 The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges***by*Miyabe, Kenshi & Takemura, Akimichi**3153-3182 Waiting times for particles in a branching Brownian motion to reach the rightmost position***by*Chen, Xinxin**3183-3200 An Itô formula for a family of stochastic integrals and related Wong–Zakai theorems***by*Da Pelo, Paolo & Lanconelli, Alberto & Stan, Aurel I.**3201-3238 Optimal stopping for partially observed piecewise-deterministic Markov processes***by*Brandejsky, Adrien & de Saporta, Benoîte & Dufour, François**3239-3272 Stochastic Burgers PDEs with random coefficients and a generalization of the Cole–Hopf transformation***by*Englezos, Nikolaos & Frangos, Nikolaos E. & Kartala, Xanthi-Isidora & Yannacopoulos, Athanasios N.**3273-3298 On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains***by*Krylov, N.V.**3299-3327 Large deviation principles for the stochastic quasi-geostrophic equations***by*Liu, Wei & Röckner, Michael & Zhu, Xiang-Chan**3328-3357 BSDEs with jumps, optimization and applications to dynamic risk measures***by*Quenez, Marie-Claire & Sulem, Agnès

### 2013, Volume 123, Issue 7

**2475-2499 Some limit theorems for Hawkes processes and application to financial statistics***by*Bacry, E. & Delattre, S. & Hoffmann, M. & Muzy, J.F.**2500-2521 An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility***by*Clément, Emmanuelle & Delattre, Sylvain & Gloter, Arnaud**2522-2551 Nonparametric estimation for stochastic differential equations with random effects***by*Comte, F. & Genon-Catalot, V. & Samson, A.**2552-2574 Asymptotic theory for Brownian semi-stationary processes with application to turbulence***by*Corcuera, José Manuel & Hedevang, Emil & Pakkanen, Mikko S. & Podolskij, Mark**2575-2602 Measures of serial extremal dependence and their estimation***by*Davis, Richard A. & Mikosch, Thomas & Zhao, Yuwei**2603-2619 Estimating the efficient price from the order flow: A Brownian Cox process approach***by*Delattre, Sylvain & Robert, Christian Y. & Rosenbaum, Mathieu**2620-2647 Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator***by*Douc, R. & Doukhan, P. & Moulines, E.**2648-2677 Optimally thresholded realized power variations for Lévy jump diffusion models***by*Figueroa-López, José E. & Nisen, Jeffrey**2678-2695 Factor models in high-dimensional time series—A time-domain approach***by*Hallin, Marc & Lippi, Marco**2696-2727 Volatility inference in the presence of both endogenous time and microstructure noise***by*Li, Yingying & Zhang, Zhiyuan & Zheng, Xinghua**2728-2751 Measuring the relevance of the microstructure noise in financial data***by*Mancini, Cecilia**2752-2778 Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes***by*Masuda, Hiroki**2779-2807 Cramér–Karhunen–Loève representation and harmonic principal component analysis of functional time series***by*Panaretos, Victor M. & Tavakoli, Shahin**2808-2828 Testing the characteristics of a Lévy process***by*Reiß, Markus**2829-2850 Power variation from second order differences for pure jump semimartingales***by*Todorov, Viktor**2851-2876 Quasi likelihood analysis of volatility and nondegeneracy of statistical random field***by*Uchida, Masayuki & Yoshida, Nakahiro**2877-2898 Estimation in the presence of many nuisance parameters: Composite likelihood and plug-in likelihood***by*Wu, Billy & Yao, Qiwei & Zhu, Shiwu**2899-2920 Asymptotic theory for maximum deviations of sample covariance matrix estimates***by*Xiao, Han & Wu, Wei Biao

