# Elsevier

# Stochastic Processes and their Applications

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### 2012, Volume 122, Issue 12

**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**3648-3679 Convergence of a misanthrope process to the entropy solution of 1D problems***by*Eymard, R. & Roussignol, M. & Tordeux, A.**3680-3700 Linear prediction in functional data analysis***by*Shin, Hyejin & Hsing, Tailen**3701-3717 Consensus in the two-state Axelrod model***by*Lanchier, Nicolas & Schweinsberg, Jason**3718-3739 The rate of convergence of Hurst index estimate for the stochastic differential equation***by*Kubilius, K. & Mishura, Y.**3740-3756 Total variation approximation for quasi-equilibrium distributions, II***by*Barbour, A.D. & Pollett, P.K.**3757-3766 Coalescence in the recent past in rapidly growing populations***by*Athreya, K.B.**3767-3789 Asymptotic results for renewal risk models with risky investments***by*Albrecher, Hansjoerg & Constantinescu, Corina & Thomann, Enrique**3790-3811 Strong mixing properties of max-infinitely divisible random fields***by*Dombry, Clément & Eyi-Minko, Frédéric**3812-3836 On the drawdown of completely asymmetric Lévy processes***by*Mijatović, Aleksandar & Pistorius, Martijn R.

### 2012, Volume 122, Issue 10

**3361-3392 Efficient rare-event simulation for perpetuities***by*Blanchet, Jose & Lam, Henry & Zwart, Bert**3393-3424 Sharp large deviations for the non-stationary Ornstein–Uhlenbeck process***by*Bercu, Bernard & Coutin, Laure & Savy, Nicolas**3425-3444 Large deviations for invariant measures of SPDEs with two reflecting walls***by*Zhang, Tusheng**3445-3459 Affine processes on positive semidefinite d×d matrices have jumps of finite variation in dimension d>1***by*Mayerhofer, Eberhard**3460-3505 Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes***by*Harnett, Daniel & Nualart, David**3506-3512 On the Markov property of some Brownian martingales***by*Fan, J.Y. & Hamza, K. & Klebaner, F.C.**3513-3544 From Sturm–Liouville problems to fractional and anomalous diffusions***by*D’Ovidio, Mirko**3545-3559 Hoeffding’s inequality for supermartingales***by*Fan, Xiequan & Grama, Ion & Liu, Quansheng**3560-3579 Random pinning model with finite range correlations: Disorder relevant regime***by*Poisat, Julien**3580-3617 Fractional P(ϕ)1-processes and Gibbs measures***by*Kaleta, Kamil & Lőrinczi, József

### 2012, Volume 122, Issue 7

**2521-2552 A contrast estimator for completely or partially observed hypoelliptic diffusion***by*Samson, Adeline & Thieullen, Michèle**2553-2593 Strong and weak orders in averaging for SPDEs***by*Bréhier, Charles-Edouard**2594-2609 Subcritical branching processes in a random environment without the Cramer condition***by*Vatutin, Vladimir & Zheng, Xinghua**2610-2638 On the Wiener–Hopf factorization for Lévy processes with bounded positive jumps***by*Kuznetsov, A. & Peng, X.**2639-2667 Sampling per mode for rare event simulation in switching diffusions***by*Krystul, Jaroslav & Le Gland, François & Lezaud, Pascal**2668-2700 Stochastic variational inequalities with oblique subgradients***by*Gassous, Anouar M. & Răşcanu, Aurel & Rotenstein, Eduard**2701-2729 On the number of empty boxes in the Bernoulli sieve II***by*Iksanov, Alexander**2730-2757 On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs***by*Mikulevicius, R.**2758-2780 On the semimartingale nature of Feller processes with killing***by*Schnurr, Alexander

