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# Stochastic Processes and their Applications

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### 2012, Volume 122, Issue 4

**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.**759-792 Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions***by*Baudoin, Fabrice & Ouyang, Cheng**793-812 Quantitative Breuer-Major theorems***by*Nourdin, Ivan & Peccati, Giovanni & Podolskij, Mark**813-844 Locally stationary long memory estimation***by*Roueff, François & von Sachs, Rainer**845-855 The speed of convergence of the Threshold estimator of integrated variance***by*Mancini, Cecilia**856-884 Lévy random bridges and the modelling of financial information***by*Hoyle, Edward & Hughston, Lane P. & Macrina, Andrea**885-895 Phase transition on the degree sequence of a random graph process with vertex copying and deletion***by*Cai, Kai-Yuan & Dong, Zhao & Liu, Ke & Wu, Xian-Yuan

### 2011, Volume 121, Issue 3

**407-426 Ergodic BSDEs under weak dissipative assumptions***by*Debussche, Arnaud & Hu, Ying & Tessitore, Gianmario**427-440 One-dimensional BSDEs with finite and infinite time horizons***by*Fan, ShengJun & Jiang, Long & Tian, DeJian**441-465 Bessel processes and hyperbolic Brownian motions stopped at different random times***by*D'Ovidio, Mirko & Orsingher, Enzo**466-478 Gradient estimate for Ornstein-Uhlenbeck jump processes***by*Wang, Feng-Yu**479-514 Fluctuations of the empirical quantiles of independent Brownian motions***by*Swanson, Jason**515-533 Extremes of the standardized Gaussian noise***by*Kabluchko, Zakhar**534-567 Dynamic Markov bridges motivated by models of insider trading***by*Campi, Luciano & Çetin, Umut & Danilova, Albina**568-582 A characterization of the martingale property of exponentially affine processes***by*Mayerhofer, Eberhard & Muhle-Karbe, Johannes & Smirnov, Alexander G.**583-608 Asymptotic behavior of unstable INAR(p) processes***by*Barczy, M. & Ispány, M. & Pap, G.**609-629 The contact process on the complete graph with random vertex-dependent infection rates***by*Peterson, Jonathon**630-656 Multiscale diffusion approximations for stochastic networks in heavy traffic***by*Budhiraja, Amarjit & Liu, Xin**657-671 Free quadratic harness***by*Bryc, Wlodzimierz & Matysiak, Wojciech & Wesolowski, Jacek

### 2011, Volume 121, Issue 2

**185-211 Optimal stopping for non-linear expectations--Part I***by*Bayraktar, Erhan & Yao, Song**212-264 Optimal stopping for non-linear expectations--Part II***by*Bayraktar, Erhan & Yao, Song**265-287 Martingale representation theorem for the G-expectation***by*Soner, H. Mete & Touzi, Nizar & Zhang, Jianfeng**288-313 On the limit law of a random walk conditioned to reach a high level***by*Foss, Sergey G. & Puhalskii, Anatolii A.**314-323 Hitting and returning to rare events for all alpha-mixing processes***by*Abadi, Miguel & Saussol, Benoit**324-336 Lagging and leading coupled continuous time random walks, renewal times and their joint limits***by*Straka, P. & Henry, B.I.**337-356 Some new almost sure results on the functional increments of the uniform empirical process***by*Varron, Davit**357-377 Long-term behaviour of a cyclic catalytic branching system***by*Kliem, S.**378-393 Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- Their characteristics and applications***by*Lochowski, Rafal Marcin**394-405 A lift of spatially inhomogeneous Markov process to extensions of the field of p-adic numbers***by*Kaneko, Hiroshi & Tsuzuki, Yoichi

