# Elsevier

# Stochastic Processes and their Applications

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### 2009, Volume 119, Issue 5

**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

### 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

### 2009, Volume 119, Issue 3

**679-699 Estimation for stochastic differential equations with a small diffusion coefficient***by*Gloter, Arnaud & Sørensen, Michael**700-736 Translation invariance of two-dimensional Gibbsian systems of particles with internal degrees of freedom***by*Richthammer, Thomas**737-774 Ideal gas approximation for a two-dimensional rarefied gas under Kawasaki dynamics***by*Gaudillière, A. & den Hollander, F. & Nardi, F.R. & Olivieri, E. & Scoppola, E.**775-810 Collision probability for random trajectories in two dimensions***by*Gaudillière, A.**811-834 Nonparametric adaptive estimation for integrated diffusions***by*Comte, F. & Genon-Catalot, V. & Rozenholc, Y.**835-863 Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise***by*Albeverio, S. & Mandrekar, V. & Rüdiger, B.**864-881 Ergodic behavior of diffusions with random jumps from the boundary***by*Ben-Ari, Iddo & Pinsky, Ross G.**882-896 Large scale properties of the IIIC for 2D percolation***by*Chayes, L. & Nolin, P.**897-923 Subgeometric rates of convergence of f-ergodic strong Markov processes***by*Douc, Randal & Fort, Gersende & Guillin, Arnaud**924-936 Special examples of diffusions in random environment***by*del Tenno, Ivan**937-965 Sharp phase transition and critical behaviour in 2D divide and colour models***by*Bálint, András & Camia, Federico & Meester, Ronald**966-979 Existence of an infinite particle limit of stochastic ranking process***by*Hattori, Kumiko & Hattori, Tetsuya**980-1000 Some explicit identities associated with positive self-similar Markov processes***by*Chaumont, L. & Kyprianou, A.E. & Pardo, J.C.**1001-1014 Smoothness of Gaussian local times beyond the local nondeterminism***by*Boufoussi, Brahim & Guerbaz, Raby**1015-1034 Optimal reinsurance strategy under fixed cost and delay***by*Egami, Masahiko & Young, Virginia R.

### 2009, Volume 119, Issue 2

**307-326 A stochastic heat equation with the distributions of Lévy processes as its invariant measures***by*Funaki, Tadahisa & Xie, Bin**327-346 Homogenization of random transport along periodic two-dimensional flows***by*Franke, Brice**347-372 Occupation time theorems for one-dimensional random walks and diffusion processes in random environments***by*Kasahara, Yuji & Watanabe, Shinzo**373-390 Learning to signal: Analysis of a micro-level reinforcement model***by*Argiento, Raffaele & Pemantle, Robin & Skyrms, Brian & Volkov, Stanislav**391-409 Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion***by*Nualart, David & Saussereau, Bruno**410-427 Invariant measures for stochastic evolution equations of pure jump type***by*Dong, Zhao & Xu, Tiange & Zhang, Tusheng**428-452 The Skorokhod problem in a time-dependent interval***by*Burdzy, Krzysztof & Kang, Weining & Ramanan, Kavita**453-467 An asymptotic theory for sample covariances of Bernoulli shifts***by*Wu, Wei Biao**468-490 Weak convergence of the tail empirical process for dependent sequences***by*Rootzén, Holger**491-517 Importance sampling for a Markov modulated queuing network***by*Sezer, Ali Devin**518-533 Large deviations for statistics of the Jacobi process***by*Demni, N. & Zani, M.**534-561 The effect of memory on functional large deviations of infinite moving average processes***by*Ghosh, Souvik & Samorodnitsky, Gennady**562-587 Splitting for rare event simulation: A large deviation approach to design and analysis***by*Dean, Thomas & Dupuis, Paul**588-601 Dispersion of volume under the action of isotropic Brownian flows***by*Dimitroff, G. & Scheutzow, M.**602-632 Exponential ergodicity of the solutions to SDE's with a jump noise***by*Kulik, Alexey M.**633-654 Time consistent dynamic risk processes***by*Bion-Nadal, Jocelyne**655-675 Approximation of the tail probability of randomly weighted sums and applications***by*Zhang, Yi & Shen, Xinmei & Weng, Chengguo

