Stochastic Processes and Their Applications

Article	Citations
Exact asymptotics of ruin probabilities with linear Hawkes arrivals	30
Editorial Board	28
Laws of the iterated logarithm for occupation times of Markov processes	24
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes	18
Approximation of birth–death processes	18
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems	17
Global strong solution for the stochastic tamed Chemotaxis–Navier–Stokes system in	16
On the meeting of random walks on random DFA	16
Strict local martingales and the Khasminskii test for explosions	15
High order asymptotic expansion for Wiener functionals	15
Stochastic parallel translations and diffusions on the Wasserstein space over	15
Drift estimation for a multi-dimensional diffusion process using deep neural networks	15
Correlation bound for a one-dimensional continuous long-range Ising model	15
Asymmetric attractive zero-range processes with particle destruction at the origin	14
Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials	13
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality	13
Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective	13
Explicit multiscale numerical method for super-linear slow–fast stochastic differential equations	13
Lines of descent in a Moran model with frequency-dependent selection and mutation	13
Time changed spherical Brownian motions with longitudinal drifts	12
Editorial Board	12
Construction and convergence results for stable webs	12
The replicator equation in stochastic spatial evolutionary games	11
Infinitesimal gradient boosting	11
Fisher information bounds and applications to SDEs with small noise	11

Lévy models amenable to efficient calculations	11
Coupling by change of measure for conditional McKean–Vlasov SDEs and applications	10
Walsh spider diffusions as time changed multi-parameter processes	10
Rate of escape of the conditioned two-dimensional simple random walk	10
Planar reinforced k-out percolation	10
On the signature of an image	10
On decomposition of the last passage time of diffusions	10
Measure-valued growth processes in continuous space and growth properties starting from an infinite interface	9
Editorial Board	9
Multidimensional sticky Brownian motions: Heavy traffic limit and rough tail asymptotics	9
On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends	9
Editorial Board	9
Quenched large deviations in renewal theory	9
Ornstein−Uhlenbeck type processes on Wasserstein spaces	9
Poisson approximation of fixed-degree nodes in weighted random connection models	9
Scaling limits for a class of regular Ξ-coalescents	9
Large deviations for empirical measures of self-interacting Markov chains	9
Almost sure limit theorems with applications to non-regular continued fraction algorithms	9
Multi-dimensional normal approximation of heavy-tailed moving averages	8
Francis Comets’ Gumbel last passage percolation	8
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices	8
Large deviations for Markov processes with switching and homogenisation via Hamilton–Jacobi–Bellman equations	8
A binary embedding of the stable line-breaking construction	8
Tails of bivariate stochastic recurrence equation with triangular matrices	8
Editorial Board	8
Symmetric KL-divergence by Stein’s method	8
Emergence of interlacements from the finite volume Bose soup	8
Averaging of semigroups associated to diffusion processes on a simplex	8
The obstacle problem for stochastic porous media equations	8
Nonlinear Graphon mean-field systems	8
Strong solutions of forward–backward stochastic differential equations with measurable coefficients	8
A series expansion formula of the scale matrix with applications in CUSUM analysis	7
Testing for changes in the tail behavior of Brown–Resnick Pareto processes	7
Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble	7
Averaging principle for semilinear slow–fast rough partial differential equations	7
Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators	7
Markov selections and Feller properties of nonlinear diffusions	7
Editorial Board	7
A heavy-traffic perspective on departure process variability	7
Elastic drifted Brownian motions and non-local boundary conditions	6
Percolation and connection times in multi-scale dynamic networks	6
Multivariate Hawkes processes on inhomogeneous random graphs	6
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion	6
Symmetry and functional inequalities for stable Lévy-type operators	6
Model selection for Markov random fields on graphs under a mixing condition	6
Metastability from the large deviations point of view: A Γ-expansion	6
Long run convergence of discrete-time interacting particle systems of the McKean–Vlasov type	6
Wasserstein distance estimates for jump-diffusion processes	6
Invariance principle for the capacity and the cardinality of the range of stable random walks	6
Grid entropy in last passage percolation — A superadditive critical exponent approach	6

Sample path moderate deviations for shot noise processes in the high intensity regime	6
Quantitative hydrodynamics for a generalized contact model	6
Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility	6
Randomized limit theorems for stationary ergodic random processes and fields	6
Quasi-stationary distribution for the Langevin process in cylindrical domains, Part I: Existence, uniqueness and long-time convergence	6
Boundary Harnack principle for diffusion with jumps	6
Existence and uniqueness of SPDEs driven by nonlinear multiplicative mixed noise	6
Strong solutions to reflecting stochastic differential equations with singular drift	6
Long-range contact process and percolation on a random lattice	6
WITHDRAWN: Optimal consumption with labor income and borrowing constraints for recursive preferences	6
