# Elsevier

# Stochastic Processes and their Applications

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### 2014, Volume 124, Issue 12

**4202-4223 Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score***by*Chabriac, Claudie & Lagnoux, Agnès & Mercier, Sabine & Vallois, Pierre**4224-4243 On the independence of the value function for stochastic differential games of the probability space***by*Krylov, N.V.**4244-4265 Robustness of exponential dichotomies in mean***by*Barreira, Luis & Valls, Claudia**4266-4282 On the eigenvalue process of a matrix fractional Brownian motion***by*Nualart, David & Pérez-Abreu, Victor

### 2014, Volume 124, Issue 11

**3507-3534 Cylindrical fractional Brownian motion in Banach spaces***by*Issoglio, E. & Riedle, M.**3535-3552 A stochastic approach to the harmonic map heat flow on manifolds with time-dependent Riemannian metric***by*Guo, Hongxin & Philipowski, Robert & Thalmaier, Anton**3553-3577 Limit theorems for strongly and intermediately supercritical branching processes in random environment with linear fractional offspring distributions***by*Böinghoff, Christian**3578-3611 Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models***by*Richter, Anja**3612-3650 Dirichlet heat kernel for unimodal Lévy processes***by*Bogdan, Krzysztof & Grzywny, Tomasz & Ryznar, Michał**3651-3660 A conditionally sure ergodic theorem with an application to percolation***by*Keane, Michael & Takei, Masato**3661-3697 Escape times for branching processes with random mutational fitness effects***by*Foo, Jasmine & Leder, Kevin & Zhu, Junfeng**3698-3723 Front velocity and directed polymers in random medium***by*Cortines, Aser**3724-3768 Determinantal martingales and noncolliding diffusion processes***by*Katori, Makoto**3769-3781 A strictly stationary β-mixing process satisfying the central limit theorem but not the weak invariance principle***by*Giraudo, Davide & Volný, Dalibor**3782-3806 Central limit theorem for functionals of two independent fractional Brownian motions***by*Nualart, David & Xu, Fangjun**3807-3818 Singularity of full scaling limits of planar nearcritical percolation***by*Aumann, Simon**3819-3845 Measurability of semimartingale characteristics with respect to the probability law***by*Neufeld, Ariel & Nutz, Marcel**3846-3868 On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion***by*Jung, Paul & Markowsky, Greg**3869-3885 Stochastic differential equations driven by G-Brownian motion and ordinary differential equations***by*Luo, Peng & Wang, Falei

### 2014, Volume 124, Issue 9

**2799-2823 Ergodicity for time-changed symmetric stable processes***by*Chen, Zhen-Qing & Wang, Jian**2824-2867 Limiting distribution for the maximal standardized increment of a random walk***by*Kabluchko, Zakhar & Wang, Yizao**2868-2891 Hedging of defaultable claims in a structural model using a locally risk-minimizing approach***by*Okhrati, Ramin & Balbás, Alejandro & Garrido, José**2892-2916 Backward SDEs driven by Gaussian processes***by*Bender, Christian**2917-2953 A general study of extremes of stationary tessellations with examples***by*Chenavier, Nicolas**2954-3008 Quasi-likelihood analysis for nonsynchronously observed diffusion processes***by*Ogihara, Teppei & Yoshida, Nakahiro**3009-3030 Information, no-arbitrage and completeness for asset price models with a change point***by*Fontana, Claudio & Grbac, Zorana & Jeanblanc, Monique & Li, Qinghua**3031-3054 Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps***by*Quenez, Marie-Claire & Sulem, Agnès**3055-3083 Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in C1,η open sets***by*Kim, Kyung-Youn & Kim, Panki**3084-3105 Generalized Gaussian bridges***by*Sottinen, Tommi & Yazigi, Adil**3106-3120 An excursion approach to maxima of the Brownian bridge***by*Perman, Mihael & Wellner, Jon A.**3121-3145 The multifractal nature of Volterra–Lévy processes***by*Neuman, Eyal

### 2014, Volume 124, Issue 8

**2543-2582 Localization of Wiener functionals of fractional regularity and applications***by*He, Kai & Ren, Jiagang & Zhang, Hua**2583-2604 Solvability of forward–backward stochastic partial differential equations***by*Yin, Hong**2605-2627 Operator self-similar processes and functional central limit theorems***by*Characiejus, Vaidotas & Račkauskas, Alfredas**2628-2653 BSDEs under partial information and financial applications***by*Ceci, Claudia & Cretarola, Alessandra & Russo, Francesco**2654-2671 Splitting multidimensional BSDEs and finding local equilibria***by*Frei, Christoph**2672-2698 Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection***by*Nie, Tianyang & Rutkowski, Marek**2699-2753 Limit theorems for the pre-averaged Hayashi–Yoshida estimator with random sampling***by*Koike, Yuta**2754-2770 Scenery reconstruction on finite abelian groups***by*Finucane, Hilary & Tamuz, Omer & Yaari, Yariv**2771-2798 Asymptotic behaviour of an infinitely-many-alleles diffusion with symmetric overdominance***by*Zhou, Youzhou