### 2009, Volume 119, Issue 1

**1-15 Distributional limits for the symmetric exclusion process***by*Liggett, Thomas M.**16-44 Sobolev space theory of SPDEs with continuous or measurable leading coefficients***by*Kim, Kyeong-Hun**45-73 Stochastic coalescence with homogeneous-like interaction rates***by*Fournier, Nicolas & Löcherbach, Eva**74-98 COGARCH as a continuous-time limit of GARCH(1,1)***by*Kallsen, Jan & Vesenmayer, Bernhard**99-129 Continuum random trees and branching processes with immigration***by*Duquesne, Thomas**130-166 Discontinuous superprocesses with dependent spatial motion***by*He, Hui**167-189 Marcus-Lushnikov processes, Smoluchowski's and Flory's models***by*Fournier, Nicolas & Laurençot, Philippe**190-207 Poisson type approximations for the Markov binomial distribution***by*Cekanavicius, Vydas & Roos, Bero**208-231 Laplace approximation of transition densities posed as Brownian expectations***by*Markussen, Bo**232-248 Martingale characterization of G-Brownian motion***by*Xu, Jing & Zhang, Bo**249-280 Strong approximation for a class of stationary processes***by*Liu, Weidong & Lin, Zhengyan**281-304 On the asymptotic behaviour of Lévy processes, Part I: Subexponential and exponential processes***by*Albin, J.M.P. & Sundén, Mattias

### 2008, Volume 118, Issue 12

**2143-2180 An optimal control variance reduction method for density estimation***by*Kebaier, Ahmed & Kohatsu-Higa, Arturo**2181-2197 Transportation-cost inequality on path spaces with uniform distance***by*Fang, Shizan & Wang, Feng-Yu & Wu, Bo**2198-2222 Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234***by*Bédard, Mylène**2223-2253 Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation***by*Peng, Shige**2254-2268 Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps***by*Qiao, Huijie & Zhang, Xicheng**2269-2293 Discrete-time approximation for continuously and discretely reflected BSDEs***by*Bouchard, Bruno & Chassagneux, Jean-François**2294-2333 Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion***by*Neuenkirch, Andreas**2334-2343 Semigroups of Upsilon transformations***by*Barndorff-Nielsen, Ole E. & Maejima, Makoto**2344-2368 Small deviation probability via chaining***by*Aurzada, Frank & Lifshits, Mikhail

### 2008, Volume 118, Issue 11

**1929-1972 A coarse graining for the Fortuin-Kasteleyn measure in random media***by*Wouts, Marc**1973-1981 Continuous interfaces with disorder: Even strong pinning is too weak in two dimensions***by*Külske, Christof & Orlandi, Enza**1982-1996 A zero-one law of almost sure local extinction for (1+[beta])-super-Brownian motion***by*Zhou, Xiaowen**1997-2013 Weakly dependent chains with infinite memory***by*Doukhan, Paul & Wintenberger, Olivier**2014-2021 A limit theorem for the time of ruin in a Gaussian ruin problem***by*Hüsler, Jürg & Piterbarg, Vladimir**2022-2037 Asymptotics of supremum distribution of [alpha](t)-locally stationary Gaussian processes***by*De[combining cedilla]bicki, Krzysztof & Kisowski, Pawel**2038-2057 Quasi-invariance properties of a class of subordinators***by*von Renesse, Max-K. & Yor, Marc & Zambotti, Lorenzo**2058-2070 Approximation via regularization of the local time of semimartingales and Brownian motion***by*Blandine, Bérard Bergery & Pierre, Vallois**2071-2084 Uniqueness of the generators of the 2D Euler and Navier-Stokes flows***by*Albeverio, S. & Barbu, V. & Ferrario, B.**2085-2097 Unilateral small deviations of processes related to the fractional Brownian motion***by*Molchan, G.**2098-2124 A singular control model with application to the goodwill problem***by*Jack, Andrew & Johnson, Timothy C. & Zervos, Mihail**2125-2142 Implications of contrarian and one-sided strategies for the fair-coin game***by*Horikoshi, Yasunori & Takemura, Akimichi

### 2008, Volume 118, Issue 10

**1723-1737 Capacities in Wiener space, quasi-sure lower functions, and Kolmogorov's [epsilon]-entropy***by*Khoshnevisan, Davar & Levin, David A. & Méndez-Hernández, Pedro J.**1738-1767 The Ornstein-Uhlenbeck bridge and applications to Markov semigroups***by*Goldys, B. & Maslowski, B.**1768-1802 Moderate deviations for a random walk in random scenery***by*Fleischmann, Klaus & Mörters, Peter & Wachtel, Vitali**1803-1819 An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach***by*Nualart, D. & Ortiz-Latorre, S.**1820-1851 Effective branching splitting method under cost constraint***by*Lagnoux-Renaudie, Agnès**1852-1869 Assessing the number of mean square derivatives of a Gaussian process***by*Blanke, Delphine & Vial, Céline**1870-1891 Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures***by*Uemura, H.**1892-1908 Asymptotic distribution of the CLSE in a critical process with immigration***by*Rahimov, I.**1909-1928 Criteria for ergodicity of Lévy type operators in dimension one***by*Wang, Jian