Large deviations for interacting multiscale particle systems	6
Lp	6
A propagation of chaos result for weakly interacting nonlinear Snell envelopes	6
A numerical scheme for stochastic differential equations with distributional drift	6
Criteria for Poisson process convergence with applications to inhomogeneous Poisson–Voronoi tessellations	6
Essential barrier height and a probabilistic approach in characterizing potential landscape	6
Explicit description of all deflators for market models under random horizon with applications to NFLVR	6
Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property	5
Correlation structure and resonant pairs for arithmetic random waves	5
The geometry of controlled rough paths	5
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions	5
Time reversal of Markov processes with jumps under a finite entropy condition	5
Yule’s “nonsense correlation” for Gaussian random walks	5
Inhomogeneous affine Volterra processes	5
Speed of convergence and moderate deviations of FPP on random geometric graphs	5
SDEs with two reflecting barriers driven by semimartingales and processes with bounded p	5
A mean field game approach to equilibrium consumption under external habit formation	5
Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut–Elworthy–Li formula for singular SDEs	5
Deviation inequalities for contractive infinite memory processes	5
Gaussian fluctuations for the wave equation under rough random perturbations	5
Corrigendum to “Fluctuations of linear statistics of half-heavy-tailed random matrices” [Stoch. Process. Appl. 126 (2016) 3331–3352]	5
Instantaneous support propagation for Λ-Fleming–Viot processes	5
Dual process in the two-parameter Poisson–Dirichlet diffusion	5
An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations	5
Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds	5
Itô stochastic differentials	5
Diagonally quadratic BSDE with oblique reflection and optimal switching	5
Local limit theorem for time-inhomogeneous functions of Markov processes	5
Discrete time optimal investment under model uncertainty	5
Typical height of the (2+1)-D Solid-on-Solid surface with pinning above a wall in the delocalized phase	5
Strong transience for one-dimensional Markov chains with asymptotically zero drifts	5
On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise	5
Asymptotic behaviour of level sets of needlet random fields	4
Profile cut-off phenomenon for the ergodic Feller root process	4
Randomized empirical processes and confidence bands via virtual resampling	4
Empirical optimal transport under estimated costs: Distributional limits and statistical applications	4
Fluctuation analysis for particle-based stochastic reaction–diffusion models	4
An expansion formula for Hawkes processes and application to cyber-insurance derivatives	4
Well-posedness of a reaction–diffusion model with stochastic dynamical boundary conditions	4
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion	4
Well-posedness of density dependent SDE driven by α-stable process wit	4
Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos	4
Extremal clustering under moderate long range dependence and moderately heavy tails	4
Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching	4
Integrated density of states of the Anderson Hamiltonian with two-dimensional white noise	4
A Benamou–Brenier formula for transport distances between stationary random measures	4
Fractal dimensions of the Rosenblatt process	4
Distribution dependent SDEs driven by fractional Brownian motions	4
Limits of invariant measures of stochastic Burgers equations driven by two kinds of α	4
Solving a class of Fredholm integral equations of the first kind via Wasserstein gradient flows	4
Parabolic Anderson model on critical Galton–Watson trees in a Pareto environment	4
Some quenched and annealed limit theorems for superprocesses in random environments	4
Gradual convergence for Langevin dynamics on a degenerate potential	4
No smooth phase transition for the nodal length of band-limited spherical random fields	4
Editorial Board	4
Stochastic modeling for describing crystallization droplets in water emulsion	4
Editorial Board	4
Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton–Jacobi equations	4
On the particle approximation of lagged Feynman–Kac formulae	4
Online parameter estimation for the McKean–Vlasov stochastic differential equation	4
Central limit theorem for majority dynamics: Bribing three voters suffices	4
A characterization of solutions of quadratic BSDEs and a new approach to existence	4
Expectation of local times and the Dupire formula	4
Reflected BSDE driven by a marked point process with a convex/concave generator	4
Scale-free percolation mixing time	4
Shuffling cards by spatial motion	4
Local asymptotic properties for the growth rate of a jump-type CIR process	4
Two-dimensional random interlacements: 0-1 law and the vacant set at criticality	4
Editorial Board	4
Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations	4

The limit point in the Jante’s law process has an absolutely continuous distribution	4
Self-Switching Markov Chains: Emerging dominance phenomena	4
Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems	4
Editorial Board	4
Estimation of subcritical Galton Watson processes with correlated immigration	4
Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm	3
Linear competition processes and generalized Pólya urns with removals	3
Percolation of words on the hypercubic lattice with one-dimensional long-range interactions	3
Persistence probabilities of weighted sums of stationary Gaussian sequences	3
Global-in-time probabilistically strong solutions to stochastic power-law equations: Existence and non-uniqueness	3