### 2014, Volume 124, Issue 5

**1741-1772 The stochastic fluid–fluid model: A stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself***by*Bean, Nigel G. & O’Reilly, Małgorzata M.**1773-1812 Two population models with constrained migrations***by*Normand, Raoul**1813-1848 Forward–backward systems for expected utility maximization***by*Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing**1849-1880 Intersection local times for interlacements***by*Rosen, Jay**1881-1909 Approximations of non-smooth integral type functionals of one dimensional diffusion processes***by*Kohatsu-Higa, A. & Makhlouf, A. & Ngo, H.L.**1910-1941 Representation of Gaussian isotropic spin random fields***by*Baldi, Paolo & Rossi, Maurizia**1942-1973 Limit theorems for power variations of ambit fields driven by white noise***by*Pakkanen, Mikko S.**1974-2002 Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise***by*Röckner, Michael & Zhu, Rongchan & Zhu, Xiangchan

### 2014, Volume 124, Issue 4

**1469-1502 Level set percolation for random interlacements and the Gaussian free field***by*Rodriguez, Pierre-François**1503-1518 Random walks in cones: The case of nonzero drift***by*Duraj, Jetlir**1519-1565 Stochastic equations of super-Lévy processes with general branching mechanism***by*He, Hui & Li, Zenghu & Yang, Xu**1566-1581 Comparison inequalities on Wiener space***by*Nourdin, Ivan & Peccati, Giovanni & Viens, Frederi G.**1582-1611 Lp estimates for fully coupled FBSDEs with jumps***by*Li, Juan & Wei, Qingmeng**1612-1626 A general correlation inequality and the Almost Sure Local Limit Theorem for random sequences in the domain of attraction of a stable law***by*Giuliano, Rita & Szewczak, Zbigniew S.**1627-1647 Well-posedness of the stochastic KdV–Burgers equation***by*Richards, Geordie**1648-1678 On geometric and algebraic transience for discrete-time Markov chains***by*Mao, Yong-Hua & Song, Yan-Hong**1679-1709 BSDEs driven by time-changed Lévy noises and optimal control***by*Di Nunno, Giulia & Sjursen, Steffen**1710-1739 Generalized Hermite processes, discrete chaos and limit theorems***by*Bai, Shuyang & Taqqu, Murad S.

### 2014, Volume 124, Issue 3

**1197-1225 Approximation of stationary solutions to SDEs driven by multiplicative fractional noise***by*Cohen, Serge & Panloup, Fabien & Tindel, Samy**1226-1235 Riemann-integration and a new proof of the Bichteler–Dellacherie theorem***by*Beiglböck, M. & Siorpaes, P.**1236-1260 Estimation for stochastic damping hamiltonian systems under partial observation—I. Invariant density***by*Cattiaux, Patrick & León, José R. & Prieur, Clémentine**1261-1274 Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise***by*Wang, Feng-Yu & Zhang, Tusheng**1275-1302 Some results on general quadratic reflected BSDEs driven by a continuous martingale***by*Lionnet, Arnaud**1303-1334 Unavoidable collections of balls for isotropic Lévy processes***by*Mimica, Ante & Vondraček, Zoran**1335-1367 Fractional diffusion limit for a stochastic kinetic equation***by*De Moor, Sylvain**1368-1407 Monotonicity of the reflected Bessel transition density on the diagonal***by*Vo, Van**1408-1435 Occupation times of intervals until first passage times for spectrally negative Lévy processes***by*Loeffen, Ronnie L. & Renaud, Jean-François & Zhou, Xiaowen**1436-1468 Fluid limits of many-server queues with abandonments, general service and continuous patience time distributions***by*Walsh Zuñiga, Alexander

### 2014, Volume 124, Issue 2

**985-1010 Multilevel Monte Carlo simulation for Lévy processes based on the Wiener–Hopf factorisation***by*Ferreiro-Castilla, A. & Kyprianou, A.E. & Scheichl, R. & Suryanarayana, G.**1011-1035 Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes***by*Pilipauskaitė, Vytautė & Surgailis, Donatas**1036-1054 The Quicksort process***by*Ragab, Mahmoud & Roesler, Uwe**1055-1069 Mirror and synchronous couplings of geometric Brownian motions***by*Jacka, Saul D. & Mijatović, Aleksandar & Širaj, Dejan**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