# Elsevier

# Stochastic Processes and their Applications

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### 2005, Volume 115, Issue 1

**41-54 A comonotonic theorem for BSDEs***by*Chen, Zengjing & Kulperger, Reg & Wei, Gang**55-75 Dimension results for sample paths of operator stable Lévy processes***by*Meerschaert, Mark M. & Xiao, Yimin**77-90 A construction of catalytic super-Brownian motion via collision local time***by*Mörters, Peter & Vogt, Pascal**91-115 The 1/H-variation of the divergence integral with respect to the fractional Brownian motion for H>1/2 and fractional Bessel processes***by*Guerra, João M.E. & Nualart, David**117-153 Designing a contact process: the piecewise-homogeneous process on a finite set with applications***by*Wagner, Aaron B. & Anantharam, Venkat**155-177 Nonparametric regression estimation for dependent functional data: asymptotic normality***by*Masry, Elias

### 2004, Volume 114, Issue 2

**191-209 Point processes associated with stationary stable processes***by*Resnick, Sidney & Samorodnitsky, Gennady**211-229 Diffusion local time storage***by*Kozlova, M. & Salminen, P.**231-250 Limit theorem for maximum of the storage process with fractional Brownian motion as input***by*Hüsler, Jürg & Piterbarg, Vladimir**251-263 A model of the term structure of interest rates based on Lévy fields***by*Albeverio, Sergio & Lytvynov, Eugene & Mahnig, Andrea**265-278 Properties of American option prices***by*Ekström, Erik**279-286 On the infinite differentiability of the right edge in the supercritical oriented percolation***by*Zhang, Yu**287-311 A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length***by*Bruss, F. Thomas & Delbaen, Freddy**313-330 Lq(Lp) theory and Hölder estimates for parabolic SPDEs***by*Kim, Kyeong-Hun**331-350 An approximation result for a nonlinear Neumann boundary value problem via BSDEs***by*Boufoussi, B. & van Casteren, J.

### 2004, Volume 114, Issue 1

**1-26 Metastability under stochastic dynamics***by*den Hollander, F.**27-50 Elementary fixed points of the BRW smoothing transforms with infinite number of summands***by*Iksanov, Aleksander M.**51-79 Modified logarithmic Sobolev inequalities for some models of random walk***by*Goel, Sharad**81-107 Recurrent lines in two-parameter isotropic stable Lévy sheets***by*Dalang, Robert C. & Khoshnevisan, Davar**109-125 Explicit solutions of some utility maximization problems in incomplete markets***by*Tehranchi, Michael**127-160 Compact interface property for symbiotic branching***by*Etheridge, Alison M. & Fleischmann, Klaus**161-174 Asymptotic theory of noncentered mixing stochastic differential equations***by*Kim, Jeong-Hoon**175-190 The serial harness interacting with a wall***by*Ferrari, Pablo A. & Fontes, Luiz R. G. & Niederhauser, Beat M. & Vachkovskaia, Marina

### 2004, Volume 113, Issue 2

**173-197 Approximating the Reed-Frost epidemic process***by*Barbour, A. D. & Utev, Sergey**199-216 Interpolation for partly hidden diffusion processes***by*Choi, Changsun & Nam, Dougu**217-233 Law of large numbers for the simple exclusion process***by*Andjel, E. & Ferrari, P. A. & Siqueira, A.**235-272 Stochastic averaging and asymptotic behavior of the stochastic Duffing-van der Pol equation***by*Baxendale, Peter H.**273-287 Evaluating the small deviation probabilities for subordinated Lévy processes***by*Linde, Werner & Shi, Zhan**289-313 Robustness of time reversal for waves in time-dependent random media***by*Alfaro Vigo, Daniel G. & Fouque, Jean-Pierre & Garnier, Josselin & Nachbin, André**315-332 On the ruin probability for physical fractional Brownian motion***by*Hüsler, J. & Piterbarg, V.**333-351 Fractional Brownian motion as a weak limit of Poisson shot noise processes--with applications to finance***by*Klüppelberg, Claudia & Kühn, Christoph