Some remarks on the effect of the Random Batch Method on phase transition	3
Asymptotics for irregularly observed long memory processes	3
Limit theorems for Hawkes processes including inhibition	3
Almost sure approximations and laws of iterated logarithm for signatures	3
Stationary determinantal processes: ψ-mixing property and correlation	3
Existence, uniqueness and ergodicity for the centered Fleming–Viot process	3
Filtered data based estimators for stochastic processes driven by colored noise	3
Approximate filtering via discrete dual processes	3
On the spectral gap in the Kac–Luttinger model and Bose–Einstein condensation	3
Deviation inequalities for stochastic approximation by averaging	3
Hydrodynamics of a class of N-urn linear systems	3
Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach	3
Ray–Knight compactification of birth and death processes	3
The LAN property for McKean–Vlasov models in a mean-field regime	3
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure	3
MFGs for partially reversible investment	3
CLT for approximating ergodic limit of SPDEs via a full discretization	3
Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side	3
Introducing article numbering to Stochastic Processes and their Applications	3
Volatility estimation of hidden Markov processes and adaptive filtration	3
Green’s function for cut points of chordal SLE attached with boundary arcs	3
SPDE bridges with observation noise and their spatial approximation	3
On properties of the spherical mixed vector p-spin model	3
Random walks in the high-dimensional limit II: The crinkled subordinator	3
On favourite sites of a random walk in moderately sparse random environment	3
Homeomorphism of the Revuz correspondence for finite energy integrals	3
Mirror descent for stochastic control problems with measure-valued controls	3
The volume of random simplices from elliptical distributions in high dimension	3
Stationary solutions to stochastic 3D Euler equations in Hölder space	3
Time-delayed generalized BSDEs	3
Asymptotic expansion of the quadratic variation of fractional stochastic differential equation	3
Deviation inequalities for dependent sequences with applications to strong approximations	3
Laplace principle for large population games with control interaction	3
Mixed orthogonality graphs for continuous-time stationary processes	3
Limit theorems for random Dirichlet series	3
Random motions in R<	3
Limit theory of sparse random geometric graphs in high dimensions	3
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations	3
Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains	3
The discrepancy between min–max statistics of Gaussian and Gaussian-subordinated matrices	3
Spectral bounds for exit times on metric measure Dirichlet spaces and applications	3
Ergodicity of the infinite swapping algorithm at low temperature	3
Brownian motion can feel the shape of a drum	3
Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP	3
Spatial integral of the solution to hyperbolic Anderson model with time-independent noise	3
Weak Error on the densities for the Euler scheme of stable additive SDEs with Hölder drift	3
Bayesian sequential least-squares estimation for the drift of a Wiener process	3
Local weak limits for collapsed branching processes with random out-degrees	3
Diffusive fluctuations of long-range symmetric exclusion with a slow barrier	3
Detection of a structural break in intraday volatility pattern	3
Cyclical long memory: Decoupling, modulation, and modeling	3
The half-space Airy stat process	3
Editorial Board	3
Exponential ergodicity for singular reflecting McKean–Vlasov SDEs	3
Catoni-style confidence sequences for heavy-tailed mean estimation	3
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics	3
Hopfield neural lattice models with locally Lipschitz coefficients driven by Lévy noise	3
Graphon particle system: Uniform-in-time concentration bounds	3
Central limit theorem in uniform metrics for generalized Kac equations	3
Mean field games with absorption and common noise with a model of bank run	2
Infinite dimensional Piecewise Deterministic Markov Processes	2
Weak Dirichlet processes and generalized martingale problems	2
Asymptotics of the optimum in discrete sequential assignment	2
Long-range dependent completely correlated mixed fractional Brownian motion	2
On the first and second largest components in the percolated random geometric graph	2
An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line	2
Inference in nonlinear random fields and non-asymptotic rates for threshold variance estimators under sparse dependence	2
Convergence rate for a class of supercritical superprocesses	2
A central limit theorem for sets of probability measures	2
Strict Kantorovich contractions for Markov chains and Euler schemes with general noise	2
Generalized Feynman–Kac formula under volatility uncertainty	2
Asymptotic results of a multiple-entry reinforcement process	2
Site frequency spectrum of a rescued population under rare resistant mutations	2
Editorial Board	2
Expected hitting time estimates on finite graphs	2
Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model	2
Effective growth rates in a periodically changing environment: From mutation to invasion	2
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise	2
A stochastic spatial model for the sterile insect control strategy	2
Fractional stable random fields on the Sierpiński gasket	2
Asymptotic behavior of a class of multiple time scales stochastic kinetic equations	2
Local and global survival for infections with recovery	2
A ℂ0,<	2
Continuum graph dynamics via population dynamics: Well-posedness, duality and equilibria	2
Skorohod and Stratonovich integrals for controlled processes	2