### 2012, Volume 122, Issue 6

**2265-2291 On backward stochastic differential equations and strict local martingales***by*Xing, Hao**2292-2318 Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes***by*Pakdaman, Khashayar & Thieullen, Michèle & Wainrib, Gilles**2319-2328 Hunt’s hypothesis (H) and Getoor’s conjecture for Lévy processes***by*Hu, Ze-Chun & Sun, Wei**2329-2345 On the limit distributions of continuous-state branching processes with immigration***by*Keller-Ressel, Martin & Mijatović, Aleksandar**2346-2382 2-microlocal analysis of martingales and stochastic integrals***by*Balança, Paul & Herbin, Erick**2383-2399 Functions of bounded variation on the classical Wiener space and an extended Ocone–Karatzas formula***by*Pratelli, M. & Trevisan, D.**2400-2410 Conditions for the existence of quasi-stationary distributions for birth–death processes with killing***by*van Doorn, Erik A.**2411-2453 An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory***by*Bibinger, Markus**2454-2479 Some properties of the Itô–Wiener expansion of the solution of a stochastic differential equation and local times***by*Rudenko, Alexey**2486-2519 BSDEs in utility maximization with BMO market price of risk***by*Frei, Christoph & Mocha, Markus & Westray, Nicholas

### 2012, Volume 122, Issue 5

**2019-2052 Time discretization and quantization methods for optimal multiple switching problem***by*Gassiat, Paul & Kharroubi, Idris & Pham, Huyên**2053-2077 Random times and multiplicative systems***by*Li, Libo & Rutkowski, Marek**2078-2116 Generalized fractional smoothness and Lp-variation of BSDEs with non-Lipschitz terminal condition***by*Geiss, Christel & Geiss, Stefan & Gobet, Emmanuel**2117-2133 A sharp estimate for cover times on binary trees***by*Ding, Jian & Zeitouni, Ofer**2134-2154 Particle picture interpretation of some Gaussian processes related to fractional Brownian motion***by*Bojdecki, Tomasz & Talarczyk, Anna**2155-2184 Central limit theorem for Markov processes with spectral gap in the Wasserstein metric***by*Komorowski, Tomasz & Walczuk, Anna**2185-2210 Harmonic deformation of Delaunay triangulations***by*Ferrari, Pablo A. & Grisi, Rafael M. & Groisman, Pablo**2211-2248 On the 3-D stochastic magnetohydrodynamic-α model***by*Deugoué, Gabriel & Razafimandimby, Paul André & Sango, Mamadou**2249-2263 Optimal detection of a hidden target: The median rule***by*Peskir, Goran

### 2012, Volume 122, Issue 4

**1155-1203 Quadratic reflected BSDEs with unbounded obstacles***by*Bayraktar, Erhan & Yao, Song**1204-1209 A short proof of the Doob–Meyer theorem***by*Beiglböck, Mathias & Schachermayer, Walter & Veliyev, Bezirgen**1210-1225 An optimal stopping problem for fragmentation processes***by*Kyprianou, Andreas E. & Pardo, Juan Carlos**1226-1247 Permanental vectors***by*Kogan, Hana & Marcus, Michael B.**1248-1275 Large time asymptotic problems for optimal stochastic control with superlinear cost***by*Ichihara, Naoyuki**1276-1303 Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution***by*Barbe, Ph. & McCormick, W.P.**1304-1331 Fluctuations of interacting Markov chain Monte Carlo methods***by*Bercu, Bernard & Del Moral, Pierre & Doucet, Arnaud**1332-1368 Particle filters with random resampling times***by*Crisan, D. & Obanubi, O.**1369-1396 A monotonicity property for random walk in a partially random environment***by*Holmes, Mark & Sun, Rongfeng**1397-1436 Sharp critical behavior for pinning models in a random correlated environment***by*Berger, Quentin & Lacoin, Hubert**1437-1455 Stochastic algorithms for computing means of probability measures***by*Arnaudon, Marc & Dombry, Clément & Phan, Anthony & Yang, Le**1456-1486 Scalar conservation laws with fractional stochastic forcing: Existence, uniqueness and invariant measure***by*Saussereau, Bruno & Stoica, Ion Lucretiu**1487-1518 Multivariate generalized Ornstein–Uhlenbeck processes***by*Behme, Anita & Lindner, Alexander**1519-1539 The transition from ergodic to explosive behavior in a family of stochastic differential equations***by*Birrell, Jeremiah & Herzog, David P. & Wehr, Jan**1540-1565 Existence, minimality and approximation of solutions to BSDEs with convex drivers***by*Cheridito, Patrick & Stadje, Mitja**1566-1581 Markov modulation of a two-sided reflected Brownian motion with application to fluid queues***by*D’Auria, Bernardo & Kella, Offer**1582-1600 On some universal σ-finite measures related to a remarkable class of submartingales***by*Najnudel, Joseph & Nikeghbali, Ashkan**1601-1626 Representing filtration consistent nonlinear expectations as g-expectations in general probability spaces***by*Cohen, Samuel N.**1627-1651 Stein’s method for invariant measures of diffusions via Malliavin calculus***by*Kusuoka, Seiichiro & Tudor, Ciprian A.**1652-1671 Random walks on Galton–Watson trees with random conductances***by*Gantert, Nina & Müller, Sebastian & Popov, Serguei & Vachkovskaia, Marina**1672-1708 A one-dimensional coagulation–fragmentation process with a dynamical phase transition***by*Bernardin, Cédric & Toninelli, Fabio Lucio**1709-1729 Positivity and explosion in mean Lp-norm of stochastic functional parabolic equations of retarded type***by*Chow, Pao-Liu & Liu, Kai**1730-1747 Large systems of diffusions interacting through their ranks***by*Shkolnikov, Mykhaylo**1748-1776 On nodal domains and higher-order Cheeger inequalities of finite reversible Markov processes***by*Daneshgar, Amir & Javadi, Ramin & Miclo, Laurent**1777-1807 Tail behavior of solutions of linear recursions on trees***by*Olvera-Cravioto, Mariana**1808-1839 Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps***by*Figueroa-López, José E. & Gong, Ruoting & Houdré, Christian**1840-1865 Linear variance bounds for particle approximations of time-homogeneous Feynman–Kac formulae***by*Whiteley, Nick & Kantas, Nikolas & Jasra, Ajay**1866-1886 Percolation of even sites for random sequential adsorption***by*Penrose, Mathew D. & Rosoman, Tom**1887-1916 The Burgers equation with affine linear noise: Dynamics and stability***by*Mohammed, Salah & Zhang, Tusheng**1917-1946 A BSDE approach to stochastic differential games with incomplete information***by*Grün, Christine**1947-1987 Large deviations for multiscale diffusion via weak convergence methods***by*Dupuis, Paul & Spiliopoulos, Konstantinos**1988-1997 On Lundh’s percolation diffusion***by*Carroll, Tom & O’Donovan, Julie & Ortega-Cerdà, Joaquim**1998-2017 Convergence of invariant measures for singular stochastic diffusion equations***by*Ciotir, Ioana & Tölle, Jonas M.