### 2008, Volume 118, Issue 9

**1489-1517 A general framework for simulation of fractional fields***by*Cohen, Serge & Lacaux, Céline & Ledoux, Michel**1518-1551 Representation theorems for quadratic -consistent nonlinear expectations***by*Hu, Ying & Ma, Jin & Peng, Shige & Yao, Song**1552-1585 Renormalization and convergence in law for the derivative of intersection local time in***by*Markowsky, Greg**1586-1605 Asymptotic regimes for the occupancy scheme of multiplicative cascades***by*Bertoin, Jean**1606-1633 Triangular array limits for continuous time random walks***by*Meerschaert, Mark M. & Scheffler, Hans-Peter**1634-1661 Canonical correlation for stochastic processes***by*Eubank, R.L. & Hsing, Tailen**1662-1678 On filtration enlargements and purely discontinuous martingales***by*Ankirchner, Stefan**1679-1705 On the ergodicity and mixing of max-stable processes***by*Stoev, Stilian A.**1706-1721 Approximate martingale estimating functions for stochastic differential equations with small noises***by*Uchida, Masayuki

### 2008, Volume 118, Issue 8

**1301-1321 On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions***by*Löcherbach, Eva & Loukianova, Dasha**1322-1350 Equivalence of ensembles for two-species zero-range invariant measures***by*Großkinsky, Stefan**1351-1384 Computation of the invariant measure for a Lévy driven SDE: Rate of convergence***by*Panloup, Fabien**1385-1406 Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching***by*Mao, Xuerong & Shen, Yi & Yuan, Chenggui**1407-1433 Penalizations of the Brownian motion with a functional of its local times***by*Najnudel, Joseph**1434-1462 Estimation of the volatility persistence in a discretely observed diffusion model***by*Rosenbaum, Mathieu**1463-1488 Isotropic stochastic flow of homeomorphisms on associated with the critical Sobolev exponent***by*Luo, Dejun

### 2008, Volume 118, Issue 7

**1107-1135 CLT for Lp moduli of continuity of Gaussian processes***by*Marcus, Michael B. & Rosen, Jay**1136-1158 Enlargement of filtrations with random times for processes with jumps***by*Kohatsu-Higa, Arturo & Yamazato, Makoto**1159-1189 Localization of favorite points for diffusion in a random environment***by*Cheliotis, Dimitris**1190-1218 A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail***by*Azaïs, Jean-Marc & Wschebor, Mario**1219-1243 Extensions of Black-Scholes processes and Benford's law***by*Schürger, Klaus**1244-1253 Local times of ranked continuous semimartingales***by*Banner, Adrian D. & Ghomrasni, Raouf**1254-1263 A polynomial birth-death point process approximation to the Bernoulli process***by*Xia, Aihua & Zhang, Fuxi**1264-1277 Propagation of singularities in the semi-fractional Brownian sheet***by*Blath, Jochen & Martin, Andreas**1278-1299 Diffusion approximation for equilibrium Kawasaki dynamics in continuum***by*Kondratiev, Yuri G. & Kutoviy, Oleksandr V. & Lytvynov, Eugene W.

### 2008, Volume 118, Issue 6

**897-916 Multifractal spectra and precise rates of decay in homogeneous fragmentations***by*Krell, Nathalie**917-937 The coding complexity of diffusion processes under supremum norm distortion***by*Dereich, Steffen**938-951 The coding complexity of diffusion processes under Lp[0,1]-norm distortion***by*Dereich, Steffen**952-967 Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection***by*Ji, Shaolin & Peng, Shige**968-980 Backward stochastic differential equations with reflection and weak assumptions on the coefficients***by*Xu, Mingyu**981-1003 Upper limits of Sinai's walk in random scenery***by*Zindy, Olivier**1004-1021 Coexistence in host-pathogen systems***by*Durrett, R. & Lanchier, N.**1022-1042 Global fluctuations in general [beta] Dyson's Brownian motion***by*Bender, Martin**1043-1055 Nonparametric estimation and testing time-homogeneity for processes with independent increments***by*Nishiyama, Yoichi**1056-1070 A note on the central limit theorem for bipower variation of general functions***by*Kinnebrock, Silja & Podolskij, Mark**1071-1105 Simulated annealing for Lévy-driven jump-diffusions***by*Pavlyukevich, Ilya