### 2013, Volume 123, Issue 6

**1871-1890 Characterization of the finite variation property for a class of stationary increment infinitely divisible processes***by*Basse-O’Connor, Andreas & Rosiński, Jan**1891-1921 Excursions and path functionals for stochastic processes with asymptotically zero drifts***by*Hryniv, Ostap & Menshikov, Mikhail V. & Wade, Andrew R.**1922-1946 A Darling–Erdös type result for stationary ellipsoids***by*Jirak, Moritz**1947-1986 Heavy tailed solutions of multivariate smoothing transforms***by*Buraczewski, Dariusz & Damek, Ewa & Mentemeier, Sebastian & Mirek, Mariusz**1987-2010 Functional limit theorems for renewal shot noise processes with increasing response functions***by*Iksanov, Alexander**2011-2053 Continuous time trading of a small investor in a limit order market***by*Kühn, Christoph & Stroh, Maximilian**2054-2083 Change of measure in the lookdown particle system***by*Hénard, Olivier**2084-2109 Small noise asymptotic expansions for stochastic PDE’s driven by dissipative nonlinearity and Lévy noise***by*Albeverio, Sergio & Mastrogiacomo, Elisa & Smii, Boubaker**2110-2157 Extension to infinite dimensions of a stochastic second-order model associated with shape splines***by*Vialard, François-Xavier**2158-2174 On the rate of convergence for central limit theorems of sojourn times of Gaussian fields***by*Pham, Viet-Hung**2175-2227 On finite capacity queues with time dependent arrival rates***by*Tan, Xiaoqian & Knessl, Charles & Yang, Yongzhi (Peter)**2228-2271 SPDEs with polynomial growth coefficients and the Malliavin calculus method***by*Zhang, Qi & Zhao, Huaizhong**2272-2285 Stationarity of multivariate particle systems***by*Molchanov, Ilya & Stucki, Kaspar**2286-2302 Strong approximations for nonconventional sums and almost sure limit theorems***by*Kifer, Yuri**2303-2322 Non-commutative stochastic distributions and applications to linear systems theory***by*Alpay, Daniel & Salomon, Guy**2323-2339 Block sampling under strong dependence***by*Zhang, Ting & Ho, Hwai-Chung & Wendler, Martin & Wu, Wei Biao**2340-2352 Large deviations for optimal filtering with fractional Brownian motion***by*Maroulas, Vasileios & Xiong, Jie**2353-2369 Random variables as pathwise integrals with respect to fractional Brownian motion***by*Mishura, Yuliya & Shevchenko, Georgiy & Valkeila, Esko**2370-2397 Muller’s ratchet clicks in finite time***by*Audiffren, Julien & Pardoux, Etienne**2398-2418 Large deviations and related problems for absorbing Markov chains***by*Chen, Jinwen & Deng, Xiaoxue**2419-2445 Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices***by*Kang, Chulmin & Kang, Wanmo**2446-2471 Overlaps and pathwise localization in the Anderson polymer model***by*Comets, Francis & Cranston, Michael

### 2013, Volume 123, Issue 5

**1521-1545 Second order backward stochastic differential equations under a monotonicity condition***by*Possamaï, Dylan**1546-1562 Asymptotic normality of the principal components of functional time series***by*Kokoszka, Piotr & Reimherr, Matthew**1563-1587 Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations***by*Barth, Andrea & Lang, Annika**1588-1615 Coupling and strong Feller for jump processes on Banach spaces***by*Wang, Feng-Yu & Wang, Jian**1616-1637 Semi-linear degenerate backward stochastic partial differential equations and associated forward–backward stochastic differential equations***by*Du, Kai & Zhang, Qi**1638-1670 The set-indexed Lévy process: Stationarity, Markov and sample paths properties***by*Herbin, Erick & Merzbach, Ely**1671-1690 Stability of exponential utility maximization with respect to market perturbations***by*Bayraktar, Erhan & Kravitz, Ross**1691-1715 On the length of an external branch in the Beta-coalescent***by*Dhersin, Jean-Stéphane & Freund, Fabian & Siri-Jégousse, Arno & Yuan, Linglong**1716-1728 Estimates for the density of functionals of SDEs with irregular drift***by*Kohatsu-Higa, Arturo & Makhlouf, Azmi**1729-1749 Characterization of infinite divisibility by duality formulas. Application to Lévy processes and random measures***by*Murr, Rüdiger**1750-1764 Random walks in random environments without ellipticity***by*Lenci, Marco**1765-1779 Self-dual continuous processes***by*Rheinländer, Thorsten & Schmutz, Michael**1780-1801 Self-stabilizing processes in multi-wells landscape in Rd-convergence***by*Tugaut, Julian**1802-1819 Lebesgue approximation of (2,β)-superprocesses***by*He, Xin**1820-1850 First passage times for subordinate Brownian motions***by*Kwaśnicki, Mateusz & Małecki, Jacek & Ryznar, Michał**1851-1870 Backward uniqueness and the existence of the spectral limit for linear parabolic SPDEs***by*Brzeźniak, Zdzisław & Neklyudov, Misha