### 2012, Volume 122, Issue 3

**725-757 Functional convergence of stochastic integrals with application to statistical inference***by*Davis, Richard A. & Song, Li**758-786 Scaling analysis of multiple-try MCMC methods***by*Bédard, Mylène & Douc, Randal & Moulines, Eric**787-807 U-processes, U-quantile processes and generalized linear statistics of dependent data***by*Wendler, Martin**808-843 On generalized Malliavin calculus***by*Lototsky, S.V. & Rozovskii, B.L. & Seleši, D.**844-884 Long time asymptotics of a Brownian particle coupled with a random environment with non-diffusive feedback force***by*Ottobre, Michela**885-909 Berry–Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables***by*Veillette, Mark S. & Taqqu, Murad S.**910-929 Asymptotics for statistical functionals of long-memory sequences***by*Beutner, Eric & Wu, Wei Biao & Zähle, Henryk**930-951 Study of dependence for some stochastic processes: Symbolic Markov copulae***by*Bielecki, Tomasz R. & Jakubowski, Jacek & Niewȩgłowski, Mariusz**952-967 Stochastic order for alpha-permanental point processes***by*Eisenbaum, Nathalie**968-1002 The exact packing measure of Lévy trees***by*Duquesne, Thomas**1003-1033 Splitting trees with neutral Poissonian mutations I: Small families***by*Champagnat, Nicolas & Lambert, Amaury**1034-1067 Explicit solutions of the exit problem for a class of Lévy processes; applications to the pricing of double-barrier options***by*Fourati, Sonia**1068-1092 Estimation for the change point of volatility in a stochastic differential equation***by*Iacus, Stefano M. & Yoshida, Nakahiro**1093-1109 Decomposability for stable processes***by*Wang, Yizao & Stoev, Stilian A. & Roy, Parthanil**1110-1128 Sojourn times and the fragility index***by*Falk, Michael & Hofmann, Martin**1129-1153 k-independent percolation on trees***by*Mathieu, Pierre & Temmel, Christoph

