# Elsevier

# Stochastic Processes and their Applications

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### 2011, Volume 121, Issue 6

### 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**1966-1995 A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem***by*Morlais, Marie-Amelie**1996-2015 A revisit to -theory of super-parabolic backward stochastic partial differential equations in***by*Du, Kai & Meng, Qingxin**2016-2036 Power utility maximization under partial information: Some convergence results***by*Covello, D. & Santacroce, M.**2037-2063 On the density of log-spot in the Heston volatility model***by*del Baño Rollin, Sebastian & Ferreiro-Castilla, Albert & Utzet, Frederic**2064-2077 Upper large deviations of branching processes in a random environment--Offspring distributions with geometrically bounded tails***by*Böinghoff, Christian & Kersting, Götz**2078-2099 Rate of escape and central limit theorem for the supercritical Lamperti problem***by*Menshikov, Mikhail V. & Wade, Andrew R.

### 2010, Volume 120, Issue 9

**1607-1628 Almost sure central limit theorems on the Wiener space***by*Bercu, Bernard & Nourdin, Ivan & Taqqu, Murad S.**1629-1650 Convergence to Lévy stable processes under some weak dependence conditions***by*Tyran-Kaminska, Marta**1651-1679 Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion***by*Jolis, Maria & Viles, Noèlia**1680-1700 Regularity of semigroups generated by Lévy type operators via coupling***by*Wang, Jian**1701-1721 Stochastic differential equations with jump reflection at time-dependent barriers***by*Slominski, Leszek & Wojciechowski, Tomasz**1722-1747 Existence, uniqueness and approximation of the jump-type stochastic Schrodinger equation for two-level systems***by*Pellegrini, Clément**1748-1775 On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures***by*Delong, Lukasz & Imkeller, Peter**1776-1794 Singularities of the matrix exponent of a Markov additive process with one-sided jumps***by*Ivanovs, Jevgenijs & Boxma, Onno & Mandjes, Michel**1795-1820 Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management***by*Pham, Huyên**1821-1836 Critical branching random walks with small drift***by*Zheng, Xinghua**1837-1878 Large deviations and renormalization for Riesz potentials of stable intersection measures***by*Chen, Xia & Rosen, Jay

### 2010, Volume 120, Issue 8

**1393-1403 Markov processes with free-Meixner laws***by*Bryc, Wlodek**1404-1423 Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups***by*Hirayama, Takao & Yano, Kouji**1424-1443 Analysis of continuous strict local martingales via h-transforms***by*Pal, Soumik & Protter, Philip**1444-1472 A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering***by*Unterberger, Jérémie**1473-1491 Central limit theorems for multicolor urns with dominated colors***by*Berti, Patrizia & Crimaldi, Irene & Pratelli, Luca & Rigo, Pietro**1492-1517 A discussion on mean excess plots***by*Ghosh, Souvik & Resnick, Sidney**1518-1534 On the long time behavior of the TCP window size process***by*Chafaï, Djalil & Malrieu, Florent & Paroux, Katy**1535-1562 Equilibrium fluctuations for exclusion processes with conductances in random environments***by*Farfan, Jonathan & Simas, Alexandre B. & Valentim, Fábio J.**1563-1588 Ergodic theory for a superprocess over a stochastic flow***by*Li, Zenghu & Xiong, Jie & Zhang, Mei**1589-1605 Periodic homogenization with an interface: The one-dimensional case***by*Hairer, Martin & Manson, Charles

### 2010, Volume 120, Issue 7

**1011-1032 What happens after a default: The conditional density approach***by*El Karoui, Nicole & Jeanblanc, Monique & Jiao, Ying**1033-1059 [pi] options***by*Guo, Xin & Zervos, Mihail**1060-1073 Supermartingale decomposition with a general index set***by*Cassese, Gianluca**1074-1104 On the characteristics of a class of Gaussian processes within the white noise space setting***by*Alpay, Daniel & Attia, Haim & Levanony, David**1105-1132 -time regularity of BSDEs with irregular terminal functions***by*Gobet, Emmanuel & Makhlouf, Azmi**1133-1158 On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights***by*Crisan, D. & Manolarakis, K. & Touzi, N.**1159-1177 Asymptotic results for the two-parameter Poisson-Dirichlet distribution***by*Feng, Shui & Gao, Fuqing**1178-1193 On the probability that integrated random walks stay positive***by*Vysotsky, Vladislav**1194-1214 Metastability for nonlinear random perturbations of dynamical systems***by*Freidlin, M. & Koralov, L.**1215-1246 Non-uniqueness of stationary measures for self-stabilizing processes***by*Herrmann, S. & Tugaut, J.**1247-1266 Invariant measures and the Kolmogorov equation for the stochastic fast diffusion equation***by*Barbu, Viorel & Da Prato, Giuseppe**1267-1316 Continuous LERW started from interior points***by*Zhan, Dapeng**1317-1341 On the concentration and the convergence rate with a moment condition in first passage percolation***by*Zhang, Yu**1342-1363 The evolution of a spatial stochastic network***by*Robert, Philippe**1364-1392 Evolution in predator-prey systems***by*Durrett, Rick & Mayberry, John