### 2008, Volume 118, Issue 5

**703-729 Conditional large deviations for a sequence of words***by*Birkner, Matthias**730-754 Self-similarity and spectral asymptotics for the continuum random tree***by*Croydon, David & Hambly, Ben**755-761 On the existence of some processes***by*Douc, Randal & Roueff, François & Soulier, Philippe**762-789 On a stochastic version of Prouse model in fluid dynamics***by*Ferrario, B. & Flandoli, F.**790-817 On dual processes of non-symmetric diffusions with measure-valued drifts***by*Kim, Panki & Song, Renming**818-838 BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces***by*Briand, Philippe & Confortola, Fulvia**839-851 Exit asymptotics for small diffusion about an unstable equilibrium***by*Bakhtin, Yuri**852-863 Median, concentration and fluctuations for Lévy processes***by*Houdré, Christian & Marchal, Philippe**864-895 Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps***by*Luo, Jiaowan & Liu, Kai

### 2008, Volume 118, Issue 4

**517-559 Asymptotic properties of realized power variations and related functionals of semimartingales***by*Jacod, Jean**560-584 Extreme value theory for space-time processes with heavy-tailed distributions***by*Davis, Richard A. & Mikosch, Thomas**585-613 High-frequency asymptotics for subordinated stationary fields on an Abelian compact group***by*Marinucci, Domenico & Peccati, Giovanni**614-628 Central limit theorems for multiple stochastic integrals and Malliavin calculus***by*Nualart, D. & Ortiz-Latorre, S.**629-648 Approximation to the mean curve in the LCS problem***by*Durringer, Clement & Hauser, Raphael & Matzinger, Heinrich**649-680 Asymptotic properties of particle filter-based maximum likelihood estimators for state space models***by*Olsson, Jimmy & Rydén, Tobias**681-702 Hausdorff dimension of the image of additive processes***by*Yang, Ming

### 2008, Volume 118, Issue 3

**319-332 A contact process with mutations on a tree***by*Liggett, Thomas M. & Schinazi, Rinaldo B. & Schweinsberg, Jason**333-345 Tail behavior of random products and stochastic exponentials***by*Cohen, Serge & Mikosch, Thomas**346-367 Monte-Carlo simulation of stochastic differential systems -- a geometrical approach***by*Alves, C.J.S. & Cruzeiro, A.B.**368-388 Hypoelliptic heat kernel inequalities on Lie groups***by*Melcher, Tai**389-416 Logarithmic speeds for one-dimensional perturbed random walks in random environments***by*Menshikov, M.V. & Wade, Andrew R.**417-451 Spatially homogeneous solutions of 3D stochastic Navier-Stokes equations and local energy inequality***by*Basson, Arnaud**452-473 Moderate deviations and law of the iterated logarithm in for kernel density estimators***by*Gao, Fuqing**474-502 Central limit theorem for a tagged particle in asymmetric simple exclusion***by*Gonçalves, Patrícia**503-515 Solvability of backward stochastic differential equations with quadratic growth***by*Tevzadze, Revaz

### 2008, Volume 118, Issue 2

**153-170 Non-regular estimation theory for piecewise continuous spectral densities***by*Taniguchi, Masanobu**171-198 Nonhomogeneous fractional integration and multifractional processes***by*Surgailis, Donatas**199-212 On a formula on the potential operators of absorbing Lévy processes in the half space***by*Tamura, Yozo & Tanaka, Hiroshi**213-231 On the estimation of intrinsic volume densities of stationary random closed sets***by*Mrkvicka, T. & Rataj, J.**232-260 Nonparametric estimation of the stationary density and the transition density of a Markov chain***by*Lacour, Claire**261-283 Bilateral gamma distributions and processes in financial mathematics***by*Küchler, Uwe & Tappe, Stefan**284-318 A wavelet particle approximation for McKean-Vlasov and 2D-Navier-Stokes statistical solutions***by*Tran, Viet Chi

