Stochastic Processes and Their Applications

Article	Citations
Networks of reinforced stochastic processes: A complete description of the first-order asymptotics	22
Loop-erased partitioning via parametric spanning trees: Monotonicities & 1D-scaling	22
Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line	18
Editorial Board	18
Exact asymptotics of ruin probabilities with linear Hawkes arrivals	17
Quasi-potential for the one dimensional SSEP in weak contact with reservoirs	16
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs	14
Weak Dirichlet processes and generalized martingale problems	13
Geodesics cross any pattern in first-passage percolation without any moment assumption and with possibly infinite passage times	13
Erratum to: “Statistical test for an urn model with random multidrawing and random addition” [Stochastic Process. Appl. 158 (2023) 342-360]	13
Stochastic evolution equations driven by cylindrical stable noise	12
Editorial Board	11
Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness	10
1-stable fluctuation of the derivative martingale of branching random walk	10
Parabolic Anderson model on critical Galton–Watson trees in a Pareto environment	10
Editorial Board	10
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure	10
Weak-disorder limit for directed polymers on critical hierarchical graphs with vertex disorder	10
Fluctuation analysis for particle-based stochastic reaction–diffusion models	10
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion	10
Editorial Board	9
SLLN and annealed CLT for random walks in I.I.D. random environment on Cayley trees	9
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise	9
Stability of higher order eigenvalues in dimension one	9
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics	9

An ℓ∞	9
Correlation bound for a one-dimensional continuous long-range Ising model	9
American options in a non-linear incomplete market model with default	8
High order asymptotic expansion for Wiener functionals	8
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes	8
Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations	8
Reduced-form framework for multiple ordered default times under model uncertainty	8
A stochastic maximum principle for partially observed general mean-field control problems with only weak solution	8
Small ball probabilities for the stochastic heat equation with colored noise	8
Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm	8
Asymptotic deviation bounds for cumulative processes	8
Fine asymptotics for the maximum degree in weighted recursive trees with bounded random weights	7
Asymptotic normality of spectral means of Hilbert space valued random processes	7
Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons	7
Mean-field limits for non-linear Hawkes processes with excitation and inhibition	7
On the weak rate of convergence for the Euler–Maruyama scheme with Hölder drift	7
Asymmetric attractive zero-range processes with particle destruction at the origin	7
Limit theorems for Hawkes processes including inhibition	7
Scaling limits of nonlinear functions of random grain model, with application to Burgers’ equation	7
Scale-free percolation mixing time	7
Critical Droplets and sharp asymptotics for Kawasaki dynamics with weakly anisotropic interactions	7
Tightness of discrete Gibbsian line ensembles	7
Interacting Hawkes processes with multiplicative inhibition	7
Large population limits of Markov processes on random networks	7
Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective	6
Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations	6
Gradient-type estimates for the dynamic φ	6
Targeted immunization thresholds for the contact process on power-law trees	6
Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials	6
Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model	6
Continuous-state branching processes with collisions: First passage times and duality	6
Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates	6
Macroscopic limit for stochastic chemical reactions involving diffusion and spatial heterogeneity	6
Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos	6
Two-dimensional random interlacements: 0-1 law and the vacant set at criticality	6
On the meeting of random walks on random DFA	6
Superdiffusive planar random walks with polynomial space–time drifts	6
How the interplay of dormancy and selection affects the wave of advance of an advantageous gene	6
Empirical optimal transport under estimated costs: Distributional limits and statistical applications	6
Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral–differential operators	6
Liouville theorem for V-harmonic maps under non-negative	6
Telegraph random evolutions on a circle	5
Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders	5
Density analysis for coupled forward–backward SDEs with non-Lipschitz drifts and applications	5
Large deviations for slow–fast processes on connected complete Riemannian manifolds	5
Entrance laws for annihilating Brownian motions and the continuous-space voter model	5
The extremal process of super-Brownian motion	5
A hierarchical mean field model of interacting spins	5
LASSO estimation for spherical autoregressive processes	5
Mean-field limit of age and leaky memory dependent Hawkes processes	5

Some properties of stationary continuous state branching processes	5
Competing growth processes with random growth rates and random birth times	5
Laws of the iterated logarithm for occupation times of Markov processes	5
Metastability for the degenerate Potts Model with positive external magnetic field under Glauber dynamics	5