### 2012, Volume 122, Issue 2

**449-465 The central limit theorem for sums of trimmed variables with heavy tails***by*Berkes, István & Horváth, Lajos**466-497 Pathwise definition of second-order SDEs***by*Quer-Sardanyons, Lluís & Tindel, Samy**498-521 Properties of the limit shape for some last-passage growth models in random environments***by*Lin, Hao & Seppäläinen, Timo**522-545 Moments, moderate and large deviations for a branching process in a random environment***by*Huang, Chunmao & Liu, Quansheng**546-581 Large deviations of realized volatility***by*Kanaya, Shin & Otsu, Taisuke**582-599 On exceedances of high levels***by*Novak, S.Y. & Xia, A.**600-622 Hedging electricity swaptions using partial integro-differential equations***by*Hepperger, Peter**623-653 Effect of truncation on large deviations for heavy-tailed random vectors***by*Chakrabarty, Arijit**654-663 On the distribution of exponential functionals for Lévy processes with jumps of rational transform***by*Kuznetsov, A.**664-675 Weak approximation of G-expectations***by*Dolinsky, Yan & Nutz, Marcel & Soner, H. Mete**676-713 Flying randomly in Rd with Dirichlet displacements***by*De Gregorio, Alessandro & Orsingher, Enzo

### 2011, Volume 121, Issue 12

**2715-2750 Stochastic representation for solutions of Isaacs’ type integral–partial differential equations***by*Buckdahn, Rainer & Hu, Ying & Li, Juan**2751-2775 On confined McKean Langevin processes satisfying the mean no-permeability boundary condition***by*Bossy, Mireille & Jabir, Jean-François**2776-2801 Approximation of stationary solutions of Gaussian driven stochastic differential equations***by*Cohen, Serge & Panloup, Fabien**2802-2817 A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time***by*Forde, Martin**2818-2838 A local limit theorem for a transient chaotic walk in a frozen environment***by*Leskelä, Lasse & Stenlund, Mikko**2839-2860 On the stability and ergodicity of adaptive scaling Metropolis algorithms***by*Vihola, Matti**2861-2898 Recovery rates in investment-grade pools of credit assets: A large deviations analysis***by*Spiliopoulos, Konstantinos & Sowers, Richard B.**2899-2924 Nonparametric regression with martingale increment errors***by*Delattre, Sylvain & Gaïffas, Stéphane**2925-2953 Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data***by*Csörgő, Miklós & Martsynyuk, Yuliya V.

### 2011, Volume 121, Issue 11

**2455-2473 DNA approach to scenery reconstruction***by*Matzinger, Heinrich & Pinzon, Angelica Pachon**2474-2487 A non-ergodic probabilistic cellular automaton with a unique invariant measure***by*Chassaing, Philippe & Mairesse, Jean**2488-2506 Context tree selection: A unifying view***by*Garivier, A. & Leonardi, F.**2507-2552 Convergence of a queueing system in heavy traffic with general patience-time distributions***by*Lee, Chihoon & Weerasinghe, Ananda**2553-2570 Markov chain mixing time on cycles***by*Balázs, Gerencsér**2571-2591 Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems***by*Bretó, Carles & Ionides, Edward L.**2592-2605 Extremes of Gaussian processes with a smooth random variance***by*Hösler, Jörg & Piterbarg, Vladimir & Rumyantseva, Ekaterina**2606-2628 Rearrangements of Gaussian fields***by*Lachióze-Rey, Raphaël & Davydov, Youri**2629-2641 Occupation times of spectrally negative Lévy processes with applications***by*Landriault, David & Renaud, Jean-François & Zhou, Xiaowen**2642-2677 Multi-operator scaling random fields***by*Biermé, Hermine & Lacaux, Céline & Scheffler, Hans-Peter**2678-2691 On the semimartingale property of discounted asset-price processes***by*Kardaras, Constantinos & Platen, Eckhard**2692-2710 Harnack inequalities for functional SDEs with multiplicative noise and applications***by*Wang, Feng-Yu & Yuan, Chenggui**2711-2714 Corrigendum to âConstructions of coupling processes for Lévy processesâ***by*Böttcher, Björn & Schilling, René L. & Wang, Jian

