# Elsevier

# Stochastic Processes and their Applications

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### August 2010, Volume 120, Issue 8

**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

### July 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

### June 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

### May 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

### April 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

### March 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

### February 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

### January 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

### December 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

### November 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

### October 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**3633-3652 Rescaled weighted random ball models and stable self-similar random fields***by*Breton, Jean-Christophe & Dombry, Clément**3653-3670 Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds***by*Arnaudon, Marc & Thalmaier, Anton & Wang, Feng-Yu**3671-3698 Stein's lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent***by*Viens, Frederi G.**3699-3718 New techniques for empirical processes of dependent data***by*Dehling, Herold & Durieu, Olivier & Volny, Dalibor**3719-3748 Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions***by*Seydel, Roland C.**3749-3766 On the dependence structure of wavelet coefficients for spherical random fields***by*Lan, Xiaohong & Marinucci, Domenico**3767-3784 A Central Limit Theorem for isotropic flows***by*Cranston, M. & Le Jan, Yves**3785-3797 Symmetric martingales and symmetric smiles***by*Tehranchi, Michael R.**3798-3815 Tree structured independence for exponential Brownian functionals***by*Matsumoto, Hiroyuki & Wesolowski, Jacek & Witkowski, Piotr**3816-3833 Reflection principle and Ocone martingales***by*Chaumont, L. & Vostrikova, L.

### September 2009, Volume 119, Issue 9

**2725-2743 Conformal covariance of the Abelian sandpile height one field***by*Dürre, Maximilian**2744-2772 On measure solutions of backward stochastic differential equations***by*Ankirchner, Stefan & Imkeller, Peter & Popier, Alexandre**2773-2802 Anticipating stochastic differential systems with memory***by*Mohammed, Salah & Zhang, Tusheng**2803-2831 Bipower-type estimation in a noisy diffusion setting***by*Podolskij, Mark & Vetter, Mathias**2832-2858 Exceptional times for the dynamical discrete web***by*Fontes, L.R.G. & Newman, C.M. & Ravishankar, K. & Schertzer, E.**2859-2880 On exponential local martingales associated with strong Markov continuous local martingales***by*Blei, Stefan & Engelbert, Hans-Jürgen**2881-2912 BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game***by*Hamadène, S. & Wang, H.**2913-2944 Heterogeneous credit portfolios and the dynamics of the aggregate losses***by*Dai Pra, Paolo & Tolotti, Marco**2945-2969 Ergodic BSDEs and related PDEs with Neumann boundary conditions***by*Richou, Adrien**2970-2991 Lévy driven moving averages and semimartingales***by*Basse, Andreas & Pedersen, Jan**2992-3005 On the purity of the free boundary condition Potts measure on random trees***by*Formentin, Marco & Külske, Christof**3006-3041 Central limit theorems for arrays of decimated linear processes***by*Roueff, F. & Taqqu, M.S.**3042-3080 Coagulation, diffusion and the continuous Smoluchowski equation***by*Yaghouti, Mohammad Reza & Rezakhanlou, Fraydoun & Hammond, Alan

### August 2009, Volume 119, Issue 8

**2401-2435 Limit theorems for individual-based models in economics and finance***by*Remenik, Daniel**2436-2464 Surviving particles for subcritical branching processes in random environment***by*Bansaye, Vincent**2465-2480 Least squares estimator for Ornstein-Uhlenbeck processes driven by [alpha]-stable motions***by*Hu, Yaozhong & Long, Hongwei**2481-2500 Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise***by*Linn, Matthew & Amirdjanova, Anna**2501-2522 On the equivalence of the static and dynamic points of view for diffusions in a random environment***by*Schmitz, Tom**2523-2543 Progressive enlargement of filtrations with initial times***by*Jeanblanc, Monique & Le Cam, Yann**2544-2562 Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process***by*Bankovsky, Damien & Sly, Allan**2563-2578 Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups***by*Pospisil, Libor & Vecer, Jan & Hadjiliadis, Olympia**2579-2597 Weighted branching and a pathwise renewal equation***by*Meiners, Matthias**2598-2624 Quenched convergence of a sequence of superprocesses in among Poissonian obstacles***by*Véber, Amandine**2625-2644 Decomposition and convergence for tree martingales***by*He, Tong-jun & Shen, Yi**2645-2659 Breaking the chain***by*Allman, Michael & Betz, Volker**2660-2681 Existence and uniqueness of stationary Lévy-driven CARMA processes***by*Brockwell, Peter J. & Lindner, Alexander**2682-2710 A random walk on with drift driven by its occupation time at zero***by*Ben-Ari, Iddo & Merle, Mathieu & Roitershtein, Alexander**2711-2723 Remarks on non-interacting conservative spin systems: The case of gamma distributions***by*Barthe, F. & Wolff, P.