### 2004, Volume 113, Issue 1

**1-35 Fluctuations of the free energy in the high temperature Hopfield model***by*Comets, Francis & Kurkova, Irina & Trashorras, José**37-64 On weak uniqueness for some diffusions with discontinuous coefficients***by*Krylov, N. V.**65-80 An infinite stochastic model of social network formation***by*Liggett, Thomas M. & Rolles, Silke W. W.**81-99 Surface order large deviations for 2D FK-percolation and Potts models***by*Couronné, Olivier & Messikh, Reda Jürg**101-126 Diffusion processes on an open book and the averaging principle***by*Freidlin, M. I. & Wentzell, A. D.**127-142 Approximations to generalized renewal measures***by*Vexler, Albert**143-172 Stochastic volatility and fractional Brownian motion***by*Gloter, A. & Hoffmann, M.

### 2004, Volume 112, Issue 2

**185-200 Dynamic coherent risk measures***by*Riedel, Frank**201-223 Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme***by*Gobet, Emmanuel & Menozzi, Stéphane**225-244 Simulating the ruin probability of risk processes with delay in claim settlement***by*Torrisi, G. L.**245-259 Ergodicity of Lévy flows***by*Mohari, Anilesh**261-283 On stochastic partial differential equations with variable coefficients in C1 domains***by*Kim, Kyeong-Hun**285-308 Fluctuation exponents and large deviations for directed polymers in a random environment***by*Carmona, Philippe & Hu, Yueyun**309-317 Limit behaviour for a supercritical bisexual Galton-Watson branching process with population-size-dependent mating***by*Molina, M. & Mota, M. & Ramos, A.**319-329 Zero-sum dynamic games and a stochastic variation of Ramsey's theorem***by*Shmaya, Eran & Solan, Eilon**331-355 Anticipative stochastic integration based on time-space chaos***by*Peccati, Giovanni

### 2004, Volume 112, Issue 1

**1-22 Coherent and convex monetary risk measures for bounded càdlàg processes***by*Cheridito, Patrick & Delbaen, Freddy & Kupper, Michael**23-51 Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coefficients***by*Hu, Ying & Ma, JinJin**53-78 Ruin probabilities and penalty functions with stochastic rates of interest***by*Cai, Jun**79-93 A further remark on dynamic programming for partially observed Markov processes***by*Borkar, V.S.Vivek S. & Budhiraja, Amarjit**95-118 Heat equation with strongly inhomogeneous noise***by*Zähle, Henryk**119-144 Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion***by*Fontbona, J.**145-155 Further scaling exponents of random walks in random sceneries***by*Piau, Didier**157-183 Tail probabilities of subadditive functionals on stable processes with continuous and discrete time***by*Braverman, Michael

### 2004, Volume 111, Issue 2

**175-206 Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations***by*Bouchard, Bruno & Touzi, Nizar**207-235 A regularity condition and a limit theorem for Harris ergodic Markov chains***by*Samur, J.D.Jorge D.**237-258 Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times***by*Baltrunas, A. & Daley, D. J. & Klüppelberg, C.**259-279 Random clouds and an application to censoring in survival analysis***by*Ivanoff, B.G.B. Gail & Merzbach, Ely**281-315 On the derivation of a linear Boltzmann equation from a periodic lattice gas***by*Ricci, Valeria & Wennberg, Bernt**317-354 Best choice from the planar Poisson process***by*Gnedin, A.V.Alexander V.

