Stochastic Processes and Their Applications

Papers
(The TQCC of Stochastic Processes and Their Applications is 3. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-08-01 to 2025-08-01.)
ArticleCitations
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs24
High order asymptotic expansion for Wiener functionals23
Asymmetric attractive zero-range processes with particle destruction at the origin22
Exact asymptotics of ruin probabilities with linear Hawkes arrivals21
Strict local martingales and the Khasminskii test for explosions15
Editorial Board15
Lines of descent in a Moran model with frequency-dependent selection and mutation15
Laws of the iterated logarithm for occupation times of Markov processes15
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems14
Stochastic parallel translations and diffusions on the Wasserstein space over 14
Drift estimation for a multi-dimensional diffusion process using deep neural networks14
Correlation bound for a one-dimensional continuous long-range Ising model13
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes13
Editorial Board12
On the meeting of random walks on random DFA12
Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials12
Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective12
Construction and convergence results for stable webs12
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality12
Francis Comets’ Gumbel last passage percolation11
Rate of escape of the conditioned two-dimensional simple random walk11
Large deviations for Markov processes with switching and homogenisation via Hamilton–Jacobi–Bellman equations10
Scaling limits for a class of regular Ξ-coalescents10
Strong solutions of forward–backward stochastic differential equations with measurable coefficients10
OrnsteinUhlenbeck type processes on Wasserstein spaces10
The replicator equation in stochastic spatial evolutionary games10
Infinitesimal gradient boosting10
A series expansion formula of the scale matrix with applications in CUSUM analysis10
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices9
Fisher information bounds and applications to SDEs with small noise9
Editorial Board9
The obstacle problem for stochastic porous media equations9
On decomposition of the last passage time of diffusions9
Poisson approximation of fixed-degree nodes in weighted random connection models9
Almost sure limit theorems with applications to non-regular continued fraction algorithms9
Coupling by change of measure for conditional McKean–Vlasov SDEs and applications9
Time changed spherical Brownian motions with longitudinal drifts9
Editorial Board9
Measure-valued growth processes in continuous space and growth properties starting from an infinite interface8
Multi-dimensional normal approximation of heavy-tailed moving averages8
A binary embedding of the stable line-breaking construction8
Editorial Board8
Quenched large deviations in renewal theory8
Editorial Board8
Tails of bivariate stochastic recurrence equation with triangular matrices8
Averaging of semigroups associated to diffusion processes on a simplex8
Large deviations for empirical measures of self-interacting Markov chains8
On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends8
Symmetric KL-divergence by Stein’s method8
Emergence of interlacements from the finite volume Bose soup8
Discrete-time simulation of Stochastic Volterra equations7
Nonlinear Graphon mean-field systems7
Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators7
Existence and percolation results for stopped germ-grain models with unbounded velocities7
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion7
Markov selections and Feller properties of nonlinear diffusions7
Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility7
Lévy models amenable to efficient calculations7
Multivariate Hawkes processes on inhomogeneous random graphs7
A heavy-traffic perspective on departure process variability7
Fluctuation limits for mean-field interacting nonlinear Hawkes processes7
Quasi-stationary distribution for the Langevin process in cylindrical domains, Part I: Existence, uniqueness and long-time convergence6
The geometry of controlled rough paths6
Long-range contact process and percolation on a random lattice6
Strong solutions to reflecting stochastic differential equations with singular drift6
Explicit description of all deflators for market models under random horizon with applications to NFLVR6
Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations6
Sample path moderate deviations for shot noise processes in the high intensity regime6
Testing for changes in the tail behavior of Brown–Resnick Pareto processes6
A numerical scheme for stochastic differential equations with distributional drift6
Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon6
Criteria for Poisson process convergence with applications to inhomogeneous Poisson–Voronoi tessellations6
The lower tail of the half-space KPZ equation6
Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut–Elworthy–Li formula for singular SDEs6
Boundary Harnack principle for diffusion with jumps6
Model selection for Markov random fields on graphs under a mixing condition6
Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant6
Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble6
Editorial Board6
Large deviations for interacting multiscale particle systems6
Percolation and connection times in multi-scale dynamic networks6
Wasserstein distance estimates for jump-diffusion processes6
Existence and uniqueness of SPDEs driven by nonlinear multiplicative mixed noise6
Metastability from the large deviations point of view: A Γ-expansion 6
Implementable coupling of Lévy process and Brownian motion6
Invariance principle for the capacity and the cardinality of the range of stable random walks6
Optimal consumption with labor income and borrowing constraints for recursive preferences6
Symmetry and functional inequalities for stable Lévy-type operators6
Grid entropy in last passage percolation — A superadditive critical exponent approach6
Elastic drifted Brownian motions and non-local boundary conditions6
On the exact distributions of the maximum of the asymmetric telegraph process6
Strong transience for one-dimensional Markov chains with asymptotically zero drifts5
An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations5
Randomized limit theorems for stationary ergodic random processes and fields5
Yule’s “nonsense correlation” for Gaussian random walks5
Dual process in the two-parameter Poisson–Dirichlet diffusion5
Itô stochastic differentials5
A mean field game approach to equilibrium consumption under external habit formation5
Local limit theorem for time-inhomogeneous functions of Markov processes5
Expectation of local times and the Dupire formula5
Long run convergence of discrete-time interacting particle systems of the McKean–Vlasov type5
Gaussian fluctuations for the wave equation under rough random perturbations5
Corrigendum to “Fluctuations of linear statistics of half-heavy-tailed random matrices” [Stoch. Process. Appl. 126 (2016) 3331–3352]5
Inhomogeneous affine Volterra processes5
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions5
Time reversal of Markov processes with jumps under a finite entropy condition5
Exponential mixing under controllability conditions for sdes driven by a degenerate Poisson noise5
Correlation structure and resonant pairs for arithmetic random waves5
Diagonally quadratic BSDE with oblique reflection and optimal switching5
Rough nonlocal diffusions5
Limit theorems for cloning algorithms5
Stochastic functional Kolmogorov equations, I: Persistence5
Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property5
Distribution dependent SDEs driven by fractional Brownian motions5
Typical height of the (2+1)-D Solid-on-Solid surface with pinning above a wall in the delocalized phase5
Instantaneous support propagation for Λ-Fleming–Viot processes5
Fractal dimensions of the Rosenblatt process4
Editorial Board4
Randomized empirical processes and confidence bands via virtual resampling4
Central limit theorem for majority dynamics: Bribing three voters suffices4
Self-Switching Markov Chains: Emerging dominance phenomena4
Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds4
Solving a class of Fredholm integral equations of the first kind via Wasserstein gradient flows4
Limits of invariant measures of stochastic Burgers equations driven by two kinds of α4
Limit theorems for Hawkes processes including inhibition4
Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching4
A characterization of solutions of quadratic BSDEs and a new approach to existence4
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion4
Online parameter estimation for the McKean–Vlasov stochastic differential equation4
Estimation of subcritical Galton Watson processes with correlated immigration4
Extremal clustering under moderate long range dependence and moderately heavy tails4
Shuffling cards by spatial motion4
Moment bounds for dissipative semimartingales with heavy jumps4
Fluctuation analysis for particle-based stochastic reaction–diffusion models4
Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems4
Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos4
Profile cut-off phenomenon for the ergodic Feller root process4
Systems of small-noise stochastic reaction–diffusion equations satisfy a large deviations principle that is uniform over all initial data4
The limit point in the Jante’s law process has an absolutely continuous distribution4
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics4
Editorial Board4
On estimation of quadratic variation for multivariate pure jump semimartingales4
Integrated density of states of the Anderson Hamiltonian with two-dimensional white noise4
Concentration on Poisson spaces via modified Φ-Sobolev inequalities4
Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton–Jacobi equations4