### 2008, Volume 118, Issue 1

**1-27 First hitting time and place for pseudo-processes driven by the equation subject to a linear drift***by*Lachal, Aimé**28-52 Occupation time limits of inhomogeneous Poisson systems of independent particles***by*Bojdecki, T. & Gorostiza, L.G. & Talarczyk, A.**53-75 Discrete-time approximation of decoupled Forward-Backward SDE with jumps***by*Bouchard, Bruno & Elie, Romuald**76-119 Annealing diffusions in a potential function with a slow growth***by*Zitt, Pierre-André**120-152 A stochastic linear-quadratic problem with Lévy processes and its application to finance***by*Mitsui, Ken-ichi & Tabata, Yoshio

### 2007, Volume 117, Issue 12

**1764-1792 A diluted version of the perceptron model***by*Márquez-Carreras, David & Rovira, Carles & Tindel, Samy**1793-1812 A forward scheme for backward SDEs***by*Bender, Christian & Denk, Robert**1813-1834 On convergence to the exponential utility problem***by*Kohlmann, Michael & Niethammer, Christina R.**1835-1847 Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments***by*Barbe, Ph. & McCormick, W.P. & Zhang, C.**1848-1869 Functional limit theorems for generalized quadratic variations of Gaussian processes***by*Bégyn, Arnaud**1870-1888 Limit theorems for permutations of empirical processes with applications to change point analysis***by*Horváth, Lajos & Shao, Qi-Man**1889-1909 On some transformations between positive self-similar Markov processes***by*Chaumont, Loïc & Rivero, Víctor**1910-1927 Two phase transitions for the contact process on small worlds***by*Durrett, Rick & Jung, Paul**1928-1959 Cumulants of the maximum of the Gaussian random walk***by*Janssen, A.J.E.M. & van Leeuwaarden, J.S.H.

### 2007, Volume 117, Issue 11

**1587-1605 Computing strategies for achieving acceptability: A Monte Carlo approach***by*Pal, Soumik**1606-1620 Asymptotic analysis of utility-based hedging strategies for small number of contingent claims***by*Kramkov, D. & Sîrbu, M.**1621-1641 Horizon-unbiased utility functions***by*Henderson, Vicky & Hobson, David**1642-1662 Stability of utility-maximization in incomplete markets***by*Larsen, Kasper & Zitkovic, Gordan**1663-1688 Robust utility maximization with limited downside risk in incomplete markets***by*Gundel, Anne & Weber, Stefan**1689-1723 Malliavin Greeks without Malliavin calculus***by*Chen, Nan & Glasserman, Paul**1724-1749 Restructuring risk in credit default swaps: An empirical analysis***by*Berndt, Antje & Jarrow, Robert A. & Kang, ChoongOh

### 2007, Volume 117, Issue 10

**1373-1403 Large deviations for weighted empirical mean with outliers***by*Maïda, M. & Najim, J. & Péché, S.**1404-1421 Asymptotic results concerning the total branch length of the Bolthausen-Sznitman coalescent***by*Drmota, Michael & Iksanov, Alex & Moehle, Martin & Roesler, Uwe**1422-1447 Finite approximation schemes for Lévy processes, and their application to optimal stopping problems***by*Szimayer, Alex & Maller, Ross A.**1448-1472 The 1-d stochastic wave equation driven by a fractional Brownian sheet***by*Quer-Sardanyons, Lluís & Tindel, Samy**1473-1490 Almost sure estimates for the concentration neighborhood of Sinai's walk***by*Andreoletti, Pierre**1491-1518 An adaptive scheme for the approximation of dissipative systems***by*Lemaire, Vincent**1519-1539 Senile reinforced random walks***by*Holmes, M. & Sakai, A.**1540-1560 The estimates of the mean first exit time from a ball for the [alpha]-stable Ornstein-Uhlenbeck processes***by*Jakubowski, Tomasz**1561-1585 On homogenization of space-time dependent and degenerate random flows***by*Rhodes, Rémi

### 2007, Volume 117, Issue 9

**1165-1188 Restricting SLE(8/3 ) to an annulus***by*Bauer, Robert O.**1189-1207 Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals***by*Jolis, Maria & Viles, Noèlia**1208-1233 Upper large deviations for the maximal flow in first-passage percolation***by*Théret, Marie**1234-1250 A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations***by*Li, Juan & Tang, Shanjian**1251-1264 Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps***by*Cao, Guilan & He, Kai**1265-1284 Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero***by*Francq, Christian & Zakoian, Jean-Michel**1285-1302 Nonminimal sets, their projections and integral representations of stable processes***by*Pipiras, Vladas**1303-1315 Hitting times of Brownian motion and the Matsumoto-Yor property on trees***by*Wesolowski, Jacek & Witkowski, Piotr