### July 2009, Volume 119, Issue 7

**2121-2136 Convergence of the increments of a stochastic integral associated to the stochastic wave equation***by*Colina, Mairene & Berzin, Corinne**2137-2157 On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps***by*Hubalek, Friedrich & Sgarra, Carlo**2158-2165 On the exactness of the Wu-Woodroofe approximation***by*Klicnarová, Jana & Volný, Dalibor**2166-2197 Isotropic Ornstein-Uhlenbeck flows***by*van Bargen, H. & Dimitroff, G.**2198-2221 Asymptotic properties of jump-diffusion processes with state-dependent switching***by*Xi, Fubao**2222-2248 Hölder regularity for operator scaling stable random fields***by*Biermé, Hermine & Lacaux, Céline**2249-2276 Microstructure noise in the continuous case: The pre-averaging approach***by*Jacod, Jean & Li, Yingying & Mykland, Per A. & Podolskij, Mark & Vetter, Mathias**2277-2311 Stochastic 2-microlocal analysis***by*Herbin, Erick & Lévy-Véhel, Jacques**2312-2335 The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes***by*Löcherbach, Eva & Loukianova, Dasha**2336-2356 The maximum of a Lévy process reflected at a general barrier***by*Hansen, Niels Richard

### June 2009, Volume 119, Issue 6

**1765-1791 The alternating marked point process of h-slopes of drifted Brownian motion***by*Faggionato, Alessandra**1792-1822 Sequential tracking of a hidden Markov chain using point process observations***by*Bayraktar, Erhan & Ludkovski, Michael**1823-1844 Continuity in the Hurst index of the local times of anisotropic Gaussian random fields***by*Wu, Dongsheng & Xiao, Yimin**1845-1865 Power variation for Gaussian processes with stationary increments***by*Barndorff-Nielsen, Ole E. & Corcuera, José Manuel & Podolskij, Mark**1866-1888 Gibbsianness versus non-Gibbsianness of time-evolved planar rotor models***by*van Enter, A.C.D. & Ruszel, W.M.**1889-1911 Asymptotic theory for the multidimensional random on-line nearest-neighbour graph***by*Wade, Andrew R.**1912-1931 Fast simulated annealing in with an application to maximum likelihood estimation in state-space models***by*Rubenthaler, Sylvain & Rydén, Tobias & Wiktorsson, Magnus**1932-1951 First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes***by*Stelzer, Robert**1952-1974 Stochastic integration for Lévy processes with values in Banach spaces***by*Riedle, Markus & van Gaans, Onno**1975-2003 Iterated elastic Brownian motions and fractional diffusion equations***by*Beghin, Luisa & Orsingher, Enzo**2004-2027 Asymptotic analysis of hedging errors in models with jumps***by*Tankov, Peter & Voltchkova, Ekaterina**2028-2051 Dynamics for the Brownian web and the erosion flow***by*Howitt, Chris & Warren, Jon**2052-2081 Large deviations for the Boussinesq equations under random influences***by*Duan, Jinqiao & Millet, Annie**2082-2094 Poisson-Dirichlet distribution with small mutation rate***by*Feng, Shui**2095-2117 On divergence form SPDEs with VMO coefficients in a half space***by*Krylov, N.V.