Propagation of singularities for the stochastic wave equation	5
On estimation of quadratic variation for multivariate pure jump semimartingales	5
Concentration on Poisson spaces via modified Φ-Sobolev inequalities	5
Spectral gap of replica exchange Langevin diffusion on mixture distributions	5
Misspecified diffusion models with high-frequency observations and an application to neural networks	5
Dimension-free Wasserstein contraction of nonlinear filters	5
AR(1) processes driven by second-chaos white noise: Berry–Esséen bounds for quadratic variation and parameter estimation	5
Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations	5
Strict local martingales and the Khasminskii test for explosions	5
Renormalization of stochastic continuity equations on Riemannian manifolds	5
On a first hit distribution of the running maximum of Brownian motion	5
Risk sensitive optimal stopping	5
Skorohod and Stratonovich integrals for controlled processes	5
Lines of descent in a Moran model with frequency-dependent selection and mutation	5
Asymptotic analysis of Poisson shot noise processes, and applications	4
Probabilistic approach to the heat equation with a dynamic Hardy-type potential	4
Shuffling cards by spatial motion	4
A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption	4
Convergence rate for a class of supercritical superprocesses	4
Spiked multiplicative random matrices and principal components	4
The compact support property of rough super Brownian motion on	4
Long-range dependent completely correlated mixed fractional Brownian motion	4
Editorial Board	4
Hydrodynamic limit for a boundary driven super-diffusive symmetric exclusion	4
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems	4
Markov projection of semimartingales — Application to comparison results	4
A functional Itō-formula for Dawson–Watanabe superprocesses	4
Unbiased Optimal Stopping via the MUSE	4
Heat kernel bounds for a large class of Markov process with singular jump	4
Moderate deviations of density-dependent Markov chains	4
An optimal sequential procedure for determining the drift of a Brownian motion among three values	4
Fisher information bounds and applications to SDEs with small noise	4
On decomposition of the last passage time of diffusions	4
On the spectral gap in the Kac–Luttinger model and Bose–Einstein condensation	4
Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales	4
Stationary determinantal processes: ψ-mixing property and correlation	4
Drift estimation for a multi-dimensional diffusion process using deep neural networks	4
The effect of disorder on quenched and averaged large deviations for random walks in random environments: Boundary behavior	4
An optimal stopping problem for spectrally negative Markov additive processes	4
Whittle estimation based on the extremal spectral density of a heavy-tailed random field	4
A central limit theorem for sets of probability measures	4
The Feller Coupling for random derangements	4
Branching random walk with infinite progeny mean: A tale of two tails	4
Mean field games with absorption and common noise with a model of bank run	4
Nonparametric calibration for stochastic reaction–diffusion equations based on discrete observations	4
Measure-valued growth processes in continuous space and growth properties starting from an infinite interface	4
On properties of the spherical mixed vector p-spin model	4
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality	4
Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence	4
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model	4
Construction and convergence results for stable webs	3
Maximal moments and uniform modulus of continuity for stable random fields	3
The concentration of zero-noise limits of invariant measures for stochastic dynamical systems	3
A new Mertens decomposition of Y	3
Editorial Board	3
Universality for random permutations and some other groups	3
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices	3
A probabilistic approach to Neumann problems for elliptic PDEs with nonlinear divergence terms	3
Discrete-time simulation of Stochastic Volterra equations	3
Monotone convex order for the McKean–Vlasov processes	3
Editorial Board	3
An averaging principle for slow–fast fractional stochastic parabolic equations on unbounded domains	3
Editorial Board	3
Fluid limits for earliest-deadline-first networks	3
Limit of the environment viewed from Sinaï’s walk	3
Strict Kantorovich contractions for Markov chains and Euler schemes with general noise	3
Introducing article numbering to Stochastic Processes and their Applications	3
Drift estimation on non compact support for diffusion models	3
Random motions in R<	3
Divergence of an integral of a process with small ball estimate	3
RAP-modulated fluid processes: First passages and the stationary distribution	3
Networks of reinforced stochastic processes: Probability of asymptotic polarization and related general results	3
A series expansion formula of the scale matrix with applications in CUSUM analysis	3
Large sample covariance matrices of Gaussian observations with uniform correlation decay	3
Editorial Board	3
Local-density dependent Markov processes on graphons with epidemiological applications	3

Averaging of semigroups associated to diffusion processes on a simplex	3
On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields	3
Critical Gaussian multiplicative chaos for singular measures	3
Editorial Board	3
Change point inference in ergodic diffusion processes based on high frequency data	3
Multi-dimensional normal approximation of heavy-tailed moving averages	3
Generalized Feynman–Kac formula under volatility uncertainty	3