### 2013, Volume 123, Issue 4

**1183-1212 Law of large numbers for super-Brownian motions with a single point source***by*Grummt, Robert & Kolb, Martin**1213-1228 Derivative formulas and gradient estimates for SDEs driven by α-stable processes***by*Zhang, Xicheng**1229-1275 Fluctuations in an evolutional model of two-dimensional Young diagrams***by*Funaki, Tadahisa & Sasada, Makiko & Sauer, Martin & Xie, Bin**1276-1300 Long-time behavior of stable-like processes***by*Sandrić, Nikola**1301-1318 Girsanov’s formula for G-Brownian motion***by*Osuka, Emi**1319-1347 A fractional credit model with long range dependent default rate***by*Biagini, Francesca & Fink, Holger & Klüppelberg, Claudia**1348-1367 Quenched central limit theorems for random walks in random scenery***by*Guillotin-Plantard, Nadine & Poisat, Julien**1368-1414 Splitting trees with neutral Poissonian mutations II: Largest and oldest families***by*Champagnat, Nicolas & Lambert, Amaury**1415-1453 Advanced MCMC methods for sampling on diffusion pathspace***by*Beskos, Alexandros & Kalogeropoulos, Konstantinos & Pazos, Erik**1454-1471 Marginal densities of the “true” self-repelling motion***by*Dumaz, Laure & Tóth, Bálint**1472-1520 A mean-reverting SDE on correlation matrices***by*Ahdida, Abdelkoddousse & Alfonsi, Aurélien

### 2013, Volume 123, Issue 3

**675-718 Time homogeneous diffusions with a given marginal at a deterministic time***by*Noble, John M.**719-751 Time regularity of solutions to linear equations with Lévy noise in infinite dimensions***by*Peszat, S. & Zabczyk, J.**752-763 Weak and strong approximations of reflected diffusions via penalization methods***by*Słomiński, Leszek**764-795 Potential theory of subordinate Brownian motions with Gaussian components***by*Kim, Panki & Song, Renming & Vondraček, Zoran**796-812 Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes***by*Barczyk, A. & Kern, P.**813-838 Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials II: Airy random point field***by*Osada, Hirofumi**839-886 Central Limit Theorems for approximate quadratic variations of pure jump Itô semimartingales***by*Diop, Assane & Jacod, Jean & Todorov, Viktor**887-933 Martingale expansion in mixed normal limit***by*Yoshida, Nakahiro**934-951 Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise***by*Barbu, Viorel & Brzeźniak, Zdzisław & Hausenblas, Erika & Tubaro, Luciano**952-985 Unified asymptotic theory for nearly unstable AR(p) processes***by*Buchmann, Boris & Chan, Ngai Hang**986-1003 On the density of the supremum of a stable process***by*Kuznetsov, A.**1004-1045 Nonparametric estimation of the local Hurst function of multifractional Gaussian processes***by*Bardet, Jean-Marc & Surgailis, Donatas**1046-1082 Asymptotic analysis for a downside risk minimization problem under partial information***by*Watanabe, Yûsuke**1083-1103 A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution***by*Hu, Yaozhong & Nualart, David & Song, Jian**1104-1137 Maximum principle for quasilinear SPDE’s on a bounded domain without regularity assumptions***by*Denis, Laurent & Matoussi, Anis**1138-1159 Optimal stopping of strong Markov processes***by*Christensen, Sören & Salminen, Paavo & Ta, Bao Quoc**1160-1175 On a stochastic differential equation arising in a price impact model***by*Bank, Peter & Kramkov, Dmitry