### 2011, Volume 121, Issue 1

**1-23 Boundary homogenization in domains with randomly oscillating boundary***by*Amirat, Youcef & Bodart, Olivier & Chechkin, Gregory A. & Piatnitski, Andrey L.**24-37 Scaling limit for the diffusion exit problem in the Levinson case***by*Monter, Sergio Angel Almada & Bakhtin, Yuri**38-60 Stability of Feynman-Kac formulae with path-dependent potentials***by*Chopin, N. & Del Moral, P. & Rubenthaler, S.**61-90 Large deviations for random dynamical systems and applications to hidden Markov models***by*Hu, Shulan & Wu, Liming**91-108 Stationary solutions of the stochastic differential equation with Lévy noise***by*Behme, Anita & Lindner, Alexander & Maller, Ross**109-134 The tail empirical process for long memory stochastic volatility sequences***by*Kulik, Rafal & Soulier, Philippe**135-154 Martingales and rates of presence in homogeneous fragmentations***by*Krell, N. & Rouault, A.**155-183 Sequential optimizing strategy in multi-dimensional bounded forecasting games***by*Kumon, Masayuki & Takemura, Akimichi & Takeuchi, Kei

### 2010, Volume 120, Issue 12

**2289-2301 Extremes of multidimensional Gaussian processes***by*Debicki, K. & Kosinski, K.M. & Mandjes, M. & Rolski, T.**2302-2330 Long strange segments, ruin probabilities and the effect of memory on moving average processes***by*Ghosh, Souvik & Samorodnitsky, Gennady**2331-2362 A wavelet analysis of the Rosenblatt process: Chaos expansion and estimation of the self-similarity parameter***by*Bardet, J.-M. & Tudor, C.A.**2363-2389 [alpha]-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes***by*Maejima, Makoto & Ueda, Yohei**2390-2411 Modeling and simulation with operator scaling***by*Cohen, Serge & Meerschaert, Mark M. & Rosinski, Jan**2412-2431 Kernel estimation for time series: An asymptotic theory***by*Wu, Wei Biao & Huang, Yinxiao & Huang, Yibi**2432-2446 R-positivity of nearest neighbor matrices and applications to Gibbs states***by*Littin, Jorge & Martínez, Servet**2447-2467 Solving a non-linear stochastic pseudo-differential equation of Burgers type***by*Jacob, Niels & Potrykus, Alexander & Wu, Jiang-Lun**2468-2494 The stochastic wave equation with fractional noise: A random field approach***by*Balan, Raluca M. & Tudor, Ciprian A.**2495-2519 Detection of cellular aging in a Galton-Watson process***by*Delmas, Jean-François & Marsalle, Laurence

### 2010, Volume 120, Issue 11

**2103-2141 Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic***by*Ghosh, Arka P. & Weerasinghe, Ananda P.**2142-2158 Perfect simulation and moment properties for the Matérn type III process***by*Møller, Jesper & Huber, Mark L. & Wolpert, Robert L.**2159-2173 Asymptotic results for coalescent processes without proper frequencies and applications to the two-parameter Poisson-Dirichlet coalescent***by*Möhle, M.**2174-2189 Particle representations of superprocesses with dependent motions***by*Temple, Kathryn E.**2190-2211 Large deviations for self-intersection local times of stable random walks***by*Laurent, Clément**2212-2240 Large deviations for stochastic differential equations driven by G-Brownian motion***by*Gao, Fuqing & Jiang, Hui**2241-2257 Backward stochastic differential equations with a uniformly continuous generator and related g-expectation***by*Jia, Guangyan**2258-2285 Jump-adapted discretization schemes for Lévy-driven SDEs***by*Kohatsu-Higa, Arturo & Tankov, Peter

### 2010, Volume 120, Issue 10

**1879-1897 Regularity of the sample paths of a general second order random field***by*Scheuerer, Michael**1898-1907 On convergence determining and separating classes of functions***by*Blount, Douglas & Kouritzin, Michael A.**1908-1919 Ergodic theorems for extended real-valued random variables***by*Hess, Christian & Seri, Raffaello & Choirat, Christine**1920-1928 Uniform exponential dichotomy of stochastic cocycles***by*Stoica, Diana**1929-1949 Stochastic flows and Bismut formulas for stochastic Hamiltonian systems***by*Zhang, Xicheng**1950-1965 Poincaré inequality for linear SPDE driven by Lévy Noise***by*Xie, Yingchao