### 2010, Volume 120, Issue 6

**767-776 Finite-time blowup and existence of global positive solutions of a semi-linear SPDE***by*Dozzi, Marco & López-Mimbela, José Alfredo**777-800 A stochastic approach to a multivalued Dirichlet-Neumann problem***by*Maticiuc, Lucian & Rascanu, Aurel**801-828 An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes***by*Barbe, Ph. & McCormick, W.P.**829-852 Realized volatility with stochastic sampling***by*Fukasawa, Masaaki**853-872 The Föllmer-Schweizer decomposition: Comparison and description***by*Choulli, Tahir & Vandaele, Nele & Vanmaele, Michèle**873-900 Law of large numbers for the maximal flow through tilted cylinders in two-dimensional first passage percolation***by*Rossignol, Raphaël & Théret, Marie**901-925 Asymptotics of a Brownian ratchet for protein translocation***by*Depperschmidt, Andrej & Pfaffelhuber, Peter**926-948 Stability of a growth process generated by monomer filling with nearest-neighbour cooperative effects***by*Shcherbakov, Vadim & Volkov, Stanislav**949-958 Spectral gap for zero-range processes with jump rate g(x)=x[gamma]***by*Nagahata, Yukio**959-982 Realizable monotonicity for continuous-time Markov processes***by*Dai Pra, Paolo & Louis, Pierre-Yves & Minelli, Ida Germana**983-1009 Moment bounds for non-linear functionals of the periodogram***by*Faÿ, Gilles

### 2010, Volume 120, Issue 5

**590-604 From one dimensional diffusions to symmetric Markov processes***by*Fukushima, Masatoshi**605-621 The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons***by*Ikeda, Nobuyuki & Taniguchi, Setsuo**622-652 Itô's stochastic calculus: Its surprising power for applications***by*Kunita, Hiroshi**653-677 Itô's theory of excursion point processes and its developments***by*Watanabe, Shinzo**678-697 A limit theorem for trees of alleles in branching processes with rare neutral mutations***by*Bertoin, Jean**698-720 Itô's stochastic calculus and Heisenberg commutation relations***by*Biane, Philippe**721-749 Itô's excursion theory and random trees***by*Le Gall, Jean-François**750-766 Poisson point processes, excursions and stable processes in two-dimensional structures***by*Werner, Wendelin

### 2010, Volume 120, Issue 4

**381-402 Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve***by*Trutnau, Gerald**403-426 Switching problem and related system of reflected backward SDEs***by*Hamadène, Said & Zhang, Jianfeng**427-441 Optimal dividend payments in the stochastic Ramsey model***by*Morimoto, Hiroaki**442-466 A general theory of finite state Backward Stochastic Difference Equations***by*Cohen, Samuel N. & Elliott, Robert J.**467-493 Directed polymers on hierarchical lattices with site disorder***by*Lacoin, Hubert & Moreno, Gregorio**494-521 Hydrodynamic limit for two-species exclusion processes***by*Sasada, Makiko**522-540 Path and semimartingale properties of chaos processes***by*Basse-O'Connor, Andreas & Graversen, Svend-Erik**541-573 On suprema of Lévy processes with light tails***by*Braverman, Michael

### 2010, Volume 120, Issue 3

**281-295 Ergodic properties of max-infinitely divisible processes***by*Kabluchko, Zakhar & Schlather, Martin**296-305 Ergodic theorems for random clusters***by*Björklund, Michael**306-330 Stochastic equations of non-negative processes with jumps***by*Fu, Zongfei & Li, Zenghu**331-347 The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints***by*Kardaras, Constantinos**348-379 Path regularity and explicit convergence rate for BSDE with truncated quadratic growth***by*Imkeller, Peter & Dos Reis, Gonçalo

### 2010, Volume 120, Issue 2

**105-129 On boundary crossing probabilities for diffusion processes***by*Borovkov, K. & Downes, A.N.**130-162 Stopped diffusion processes: Boundary corrections and overshoot***by*Gobet, Emmanuel & Menozzi, Stéphane**163-181 Exponentially affine martingales, affine measure changes and exponential moments of affine processes***by*Kallsen, Jan & Muhle-Karbe, Johannes**182-194 Heat-kernel estimates for random walk among random conductances with heavy tail***by*Boukhadra, Omar**195-222 Asymptotic expansions for functions of the increments of certain Gaussian processes***by*Marcus, Michael B. & Rosen, Jay**223-254 Discretizing the fractional Lévy area***by*Neuenkirch, A. & Tindel, S. & Unterberger, J.**255-280 Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds***by*Bankovsky, Damien