### 2013, Volume 123, Issue 2

**275-299 A converse comparison theorem for anticipated BSDEs and related non-linear expectations***by*Yang, Zhe & Elliott, Robert J.**300-328 Regularity properties of viscosity solutions of integro-partial differential equations of Hamilton–Jacobi–Bellman type***by*Jing, Shuai**329-346 Some examples of Skorokhod embeddings obtained from the Azéma–Yor algorithm***by*Lim, Adrian P.C. & Yen, Ju-Yi & Yor, Marc**347-384 Default swap games driven by spectrally negative Lévy processes***by*Egami, Masahiko & Leung, Tim & Yamazaki, Kazutoshi**385-403 Weak invariance principles for sums of dependent random functions***by*Berkes, István & Horváth, Lajos & Rice, Gregory**404-421 A new proof for the conditions of Novikov and Kazamaki***by*Ruf, Johannes**422-445 Oscillation of harmonic functions for subordinate Brownian motion and its applications***by*Kim, Panki & Lee, Yunju**446-474 On truncated variation, upward truncated variation and downward truncated variation for diffusions***by*Łochowski, Rafał M. & Miłoś, Piotr**475-489 An empirical process interpretation of a model of species survival***by*Ben-Ari, Iddo**490-522 Randomly weighted self-normalized Lévy processes***by*Kevei, Péter & Mason, David M.**523-560 Large deviations for stochastic partial differential equations driven by a Poisson random measure***by*Budhiraja, Amarjit & Chen, Jiang & Dupuis, Paul**561-578 A first order phase transition in the threshold θ≥2 contact process on random r-regular graphs and r-trees***by*Chatterjee, Shirshendu & Durrett, Rick**579-602 Stochastic optimal multi-modes switching with a viscosity solution approach***by*El Asri, Brahim**603-628 Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs***by*Pokern, Y. & Stuart, A.M. & van Zanten, J.H.**629-650 Analysis of jump processes with nondegenerate jumping kernels***by*Kassmann, Moritz & Mimica, Ante**651-674 Convergence in total variation on Wiener chaos***by*Nourdin, Ivan & Poly, Guillaume

### 2013, Volume 123, Issue 1

**1-14 A central limit theorem for stationary random fields***by*El Machkouri, Mohamed & Volný, Dalibor & Wu, Wei Biao**15-44 Abelian theorems for stochastic volatility models with application to the estimation of jump activity***by*Belomestny, Denis & Panov, Vladimir**45-75 Small mass asymptotic for the motion with vanishing friction***by*Freidlin, Mark & Hu, Wenqing & Wentzell, Alexander**76-90 A note on Wpγ-theory of linear stochastic parabolic partial differential systems***by*Kim, Kyeong-Hun & Lee, Kijung**91-109 Uniform concentration inequality for ergodic diffusion processes observed at discrete times***by*Galtchouk, L. & Pergamenshchikov, S.**110-130 Hitting times for the perturbed reflecting random walk***by*Serlet, Laurent**131-155 Limit theorems with asymptotic expansions for stochastic processes***by*Yang, Xiangfeng**156-190 Law of large numbers for non-elliptic random walks in dynamic random environments***by*den Hollander, F. & dos Santos, R. & Sidoravicius, V.**191-211 The expected area of the Wiener sausage swept by a disc***by*Uchiyama, Kôhei**212-228 Large volatility-stabilized markets***by*Shkolnikov, Mykhaylo**229-273 On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes***by*Fasen, Vicky & Fuchs, Florian

### 2012, Volume 122, Issue 12

**3837-3851 Spectral representation of intrinsically stationary fields***by*Berschneider, Georg**3852-3874 Global alignment of molecular sequences via ancestral state reconstruction***by*Andoni, Alexandr & Daskalakis, Constantinos & Hassidim, Avinatan & Roch, Sebastien**3875-3900 Lp solutions of reflected BSDEs under monotonicity condition***by*Rozkosz, Andrzej & Słomiński, Leszek**3901-3920 Central limit theorems for realized volatility under hitting times of an irregular grid***by*Fukasawa, Masaaki & Rosenbaum, Mathieu**3921-3952 An Lp-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes***by*Kim, Kyeong-Hun & Kim, Panki**3953-3979 Geometric ergodicity of a bead–spring pair with stochastic Stokes forcing***by*Mattingly, Jonathan C. & McKinley, Scott A. & Pillai, Natesh S.**3980-4004 On non-Markovian forward–backward SDEs and backward stochastic PDEs***by*Ma, Jin & Yin, Hong & Zhang, Jianfeng**4005-4027 On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs***by*Bai, Lihua & Paulsen, Jostein**4028-4053 The point process approach for fractionally differentiated random walks under heavy traffic***by*Barbe, Ph. & McCormick, W.P.**4054-4095 Quasi-stationary distributions and Yaglom limits of self-similar Markov processes***by*Haas, Bénédicte & Rivero, Víctor**4096-4120 The scaling limit of Poisson-driven order statistics with applications in geometric probability***by*Schulte, Matthias & Thäle, Christoph

### 2012, Volume 122, Issue 11

**3619-3647 On absolutely continuous compensators and nonlinear filtering equations in default risk models***by*Çetin, Umut