### May 2009, Volume 119, Issue 5

**1401-1415 On permanental processes***by*Eisenbaum, Nathalie & Kaspi, Haya**1416-1435 Smooth densities for solutions to stochastic differential equations with jumps***by*Cass, Thomas**1436-1469 Impulse control problem on finite horizon with execution delay***by*Bruder, Benjamin & Pham, Huyên**1470-1478 Ballistic behavior for biased self-avoiding walks***by*Chayes, L.**1479-1504 The quenched critical point of a diluted disordered polymer model***by*Bolthausen, Erwin & Caravenna, Francesco & de Tilière, Béatrice**1505-1540 The fractional stochastic heat equation on the circle: Time regularity and potential theory***by*Nualart, Eulalia & Viens, Frederi**1541-1560 Gaussian approximation of the empirical process under random entropy conditions***by*Settati, Adel**1561-1579 Constrained nonsmooth utility maximization without quadratic inf convolution***by*Westray, Nicholas & Zheng, Harry**1580-1600 Parametric estimation for partially hidden diffusion processes sampled at discrete times***by*Iacus, Stefano Maria & Uchida, Masayuki & Yoshida, Nakahiro**1601-1631 Boundary Harnack principle for subordinate Brownian motions***by*Kim, Panki & Song, Renming & Vondracek, Zoran**1632-1651 Localization for branching random walks in random environment***by*Hu, Yueyun & Yoshida, Nobuo**1652-1672 Estimation of quadratic variation for two-parameter diffusions***by*Réveillac, Anthony**1673-1695 On differentiability of ruin functions under Markov-modulated models***by*Zhu, Jinxia & Yang, Hailiang**1696-1724 New large deviation results for some super-Brownian processes***by*Serlet, Laurent**1725-1764 Martingale solutions and Markov selections for stochastic partial differential equations***by*Goldys, Benjamin & Röckner, Michael & Zhang, Xicheng

### April 2009, Volume 119, Issue 4

**1039-1054 A canonical setting and separating times for continuous local martingales***by*Engelbert, H.-J. & Urusov, M.A. & Walther, M.**1055-1080 Regularly varying multivariate time series***by*Basrak, Bojan & Segers, Johan**1081-1123 A PDE approach to large deviations in Hilbert spaces***by*Swie[combining cedilla]ch, Andrzej**1124-1143 Williams' decomposition of the Lévy continuum random tree and simultaneous extinction probability for populations with neutral mutations***by*Abraham, Romain & Delmas, Jean-François**1144-1167 The martingale problem for a class of stable-like processes***by*Bass, Richard F. & Tang, Huili**1168-1197 Linear fractional stable sheets: Wavelet expansion and sample path properties***by*Ayache, Antoine & Roueff, François & Xiao, Yimin**1198-1215 A quenched limit theorem for the local time of random walks on***by*Gärtner, Jürgen & Sun, Rongfeng**1216-1234 Existence and uniqueness of solutions to the backward 2D stochastic Navier-Stokes equations***by*Sundar, P. & Yin, Hong**1235-1256 Forgetting the initial distribution for Hidden Markov Models***by*Douc, R. & Fort, G. & Moulines, E. & Priouret, P.**1257-1269 Killed Brownian motion and inequalities among solutions of the Schrodinger equation***by*Le, H.**1270-1297 Renewal theorems and stability for the reflected process***by*Doney, Ron & Maller, Ross & Savov, Mladen**1298-1324 Asymptotic results for the empirical process of stationary sequences***by*Berkes, István & Hörmann, Siegfried & Schauer, Johannes**1325-1356 Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure***by*Lim, S.C. & Teo, L.P.**1357-1367 Markov processes invariant under a Lie group action***by*Liao, Ming**1368-1385 Comparing the minimal Hellinger martingale measure of order q to the q-optimal martingale measure***by*Choulli, Tahir & Stricker, Christophe**1386-1399 Further results on some singular linear stochastic differential equations***by*Alili, Larbi & Wu, Ching-Tang

### March 2009, Volume 119, Issue 3

**679-699 Estimation for stochastic differential equations with a small diffusion coefficient***by*Gloter, Arnaud & Sørensen, Michael