### 2004, Volume 111, Issue 1

**1-15 Stochastic differential equations driven by stable processes for which pathwise uniqueness fails***by*Bass, Richard F. & Burdzy, Krzysztof & Chen, Zhen-Qing**17-39 An optimal Skorokhod embedding for diffusions***by*Cox, A. M. G. & Hobson, D. G.**41-55 Rate of convergence of some self-attracting diffusions***by*Herrmann, Samuel & Scheutzow, Michael**57-76 A representation formula for transition probability densities of diffusions and applications***by*Qian, Zhongmin & Zheng, Weian**77-95 A new multivariate transform and the distribution of a random functional of a Ferguson-Dirichlet process***by*Jiang, Thomas J. & Dickey, James M. & Kuo, Kun-Lin**97-118 Large void zones and occupation times for coalescing random walks***by*Csáki, Endre & Révész, Pál & Shi, Zhan**119-156 On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion***by*Ayache, Antoine & Lévy Véhel, Jacques**157-173 On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications***by*Bercu, B.

### 2004, Volume 110, Issue 2

**177-245 Functional limit theorems for multitype branching processes and generalized Pólya urns***by*Janson, Svante**247-258 Isomorphism theorems for Markov chains***by*Eisenbaum, Nathalie**259-274 Ruin probabilities for a risk process with stochastic return on investments***by*Yuen, Kam C. & Wang, Guojing & Ng, Kai W.**275-294 Markov chain approximations to filtering equations for reflecting diffusion processes***by*Kouritzin, Michael A. & Long, Hongwei & Sun, Wei**295-314 Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure***by*Hwang, S. Y. & Kim, Tae Yoon**315-342 Second-order expansion for the maximum of some stationary Gaussian sequences***by*Barbe, Ph. & McCormick, W. P.

### 2004, Volume 110, Issue 1

**1-17 On long time behavior of some coagulation processes***by*Fournier, Nicolas & Roynette, Bernard & Tanré, Etienne**19-44 Support properties of super-Brownian motions with spatially dependent branching rate***by*Ren, Yan-Xia**45-66 Wall repulsion and mutual interface repulsion: a harmonic crystal model in high dimensions***by*Bertacchi, Daniela & Giacomin, Giambattista**67-81 From dynamic to static large deviations in boundary driven exclusion particle systems***by*Bodineau, Thierry & Giacomin, Giambattista**83-110 An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale***by*Oblój, Jan & Yor, Marc**111-143 Hydrodynamic limit for a Fleming-Viot type system***by*Grigorescu, Ilie & Kang, Min**145-176 A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE***by*Lejay, Antoine

### 2004, Volume 109, Issue 2

**167-187 A constrained non-linear regular-singular stochastic control problem, with applications***by*Guo, Xin & Liu, Jun & Zhou, Xun Yu**189-201 Some inequalities for p-variations of martingales***by*Fan, Ming**203-223 A simple construction of the fractional Brownian motion***by*Enriquez, Nathanaël**225-261 Consistency conditions for affine term structure models***by*Levendorskii, Sergei**263-293 Strong approximations of additive functionals of a planar Brownian motion***by*Csáki, Endre & Földes, Antónia & Hu, Yueyun**295-316 Q-Markov random probability measures and their posterior distributions***by*Balan, R. M.**317-326 Homogenization of a bond diffusion in a locally ergodic random environment***by*Olla, S. & Siri, P.**327-344 Random integral representation of operator-semi-self-similar processes with independent increments***by*Becker-Kern, Peter

### 2004, Volume 109, Issue 1

**1-12 Time to absorption in discounted reinforcement models***by*Pemantle, Robin & Skyrms, Brian**13-22 On small masses in self-similar fragmentations***by*Bertoin, Jean**23-46 Approximation of quantiles of components of diffusion processes***by*Talay, Denis & Zheng, Ziyu**47-68 Gaussian moving averages, semimartingales and option pricing***by*Cheridito, Patrick**69-77 On the martingale framework for futures prices***by*Pozdnyakov, Vladimir & Steele, J. Michael**79-111 Russian and American put options under exponential phase-type Lévy models***by*Asmussen, Søren & Avram, Florin & Pistorius, Martijn R.**113-144 On weighted branching processes in random environment***by*Kuhlbusch, Dirk**145-166 Local empirical spectral measure of multivariate processes with long range dependence***by*Ørregaard Nielsen, Morten

### 2003, Volume 108, Issue 2

**155-202 Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences***by*Schroder, Mark & Skiadas, Costis**203-228 Sample path large deviations for a class of random currents***by*Kuwada, Kazumasa**229-262 The conditional central limit theorem in Hilbert spaces***by*Dedecker, Jérôme & Merlevède, Florence**263-298 A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes***by*Fuhrman, Marco**299-325 Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks***by*Tang, Qihe & Tsitsiashvili, Gurami**327-343 Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative***by*Hambly, B. M. & Kersting, G. & Kyprianou, A. E.