### 2010, Volume 120, Issue 1

**2-21 Transportation inequalities for stochastic differential equations with jumps***by*Ma, Yutao**22-38 Limit theorems for bipower variation of semimartingales***by*Vetter, Mathias**39-65 Weak approximation of a fractional SDE***by*Bardina, X. & Nourdin, I. & Rovira, C. & Tindel, S.**66-83 Sample path Large Deviations and optimal importance sampling for stochastic volatility models***by*Robertson, Scott**84-104 Limit theorems and coexistence probabilities for the Curie-Weiss Potts model with an external field***by*Gandolfo, Daniel & Ruiz, Jean & Wouts, Marc

### 2009, Volume 119, Issue 12

**3981-4003 Superprocesses with spatial interactions in a random medium***by*Gill, Hardeep S.**4004-4033 Scaling limits for symmetric Itô-Lévy processes in random medium***by*Rhodes, Rémi & Vargas, Vincent**4034-4060 Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus***by*Cruzeiro, Ana Bela & Shamarova, Evelina**4061-4087 A simulation approach to optimal stopping under partial information***by*Ludkovski, Michael**4088-4123 Nonparametric estimation for pure jump Lévy processes based on high frequency data***by*Comte, F. & Genon-Catalot, V.**4124-4148 Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence***by*Chan, Ngai Hang & Zhang, Rong-Mao**4149-4175 Modified Gaussian likelihood estimators for ARMA models on***by*Dimitriou-Fakalou, Chrysoula**4176-4193 State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains***by*Connor, S.B. & Fort, G.**4194-4209 Empirical distributions in marked point processes***by*Pawlas, Zbynek**4210-4227 Theory and applications of multivariate self-normalized processes***by*de la Peña, Victor H. & Klass, Michael J. & Lai, Tze Leung

### 2009, Volume 119, Issue 11

**3835-3861 Uniform time average consistency of Monte Carlo particle filters***by*van Handel, Ramon**3862-3889 Small-time expansions for the transition distributions of Lévy processes***by*Figueroa-López, José E. & Houdré, Christian**3890-3913 Nonlinear filtering of semi-Dirichlet processes***by*Hu, Ze-Chun & Ma, Zhi-Ming & Sun, Wei**3914-3938 Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations***by*Nualart, David & Quer-Sardanyons, Lluís**3939-3954 Bootstrap of the offspring mean in the critical process with a non-stationary immigration***by*Rahimov, I.**3955-3961 On tails of fixed points of the smoothing transform in the boundary case***by*Buraczewski, Dariusz**3962-3980 Extremes of space-time Gaussian processes***by*Kabluchko, Zakhar

### 2009, Volume 119, Issue 10

**3081-3100 Some rigorous results on semiflexible polymers, I: Free and confined polymers***by*Hryniv, O. & Velenik, Y.**3101-3132 Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment***by*Liu, Quansheng & Watbled, Frédérique**3133-3154 Mean-field backward stochastic differential equations and related partial differential equations***by*Buckdahn, Rainer & Li, Juan & Peng, Shige**3155-3172 Local independence of fractional Brownian motion***by*Norros, Ilkka & Saksman, Eero**3173-3210 Maximum likelihood drift estimation for multiscale diffusions***by*Papavasiliou, A. & Pavliotis, G.A. & Stuart, A.M.**3211-3237 Occupation times of subcritical branching immigration systems with Markov motions***by*Milos, Piotr**3238-3252 Stochastic representation of subdiffusion processes with time-dependent drift***by*Magdziarz, Marcin**3253-3284 Optimal stopping with irregular reward functions***by*Lamberton, Damien**3285-3299 Discrete-time random motion in a continuous random medium***by*Boldrighini, C. & Minlos, R.A. & Pellegrinotti, A.**3300-3318 A strictly stationary, N-tuplewise independent counterexample to the Central Limit Theorem***by*Bradley, Richard C. & Pruss, Alexander R.**3319-3355 On Hölder solutions of the integro-differential Zakai equation***by*Mikulevicius, R. & Pragarauskas, H.**3356-3382 Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion***by*Gao, Fuqing**3383-3394 Fluctuations in the Ising model on a sparse random graph***by*De Sanctis, Luca**3395-3415 Biased random walk in a one-dimensional percolation model***by*Axelson-Fisk, Marina & Häggström, Olle**3416-3434 Correlation cascades, ergodic properties and long memory of infinitely divisible processes***by*Magdziarz, Marcin**3435-3452 A strong uniform approximation of fractional Brownian motion by means of transport processes***by*Garzón, J. & Gorostiza, L.G. & León, J.A.**3453-3470 White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles***by*Xu, Tiange & Zhang, Tusheng**3471-3493 The swapping algorithm for the Hopfield model with two patterns***by*Löwe, Matthias & Vermet, Franck**3494-3515 An empirical Central Limit Theorem in for stationary sequences***by*Dede, Sophie**3516-3548 Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection***by*Goudenège, Ludovic**3549-3582 Averaging of stochastic flows: Twist maps and escape from resonance***by*Sowers, Richard B.**3583-3607 A connection between extreme value theory and long time approximation of SDEs***by*Panloup, Fabien**3608-3632 Optimal static-dynamic hedges for exotic options under convex risk measures***by*Ilhan, Aytaç & Jonsson, Mattias & Sircar, Ronnie