Stochastic Processes and Their Applications

Article	Citations
Explicit multiscale numerical method for super-linear slow–fast stochastic differential equations	28
Exact asymptotics of ruin probabilities with linear Hawkes arrivals	24
Editorial Board	23
Laws of the iterated logarithm for occupation times of Markov processes	23
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes	21
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems	18
Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials	16
On the meeting of random walks on random DFA	16
Global strong solution for the stochastic tamed Chemotaxis–Navier–Stokes system in	16
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality	15
Stochastic parallel translations and diffusions on the Wasserstein space over	15
Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective	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
Strict local martingales and the Khasminskii test for explosions	13
High order asymptotic expansion for Wiener functionals	13
Lines of descent in a Moran model with frequency-dependent selection and mutation	13
Drift estimation for a multi-dimensional diffusion process using deep neural networks	13
Time changed spherical Brownian motions with longitudinal drifts	12
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs	12
Fisher information bounds and applications to SDEs with small noise	12
Editorial Board	12
On the signature of an image	12
Construction and convergence results for stable webs	12
Averaging principle for semilinear slow–fast rough partial differential equations	11

Ornstein−Uhlenbeck type processes on Wasserstein spaces	11
Lévy models amenable to efficient calculations	11
Walsh spider diffusions as time changed multi-parameter processes	11
Planar reinforced k-out percolation	11
On decomposition of the last passage time of diffusions	11
Large deviations for empirical measures of self-interacting Markov chains	10
Poisson approximation of fixed-degree nodes in weighted random connection models	10
Almost sure limit theorems with applications to non-regular continued fraction algorithms	10
Coupling by change of measure for conditional McKean–Vlasov SDEs and applications	10
On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends	9
Editorial Board	9
The obstacle problem for stochastic porous media equations	9
Multi-dimensional normal approximation of heavy-tailed moving averages	9
Quenched large deviations in renewal theory	9
Editorial Board	9
Francis Comets’ Gumbel last passage percolation	9
A binary embedding of the stable line-breaking construction	9
Rate of escape of the conditioned two-dimensional simple random walk	9
Measure-valued growth processes in continuous space and growth properties starting from an infinite interface	9
Scaling limits for a class of regular Ξ-coalescents	9
Infinitesimal gradient boosting	9
The replicator equation in stochastic spatial evolutionary games	8
Editorial Board	8
Symmetric KL-divergence by Stein’s method	8
Markov selections and Feller properties of nonlinear diffusions	8
Tails of bivariate stochastic recurrence equation with triangular matrices	8
Large deviations for Markov processes with switching and homogenisation via Hamilton–Jacobi–Bellman equations	8
A series expansion formula of the scale matrix with applications in CUSUM analysis	8
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices	8
Strong solutions of forward–backward stochastic differential equations with measurable coefficients	8
Averaging of semigroups associated to diffusion processes on a simplex	8
Emergence of interlacements from the finite volume Bose soup	8
Discrete-time simulation of Stochastic Volterra equations	8
Large deviations for interacting multiscale particle systems	7
Quantitative hydrodynamics for a generalized contact model	7
WITHDRAWN: Optimal consumption with labor income and borrowing constraints for recursive preferences	7
Editorial Board	7
A heavy-traffic perspective on departure process variability	7
Multivariate Hawkes processes on inhomogeneous random graphs	7
Sample path moderate deviations for shot noise processes in the high intensity regime	7
Quasi-stationary distribution for the Langevin process in cylindrical domains, Part I: Existence, uniqueness and long-time convergence	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
Existence and percolation results for stopped germ-grain models with unbounded velocities	7
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion	7
A numerical scheme for stochastic differential equations with distributional drift	7
Symmetry and functional inequalities for stable Lévy-type operators	7
Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators	7
Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility	7
Randomized limit theorems for stationary ergodic random processes and fields	6

Stochastic functional Kolmogorov equations, I: Persistence	6
Long-range contact process and percolation on a random lattice	6
Gaussian fluctuations for the wave equation under rough random perturbations	6
Boundary Harnack principle for diffusion with jumps	6
Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant	6
The geometry of controlled rough paths	6