### 2003, Volume 108, Issue 1

**1-26 Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes***by*Rubenthaler, Sylvain & Wiktorsson, Magnus**27-62 Heat kernel estimates for stable-like processes on d-sets***by*Chen, Zhen-Qing & Kumagai, Takashi**63-92 Fatou's Theorem for censored stable processes***by*Kim, Panki**93-107 Long-time behaviour of a stochastic prey-predator model***by*Rudnicki, Ryszard**109-129 Lp solutions of backward stochastic differential equations***by*Briand, Ph. & Delyon, B. & Hu, Y. & Pardoux, E. & Stoica, L.**131-149 Linear optimal prediction and innovations representations of hidden Markov models***by*Andersson, Sofia & Rydén, Tobias & Johansson, Rolf

### 2003, Volume 107, Issue 2

**173-212 On the optimal stopping problem for one-dimensional diffusions***by*Dayanik, Savas & Karatzas, Ioannis**213-231 A multidimensional bipolar theorem in***by*Bouchard, B. & Mazliak, L.**233-268 The great circle epidemic model***by*Ball, Frank & Neal, Peter**269-287 A Gaussian correlation inequality and its applications to the existence of small ball constant***by*Shao, Qi-Man**289-300 Reconstructing a piece of scenery with polynomially many observations***by*Matzinger, Heinrich & Rolles, Silke W. W.**301-325 Super Brownian motion with interactions***by*Delmas, Jean-François & Dhersin, Jean-Stéphane**327-350 Equivalence of Volterra processes***by*Baudoin, Fabrice & Nualart, David

### 2003, Volume 107, Issue 1

**1-28 Asymptotic behavior of the local score of independent and identically distributed random sequences***by*Daudin, Jean-Jacques & Etienne, Marie Pierre & Vallois, Pierre**29-51 Martingales and the distribution of the time to ruin***by*Jacobsen, Martin**53-81 Conditional expansions and their applications***by*Yoshida, Nakahiro**83-103 Domains of attraction for exponential families***by*Balkema, August A. & Klüppelberg, Claudia & Resnick, Sidney I.**105-129 Fixed points with finite variance of a smoothing transformation***by*Caliebe, Amke & Rösler, Uwe**131-143 On doubly reflected completely asymmetric Lévy processes***by*Pistorius, M. R.**145-169 BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations***by*El-Karoui, N. & Hamadène, S.

### 2003, Volume 106, Issue 2

**167-184 Asymptotic mass distribution speed for the one-dimensional heat equation with constant drift and stationary potential***by*Voß-Böhme, Anja**185-222 On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces***by*Mikulevicius, R. & Pragarauskas, H.**223-244 Uniform Poincaré inequalities for unbounded conservative spin systems: the non-interacting case***by*Caputo, Pietro**245-277 Loss of mass in deterministic and random fragmentations***by*Haas, Bénédicte**279-316 A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals***by*LeGland, François & Oudjane, Nadia**317-333 On almost sure convergence of the quadratic variation of Brownian motion***by*Levental, Shlomo & Erickson, R. V.