### 2011, Volume 121, Issue 10

**2189-2200 A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients***by*Gyöngy, István & Rásonyi, Miklós**2201-2230 Hybrid Monte Carlo on Hilbert spaces***by*Beskos, A. & Pinski, F.J. & Sanz-Serna, J.M. & Stuart, A.M.**2231-2242 Convergence to type I distribution of the extremes of sequences defined by random difference equation***by*Hitczenko, Pawel**2243-2271 Large deviations for renewal processes***by*Lefevere, Raphaël & Mariani, Mauro & Zambotti, Lorenzo**2272-2302 Large deviations for the local fluctuations of random walks***by*Barral, Julien & Loiseau, Patrick**2303-2330 Almost sure asymptotics for the local time of a diffusion in Brownian environment***by*Diel, Roland**2331-2360 Stationarity and geometric ergodicity of BEKK multivariate GARCH models***by*Boussama, Farid & Fuchs, Florian & Stelzer, Robert**2361-2392 Stopping of functionals with discontinuity at the boundary of an open set***by*Palczewski, Jan & Stettner, Lukasz**2393-2415 Absolute continuity under flows generated by SDE with measurable drift coefficients***by*Luo, Dejun**2416-2454 Nonsynchronous covariation process and limit theorems***by*Hayashi, Takaki & Yoshida, Nakahiro

### 2011, Volume 121, Issue 9

**1901-1937 Survival of branching random walks with absorption***by*Aïdékon, Elie & Jaffuel, Bruno**1938-1961 A note on summability of ladder heights and the distributions of ladder epochs for random walks***by*Uchiyama, Kôhei**1962-1981 An overshoot approach to recurrence and transience of Markov processes***by*Böttcher, Björn**1982-2013 Local time-space calculus for symmetric Lévy processes***by*Walsh, Alexander**2014-2042 A chain of interacting particles under strain***by*Allman, Michael & Betz, Volker & Hairer, Martin**2043-2048 Critical point and percolation probability in a long range site percolation model on***by*de Lima, Bernardo N.B. & Sanchis, Rémy & Silva, Roger W.C.**2049-2063 Extremes of the time-average of stationary Gaussian processes***by*De[combining cedilla]bicki, Krzysztof & Tabis, Kamil**2064-2071 Isotropic self-similar Markov processes***by*Liao, Ming & Wang, Longmin**2072-2086 On strong solutions for positive definite jump diffusions***by*Mayerhofer, Eberhard & Pfaffel, Oliver & Stelzer, Robert**2087-2113 Estimates for the probability that Itô processes remain near a path***by*Bally, Vlad & Fernández, Begoña & Meda, Ana**2114-2150 FBSDEs with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity***by*dos Reis, Gonçalo & Réveillac, Anthony & Zhang, Jianing**2151-2185 Neighborhood radius estimation for variable-neighborhood random fields***by*Löcherbach, Eva & Orlandi, Enza**2186-2187 Corrigendum to "Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times" [Stochastic Process. Appl. 111 (2004) 237-258]***by*Daley, Daryl J. & Klüppelberg, Claudia & Yang, Yang

### 2011, Volume 121, Issue 8

**1633-1677 Metastability of reversible finite state Markov processes***by*Beltrán, J. & Landim, C.**1678-1704 An explicit model of default time with given survival probability***by*Jeanblanc, Monique & Song, Shiqi**1705-1719 The asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences***by*Krajka, Tomasz**1720-1748 On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes***by*Mikulevicius, Remigijus & Zhang, Changyong**1749-1769 Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes***by*Isozaki, Yasuki**1770-1784 Properties of hitting times for G-martingales and their applications***by*Song, Yongsheng**1785-1815 Filtering partially observable diffusions up to the exit time from a domain***by*Krylov, N.V. & Wang, Teng**1816-1844 Occupation time distributions for the telegraph process***by*Bogachev, Leonid & Ratanov, Nikita**1845-1863 Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve***by*Trutnau, Gerald**1864-1899 Rough Volterra equations 2: Convolutional generalized integrals***by*Deya, Aurélien & Tindel, Samy