Editorial Board	3
2D random magnetic Laplacian with white noise magnetic field	3
Editorial Board	3
Editorial Board	3
Randomized multivariate Central Limit Theorems for ergodic homogeneous random fields	3
Change-level detection for Lévy subordinators	3
Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games	3
Infinite dimensional Piecewise Deterministic Markov Processes	3
Majority dynamics and the median process: Connections, convergence and some new conjectures	3
Large deviations for Markov processes with switching and homogenisation via Hamilton–Jacobi–Bellman equations	3
Scaling limits for a class of regular Ξ-coalescents	3
Emergence of interlacements from the finite volume Bose soup	3
The importance Markov chain	3
Editorial Board	3
Asymptotic behavior of a class of multiple time scales stochastic kinetic equations	3
Asymptotics of the optimum in discrete sequential assignment	3
Berry–Esseen bounds and moderate deviations for random walks on G	3
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs	3
Asymptotics for push on the complete graph	3
Green’s function for cut points of chordal SLE attached with boundary arcs	3
Tail asymptotics for the delay in a Brownian fork-join queue	3
Editorial Board	3
Quenched large deviations in renewal theory	3
Moderate deviations for the current and tagged particle in symmetric simple exclusion processes	3
Strict inequality for bond percolation on a dilute lattice with columnar disorder	2
Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread	2
Coupling by change of measure for conditional McKean–Vlasov SDEs and applications	2
Approximation for the invariant measure with applications for jump processes (convergence in total variation distance)	2
Aℂ0,	2
Droplet dynamics in a two-dimensional rarefied gas under Kawasaki dynamics	2
Editorial Board	2
Editorial Board	2
A stochastic calculus for Rosenblatt processes	2
Hydrodynamics for the partial exclusion process in random environment	2
Strong solutions of forward–backward stochastic differential equations with measurable coefficients	2
Ornstein−Uhlenbeck type processes on Wasserstein spaces	2
Locally interacting diffusions as Markov random fields on path space	2
Doubly reflected BSDEs with stochastic quadratic growth: Around the predictable obstacles	2
Non-standard limits for a family of autoregressive stochastic sequences	2
Hydrodynamics for the ABC model with slow/fast boundary	2
Tails of bivariate stochastic recurrence equation with triangular matrices	2
Site frequency spectrum of a rescued population under rare resistant mutations	2
Linking the mixing times of random walks on static and dynamic random graphs	2
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations	2
Bandit and covariate processes, with finite or non-denumerable set of arms	2
On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends	2
Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements	2
Fractional stable random fields on the Sierpiński gasket	2
Measure-valued affine and polynomial diffusions	2
An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line	2
Editorial Board	2
Lyapunov exponents in a slow environment	2
Deviation inequalities for stochastic approximation by averaging	2
Some remarks on the effect of the Random Batch Method on phase transition	2
Ergodicity of the infinite swapping algorithm at low temperature	2
Porous media equations with nonlinear gradient noise and Dirichlet boundary conditions	2
The domain of definition of the Lévy white noise	2
Diffusive fluctuations of long-range symmetric exclusion with a slow barrier	2
Volterra equations driven by rough signals	2
Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble	2
Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group	2
Rate of escape of the conditioned two-dimensional simple random walk	2
Persistence probabilities of weighted sums of stationary Gaussian sequences	2
Existence, uniqueness and ergodicity for the centered Fleming–Viot process	2
Asymptotic results of a multiple-entry reinforcement process	2
Compound Poisson distributions for random dynamical systems using probabilistic approximations	2
Asymptotic behaviour of ancestral lineages in subcritical continuous-state branching populations	2
One-dimensional McKean–Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients	2
Time changed spherical Brownian motions with longitudinal drifts	2
The contact process on scale-free geometric random graphs	2
Itô’s formula for flows of measures on semimartingales	2
Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP	2
Long-term concentration of measure and cut-off	2
An ergodic theorem with weights and applications to random measures, homogenization and hydrodynamics	2
Large deviations of ℓp	2
The replicator equation in stochastic spatial evolutionary games	2
An explicit approximation for super-linear stochastic functional differential equations	2
Dual spaces of cadlag processes	2
Strong Gaussian approximation for cumulative processes	2
CBI-time-changed Lévy processes	2
Rates of convergence for the superdiffusion in the Boltzmann–Grad limit of the periodic Lorentz gas	2
Fluctuations and precise deviations of cumulative INAR time series	2
Extensions of Bougerol’s identity in law and the associated anticipative path transformations	2
Time-delayed generalized BSDEs	2
Backward Itô–Ventzell and stochastic interpolation formulae	2
The obstacle problem for stochastic porous media equations	2
Backward stochastic differential equations with regime-switching and sublinear expectations	2
Kernel representation formula: From complex to real Wiener–Itô integrals and vice versa	2