Two-dimensional random interlacements: 0-1 law and the vacant set at criticality4
No smooth phase transition for the nodal length of band-limited spherical random fields4
Scale-free percolation mixing time4
Editorial Board4
An expansion formula for Hawkes processes and application to cyber-insurance derivatives4
Editorial Board4
SDEs with two reflecting barriers driven by semimartingales and processes with bounded p4
Stochastic modeling for describing crystallization droplets in water emulsion4
Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations4
Parabolic Anderson model on critical Galton–Watson trees in a Pareto environment4
Gradual convergence for Langevin dynamics on a degenerate potential4
Asymptotic behaviour of level sets of needlet random fields4
Well-posedness of a reaction–diffusion model with stochastic dynamical boundary conditions4
Well-posedness of density dependent SDE driven by α-stable process wit4
Empirical optimal transport under estimated costs: Distributional limits and statistical applications4
A Benamou–Brenier formula for transport distances between stationary random measures4
Some properties of stationary continuous state branching processes4
The volume of random simplices from elliptical distributions in high dimension3
Green’s function for cut points of chordal SLE attached with boundary arcs3
Existence, uniqueness and ergodicity for the centered Fleming–Viot process3
Editorial Board3
Deviation inequalities for dependent sequences with applications to strong approximations3
Stationary determinantal processes: ψ-mixing property and correlation 3
Ray–Knight compactification of birth and death processes3
Ergodicity of the infinite swapping algorithm at low temperature3
Asymptotics for irregularly observed long memory processes3
Mixed orthogonality graphs for continuous-time stationary processes3
Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach3
Detection of a structural break in intraday volatility pattern3
On properties of the spherical mixed vector p-spin model3
Filtered data based estimators for stochastic processes driven by colored noise3
Random walks in the high-dimensional limit II: The crinkled subordinator3
Cyclical long memory: Decoupling, modulation, and modeling3
Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions3
The LAN property for McKean–Vlasov models in a mean-field regime3
Diffusive fluctuations of long-range symmetric exclusion with a slow barrier3
Hydrodynamics of a class of N-urn linear systems3
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations3
Random motions in R<3
Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP3
On the spectral gap in the Kac–Luttinger model and Bose–Einstein condensation3
Local weak limits for collapsed branching processes with random out-degrees3
Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm3
Bayesian sequential least-squares estimation for the drift of a Wiener process3
SPDE bridges with observation noise and their spatial approximation3
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure3
CLT for approximating ergodic limit of SPDEs via a full discretization3
Almost sure approximations and laws of iterated logarithm for signatures3
Time-delayed generalized BSDEs3
Persistence probabilities of weighted sums of stationary Gaussian sequences3
Linear competition processes and generalized Pólya urns with removals3
Asymptotic expansion of the quadratic variation of fractional stochastic differential equation3
Global-in-time probabilistically strong solutions to stochastic power-law equations: Existence and non-uniqueness3
Brownian motion can feel the shape of a drum3
Catoni-style confidence sequences for heavy-tailed mean estimation3
The discrepancy between min–max statistics of Gaussian and Gaussian-subordinated matrices3
Weak Error on the densities for the Euler scheme of stable additive SDEs with Hölder drift3
Some remarks on the effect of the Random Batch Method on phase transition3
Introducing article numbering to Stochastic Processes and their Applications3
On favourite sites of a random walk in moderately sparse random environment3
Spatial integral of the solution to hyperbolic Anderson model with time-independent noise3
Telegraph random evolutions on a circle3
Exponential ergodicity for singular reflecting McKean–Vlasov SDEs3
Editorial Board3
Approximate filtering via discrete dual processes3
Graphon particle system: Uniform-in-time concentration bounds3
Percolation of words on the hypercubic lattice with one-dimensional long-range interactions3
Laplace principle for large population games with control interaction3
Stationary solutions to stochastic 3D Euler equations in Hölder space3
Deviation inequalities for stochastic approximation by averaging3
Volatility estimation of hidden Markov processes and adaptive filtration3
Optimal stationary markings3
Hopfield neural lattice models with locally Lipschitz coefficients driven by Lévy noise3
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