### 2003, Volume 106, Issue 1

**1-40 Error analysis of the optimal quantization algorithm for obstacle problems***by*Bally, Vlad & Pagès, Gilles**41-62 On the convex hull of a Brownian excursion with parabolic drift***by*Giraud, Christophe**63-80 A new covariance inequality and applications***by*Dedecker, Jérôme & Doukhan, Paul**81-93 Invariant measures related with Poisson driven stochastic differential equation***by*Lasota, Andrzej & Traple, Janusz**95-106 Branching random walk in random environment on trees***by*Machado, F. P. & Popov, S. Yu.**107-139 Coalescent processes obtained from supercritical Galton-Watson processes***by*Schweinsberg, Jason**141-165 Extinction versus exponential growth in a supercritical super-Wright-Fisher diffusion***by*Fleischmann, Klaus & Swart, Jan M.

### 2003, Volume 105, Issue 2

**175-210 Reconstruction of sceneries with correlated colors***by*Löwe, Matthias & Matzinger III, Heinrich**211-255 Large deviations in the Langevin dynamics of a random field Ising model***by*Ben Arous, Gérard & Sortais, Michel**257-269 On Koul's minimum distance estimators in the regression models with long memory moving averages***by*Li, Linyuan**271-298 Limit results for the empirical process of squared residuals in GARCH models***by*Berkes, István & Horváth, Lajos**299-313 A law of the iterated logarithm for stochastic approximation procedures in d-dimensional Euclidean space***by*Koval, Valery & Schwabe, Rainer**315-344 Convergence in law to the multiple fractional integral***by*Bardina, Xavier & Jolis, Maria & A. Tudor, Ciprian

### 2003, Volume 105, Issue 1

**1-32 Approximating some Volterra type stochastic integrals with applications to parameter estimation***by*Hult, Henrik**33-67 Asymptotics of regressions with stationary and nonstationary residuals***by*Maller, R. A.**69-97 Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions***by*Samorodnitsky, G. & Grigoriu, M.**99-116 Ergodicity of homogeneous Brownian flows***by*Mohari, Anilesh**117-137 Strong law of large numbers and mixing for the invariant distributions of measure-valued diffusions***by*Pinsky, Ross G.**139-173 Invariant measures for passive tracer dynamics in Ornstein-Uhlenbeck flows***by*Komorowski, Tomasz & Olla, Stefano

### 2003, Volume 104, Issue 2

**173-192 Trimmed sums for non-negative, mixing stationary processes***by*Aaronson, Jon & Nakada, Hitoshi**193-216 Local times of additive Lévy processes***by*Khoshnevisan, Davar & Xiao, Yimin & Zhong, Yuquan**217-242 On the first meeting or crossing of two independent trajectories for some counting processes***by*Picard, Philippe & Lefèvre, Claude**243-257 Quasi-invariance for the pinned Brownian motion on a Lie group***by*Gordina, Maria**259-299 n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes***by*Errami, Mohammed & Russo, Francesco**301-324 Asymptotics of rank order statistics for ARCH residual empirical processes***by*Chandra, S. Ajay & Taniguchi, Masanobu**325-347 A mean field model for species abundance***by*Pfaff, Thomas J.

### 2003, Volume 104, Issue 1

**1-27 Homogenization of a nonlinear random parabolic partial differential equation***by*Pardoux, E. & Piatnitski, A. L.**29-56 Spectral homogenization of reversible random walks on in a random environment***by*Boivin, D. & Depauw, J.**57-80 Strong invariance principle for singular diffusions***by*Heunis, Andrew J.**81-106 An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter***by*Bender, Christian**107-116 On the Rosenthal's inequality for locally square integrable martingales***by*Ren, Yao-Feng & Tian, Fan-Ji**117-130 Reinforced random processes in continuous time***by*Muliere, Pietro & Secchi, Piercesare & G. Walker, Stephen**131-154 On swapping and simulated tempering algorithms***by*Zheng, Zhongrong**155-171 Asymptotics of a matrix valued Markov chain arising in sociology***by*Bonacich, Phillip & Liggett, Thomas M.

