# Elsevier

# Stochastic Processes and their Applications

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### 2013, Volume 123, Issue 7

**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**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