Long run convergence of discrete-time interacting particle systems of the McKean–Vlasov type	6
Existence and uniqueness of SPDEs driven by nonlinear multiplicative mixed noise	6
Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut–Elworthy–Li formula for singular SDEs	6
On the exact distributions of the maximum of the asymmetric telegraph process	6
Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations	6
The lower tail of the half-space KPZ equation	6
Model selection for Markov random fields on graphs under a mixing condition	6
Lp	6
Strong solutions to reflecting stochastic differential equations with singular drift	6
Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon	6
Explicit description of all deflators for market models under random horizon with applications to NFLVR	6
Criteria for Poisson process convergence with applications to inhomogeneous Poisson–Voronoi tessellations	6
Percolation and connection times in multi-scale dynamic networks	6
A propagation of chaos result for weakly interacting nonlinear Snell envelopes	6
Implementable coupling of Lévy process and Brownian motion	5
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions	5
Typical height of the (2+1)-D Solid-on-Solid surface with pinning above a wall in the delocalized phase	5
An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations	5
Strong transience for one-dimensional Markov chains with asymptotically zero drifts	5
Speed of convergence and moderate deviations of FPP on random geometric graphs	5
Itô stochastic differentials	5
Local limit theorem for time-inhomogeneous functions of Markov processes	5
Invariance principle for the capacity and the cardinality of the range of stable random walks	5
SDEs with two reflecting barriers driven by semimartingales and processes with bounded p	5
Grid entropy in last passage percolation — A superadditive critical exponent approach	5
Yule’s “nonsense correlation” for Gaussian random walks	5
Time reversal of Markov processes with jumps under a finite entropy condition	5
The multivariate fractional Ornstein–Uhlenbeck process	5
Discrete time optimal investment under model uncertainty	5
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
Metastability from the large deviations point of view: A Γ-expansion	5
Wasserstein distance estimates for jump-diffusion processes	5
Diagonally quadratic BSDE with oblique reflection and optimal switching	5
Distribution dependent SDEs driven by fractional Brownian motions	5
Instantaneous support propagation for Λ-Fleming–Viot processes	5
Inhomogeneous affine Volterra processes	5
On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise	5
Dual process in the two-parameter Poisson–Dirichlet diffusion	5
A mean field game approach to equilibrium consumption under external habit formation	5
Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds	5
Elastic drifted Brownian motions and non-local boundary conditions	5
Fractal dimensions of the Rosenblatt process	4
Well-posedness of density dependent SDE driven by α-stable process wit	4
Some quenched and annealed limit theorems for superprocesses in random environments	4
Estimation of subcritical Galton Watson processes with correlated immigration	4
Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations	4
Moment bounds for dissipative semimartingales with heavy jumps	4
Self-Switching Markov Chains: Emerging dominance phenomena	4
Solving a class of Fredholm integral equations of the first kind via Wasserstein gradient flows	4
Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching	4
Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton–Jacobi equations	4
No smooth phase transition for the nodal length of band-limited spherical random fields	4
A characterization of solutions of quadratic BSDEs and a new approach to existence	4
Rough nonlocal diffusions	4
Corrigendum to “Fluctuations of linear statistics of half-heavy-tailed random matrices” [Stoch. Process. Appl. 126 (2016) 3331–3352]	4
The limit point in the Jante’s law process has an absolutely continuous distribution	4
Limit theorems for Hawkes processes including inhibition	4
Local asymptotic properties for the growth rate of a jump-type CIR process	4
Stochastic modeling for describing crystallization droplets in water emulsion	4
Well-posedness of a reaction–diffusion model with stochastic dynamical boundary conditions	4
A Benamou–Brenier formula for transport distances between stationary random measures	4
Integrated density of states of the Anderson Hamiltonian with two-dimensional white noise	4
Online parameter estimation for the McKean–Vlasov stochastic differential equation	4
On the particle approximation of lagged Feynman–Kac formulae	4
An expansion formula for Hawkes processes and application to cyber-insurance derivatives	4
Central limit theorem for majority dynamics: Bribing three voters suffices	4
Editorial Board	4
Expectation of local times and the Dupire formula	4
Extremal clustering under moderate long range dependence and moderately heavy tails	4
Empirical optimal transport under estimated costs: Distributional limits and statistical applications	4
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion	4
Gradual convergence for Langevin dynamics on a degenerate potential	4