### 2003, Volume 103, Issue 2

**169-209 Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment***by*Sethuraman, Sunder**211-235 Catalytic branching and the Brownian snake***by*Klenke, Achim**237-256 Invariant measures for stochastic heat equations with unbounded coefficients***by*Assing, Sigurd & Manthey, Ralf**257-276 Time fluctuations of the random average process with parabolic initial conditions***by*Fontes, L. R. G. & Medeiros, D. P. & Vachkovskaia, M.**277-291 Asymptotic stability in distribution of stochastic differential equations with Markovian switching***by*Yuan, Chenggui & Mao, Xuerong**293-310 Dynamic programming for ergodic control with partial observations***by*Borkar, V. S.**311-349 Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process***by*Rubenthaler, Sylvain

### 2003, Volume 103, Issue 1

**1-29 Quenched large deviations for diffusions in a random Gaussian shear flow drift***by*Asselah, A. & Castell, F.**31-55 A probabilistic interpretation of the divergence and BSDE's***by*Stoica, I. L.**57-99 Polynomial ergodicity of Markov transition kernels***by*Fort, G. & Moulines, E.**101-122 On a decomposition of symmetric diffusions with reflecting boundary conditions***by*Rozkosz, Andrzej**123-154 Asymptotics of M-estimators in two-phase linear regression models***by*Koul, Hira L. & Qian, Lianfen & Surgailis, Donatas**155-168 Abrupt Lévy processes***by*Vigon, Vincent

### 2002, Volume 102, Issue 2

**159-205 Logarithmic Sobolev constant for the dilute Ising lattice gas dynamics below the percolation threshold***by*Cancrini, N. & Roberto, C.**207-220 Concentration results for a Brownian directed percolation problem***by*Hambly, B. M. & Martin, James B. & O'Connell, Neil**221-233 An alternative approach to super-Brownian motion with a locally infinite branching mass***by*Wang, Yongjin**235-264 On diffusion approximation with discontinuous coefficients***by*Krylov, N. V. & Liptser, R.**265-283 Large deviations and support theorem for diffusion processes via rough paths***by*Ledoux, M. & Qian, Z. & Zhang, T.**285-299 Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields***by*El Machkouri, Mohamed**301-309 A surprising Poisson process arising from a species competition model***by*Durrett, Richard & Limic, Vlada**311-318 Structural characterization of taboo-stationarity for general processes in two-sided time***by*Glynn, Peter W. & Thorisson, Hermann

### 2002, Volume 102, Issue 1

**1-23 Large deviations and fast simulation in the presence of boundaries***by*Asmussen, Søren & Fuckerieder, Pascal & Jobmann, Manfred & Schwefel, Hans-Peter**25-42 Large deviations for squared radial Ornstein-Uhlenbeck processes***by*Zani, Marguerite**43-62 Longtime behavior for the occupation time process of a super-Brownian motion with random immigration***by*Hong, Wenming**63-88 Perfect simulation for interacting point processes, loss networks and Ising models***by*Ferrari, Pablo A. & Fernández, Roberto & Garcia, Nancy L.**89-102 Elementary divisors and determinants of random matrices over a local field***by*Evans, Steven N.**103-116 Regularization of differential equations by fractional noise***by*Nualart, David & Ouknine, Youssef**117-138 Mean distance of Brownian motion on a Riemannian manifold***by*Kim, Yoon Tae & Park, Hyun Suk**139-158 Hydrodynamic limit for interacting Ornstein-Uhlenbeck particles***by*Tremoulet, Christel

### 2002, Volume 101, Issue 2

**163-183 Anisotropic contact processes on homogeneous trees***by*Lalley, Steven P. & Sellke, Thomas M.**185-232 Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise***by*Mattingly, J. C. & Stuart, A. M. & Higham, D. J.**233-239 Precise asymptotics for record times and the associated counting process***by*Gut, Allan**241-256 On the most visited sites of symmetric Markov processes***by*Eisenbaum, Nathalie & Khoshnevisan, Davar**257-271 Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes***by*Jarner, S. F. & Tweedie, R. L.**273-302 Stochastic targets with mixed diffusion processes and viscosity solutions***by*Bouchard, Bruno**303-325 Existence and regularity of a weak function-solution for some Landau equations with a stochastic approach***by*Guérin, H.