### 2011, Volume 121, Issue 7

**1445-1463 Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations***by*Flandoli, F. & Gubinelli, M. & Priola, E.**1464-1491 An approximation scheme for reflected stochastic differential equations***by*Evans, Lawrence Christopher & Stroock, Daniel W.**1492-1508 Stopping times and related Itô's calculus with G-Brownian motion***by*Li, Xinpeng & Peng, Shige**1509-1523 Real harmonizable multifractional stable process and its local properties***by*Dozzi, Marco & Shevchenko, Georgiy**1524-1545 Transient behavior of the Halfin-Whitt diffusion***by*van Leeuwaarden, Johan S.H. & Knessl, Charles**1546-1564 A Lévy input model with additional state-dependent services***by*Palmowski, Zbigniew & Vlasiou, Maria**1565-1587 A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations***by*Dereich, Steffen & Heidenreich, Felix**1588-1606 Martingale representation for Poisson processes with applications to minimal variance hedging***by*Last, Günter & Penrose, Mathew D.**1607-1632 Asymptotic results for time-changed Lévy processes sampled at hitting times***by*Rosenbaum, Mathieu & Tankov, Peter

### 2011, Volume 121, Issue 6

**1177-1177 Itô prize 2011***by*Griniari, Elena**1178-1200 Multivariate operator-self-similar random fields***by*Li, Yuqiang & Xiao, Yimin**1201-1216 Constructions of coupling processes for Lévy processes***by*Böttcher, Björn & Schilling, René L. & Wang, Jian**1217-1244 Spectral estimation of the Lévy density in partially observed affine models***by*Belomestny, Denis**1245-1265 Transition density estimates for jump Lévy processes***by*Sztonyk, Pawel**1266-1289 The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process***by*Baurdoux, E.J. & Kyprianou, A.E. & Pardo, J.C.**1290-1314 On the local time of random walk on the 2-dimensional comb***by*Csáki, Endre & Csörgo, Miklós & Földes, Antónia & Révész, Pál**1315-1331 The prolific backbone for supercritical superprocesses***by*Berestycki, J. & Kyprianou, A.E. & Murillo-Salas, A.**1332-1355 Riesz transform and integration by parts formulas for random variables***by*Bally, Vlad & Caramellino, Lucia**1356-1372 Systems of stochastic partial differential equations with reflection: Existence and uniqueness***by*Zhang, Tusheng**1373-1388 Quasi-invariant stochastic flows of SDEs with non-smooth drifts on compact manifolds***by*Zhang, Xicheng**1389-1410 Random times with given survival probability and their -martingale decomposition formula***by*Jeanblanc, Monique & Song, Shiqi**1411-1444 Smoluchowski's equation: Rate of convergence of the Marcus-Lushnikov process***by*Cepeda, Eduardo & Fournier, Nicolas

### 2011, Volume 121, Issue 5

**899-924 Exit time and invariant measure asymptotics for small noise constrained diffusions***by*Biswas, Anup & Budhiraja, Amarjit**925-956 The small world effect on the coalescing time of random walks***by*Bertacchi, Daniela & Borrello, Davide**957-988 Convergence of a stochastic particle approximation for fractional scalar conservation laws***by*Jourdain, Benjamin & Roux, Raphaël**989-1012 Intrinsic volumes of the maximal polytope process in higher dimensional STIT tessellations***by*Schreiber, Tomasz & Thäle, Christoph**1013-1043 Rates of convergence in the central limit theorem for linear statistics of martingale differences***by*Dedecker, Jérôme & Merlevède, Florence**1044-1075 Asymptotic and spectral properties of exponentially [phi]-ergodic Markov processes***by*Kulik, Alexey M.**1076-1096 Empirical processes of multidimensional systems with multiple mixing properties***by*Dehling, Herold & Durieu, Olivier**1097-1124 Limit theorems in the Fourier transform method for the estimation of multivariate volatility***by*Clément, Emmanuelle & Gloter, Arnaud**1125-1137 Ruin probability in the Cramér-Lundberg model with risky investments***by*Xiong, Sheng & Yang, Wei-Shih**1138-1147 Conditional distribution of heavy tailed random variables on large deviations of their sum***by*Armendáriz, Inés & Loulakis, Michail**1148-1172 Green function estimates for relativistic stable processes in half-space-like open sets***by*Chen, Zhen-Qing & Kim, Panki & Song, Renming

### 2011, Volume 121, Issue 4

**673-700 Ergodicity of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noise***by*Romito, Marco & Xu, Lihu**701-724 Parameter estimation for the stochastically perturbed Navier-Stokes equations***by*Cialenco, Igor & Glatt-Holtz, Nathan**725-758 Hydrostatics and dynamical large deviations of boundary driven gradient symmetric exclusion processes***by*Farfan, J. & Landim, C. & Mourragui, M.