Editorial Board	4

Editorial Board	4
Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems	4
Editorial Board	4
Asymptotic behaviour of level sets of needlet random fields	4
Limits of invariant measures of stochastic Burgers equations driven by two kinds of α	4
Randomized empirical processes and confidence bands via virtual resampling	4
Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos	4
Profile cut-off phenomenon for the ergodic Feller root process	4
Systems of small-noise stochastic reaction–diffusion equations satisfy a large deviations principle that is uniform over all initial data	4
Persistence probabilities of weighted sums of stationary Gaussian sequences	3
Parabolic Anderson model on critical Galton–Watson trees in a Pareto environment	3
Introducing article numbering to Stochastic Processes and their Applications	3
Drift burst test statistic in the presence of infinite variation jumps	3
Approximate filtering via discrete dual processes	3
Random walks in the high-dimensional limit II: The crinkled subordinator	3
Hydrodynamics of a class of N-urn linear systems	3
Time-delayed generalized BSDEs	3
Detection of a structural break in intraday volatility pattern	3
Limit theory of sparse random geometric graphs in high dimensions	3
Local weak limits for collapsed branching processes with random out-degrees	3
Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side	3
Deviation inequalities for dependent sequences with applications to strong approximations	3
Green’s function for cut points of chordal SLE attached with boundary arcs	3
MFGs for partially reversible investment	3
Existence, uniqueness and ergodicity for the centered Fleming–Viot process	3
Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains	3
CLT for approximating ergodic limit of SPDEs via a full discretization	3
Cyclical long memory: Decoupling, modulation, and modeling	3
Scale-free percolation mixing time	3
On the spectral gap in the Kac–Luttinger model and Bose–Einstein condensation	3
Bayesian sequential least-squares estimation for the drift of a Wiener process	3
Some properties of stationary continuous state branching processes	3
Some remarks on the effect of the Random Batch Method on phase transition	3
The volume of random simplices from elliptical distributions in high dimension	3
Ergodicity of the infinite swapping algorithm at low temperature	3
Mixed orthogonality graphs for continuous-time stationary processes	3
Editorial Board	3
The half-space Airy stat process	3
Diffusive fluctuations of long-range symmetric exclusion with a slow barrier	3
Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach	3
Linear competition processes and generalized Pólya urns with removals	3
Ray–Knight compactification of birth and death processes	3
Hopfield neural lattice models with locally Lipschitz coefficients driven by Lévy noise	3
Filtered data based estimators for stochastic processes driven by colored noise	3
Almost sure approximations and laws of iterated logarithm for signatures	3
Central limit theorem in uniform metrics for generalized Kac equations	3
Deviation inequalities for stochastic approximation by averaging	3
Catoni-style confidence sequences for heavy-tailed mean estimation	3
Shuffling cards by spatial motion	3
Spectral bounds for exit times on metric measure Dirichlet spaces and applications	3
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics	3
Brownian motion can feel the shape of a drum	3
Fluctuation analysis for particle-based stochastic reaction–diffusion models	3
Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm	3
Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP	3
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations	3
Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises	3
The discrepancy between min–max statistics of Gaussian and Gaussian-subordinated matrices	3
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure	3
Laplace principle for large population games with control interaction	3
Global-in-time probabilistically strong solutions to stochastic power-law equations: Existence and non-uniqueness	3
Spatial integral of the solution to hyperbolic Anderson model with time-independent noise	3
Editorial Board	3
Percolation of words on the hypercubic lattice with one-dimensional long-range interactions	3
Exponential ergodicity for singular reflecting McKean–Vlasov SDEs	3
Limit theorems for random Dirichlet series	3
Stationary solutions to stochastic 3D Euler equations in Hölder space	3
Asymptotics for irregularly observed long memory processes	3
The LAN property for McKean–Vlasov models in a mean-field regime	3
Asymptotic expansion of the quadratic variation of fractional stochastic differential equation	3
SPDE bridges with observation noise and their spatial approximation	3
Random motions in R<	3
Volatility estimation of hidden Markov processes and adaptive filtration	3
Two-dimensional random interlacements: 0-1 law and the vacant set at criticality	3
Stationary determinantal processes: ψ-mixing property and correlation	3
Graphon particle system: Uniform-in-time concentration bounds	3
Telegraph random evolutions on a circle	3
On properties of the spherical mixed vector p-spin model	3