Stochastic Processes and Their Applications

Article	Citations
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs	23
High order asymptotic expansion for Wiener functionals	22
Asymmetric attractive zero-range processes with particle destruction at the origin	20
Exact asymptotics of ruin probabilities with linear Hawkes arrivals	19
Laws of the iterated logarithm for occupation times of Markov processes	15
Strict local martingales and the Khasminskii test for explosions	14
Editorial Board	14
Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials	14
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
Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective	13
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems	13
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes	12
Stochastic parallel translations and diffusions on the Wasserstein space over	12
Correlation bound for a one-dimensional continuous long-range Ising model	12
Editorial Board	11
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality	11
Construction and convergence results for stable webs	11
On the meeting of random walks on random DFA	11
The replicator equation in stochastic spatial evolutionary games	10
Francis Comets’ Gumbel last passage percolation	10
A series expansion formula of the scale matrix with applications in CUSUM analysis	10
Strong solutions of forward–backward stochastic differential equations with measurable coefficients	10
Rate of escape of the conditioned two-dimensional simple random walk	10
Infinitesimal gradient boosting	10

Large deviations for Markov processes with switching and homogenisation via Hamilton–Jacobi–Bellman equations	10
Discrete-time simulation of Stochastic Volterra equations	9
On decomposition of the last passage time of diffusions	9
Scaling limits for a class of regular Ξ-coalescents	9
The obstacle problem for stochastic porous media equations	9
Ornstein−Uhlenbeck type processes on Wasserstein spaces	9
Time changed spherical Brownian motions with longitudinal drifts	9
Almost sure limit theorems with applications to non-regular continued fraction algorithms	8
Editorial Board	8
Tails of bivariate stochastic recurrence equation with triangular matrices	8
Coupling by change of measure for conditional McKean–Vlasov SDEs and applications	8
Editorial Board	8
Poisson approximation of fixed-degree nodes in weighted random connection models	8
Multi-dimensional normal approximation of heavy-tailed moving averages	8
On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends	8
Left–right crossings in the Miller–Abrahams random resistor network and in generalized Boolean models	8
Fisher information bounds and applications to SDEs with small noise	8
Editorial Board	8
Editorial Board	8
A binary embedding of the stable line-breaking construction	8
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices	8
Averaging of semigroups associated to diffusion processes on a simplex	7
Fluctuation limits for mean-field interacting nonlinear Hawkes processes	7
Measure-valued growth processes in continuous space and growth properties starting from an infinite interface	7
Editorial Board	7
Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility	7
Emergence of interlacements from the finite volume Bose soup	7
Markov selections and Feller properties of nonlinear diffusions	7
A numerical scheme for stochastic differential equations with distributional drift	7
Existence and percolation results for stopped germ-grain models with unbounded velocities	7
A heavy-traffic perspective on departure process variability	7
Quenched large deviations in renewal theory	7
Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators	7
Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble	7
Testing for changes in the tail behavior of Brown–Resnick Pareto processes	7
Symmetry and functional inequalities for stable Lévy-type operators	6
Sample path moderate deviations for shot noise processes in the high intensity regime	6
Criteria for Poisson process convergence with applications to inhomogeneous Poisson–Voronoi tessellations	6
Elastic drifted Brownian motions and non-local boundary conditions	6
Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon	6
Strong solutions to reflecting stochastic differential equations with singular drift	6
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion	6
Multivariate Hawkes processes on inhomogeneous random graphs	6
Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant	6
Wasserstein distance estimates for jump-diffusion processes	6
Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut–Elworthy–Li formula for singular SDEs	6
Model selection for Markov random fields on graphs under a mixing condition	6
Grid entropy in last passage percolation — A superadditive critical exponent approach	6
Quasi-stationary distribution for the Langevin process in cylindrical domains, Part I: Existence, uniqueness and long-time convergence	6
Large deviations for interacting multiscale particle systems	6

Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations	6
Percolation and connection times in multi-scale dynamic networks	6
Invariance principle for the capacity and the cardinality of the range of stable random walks	6
Boundary Harnack principle for diffusion with jumps	6
Rough nonlocal diffusions	5
The lower tail of the half-space KPZ equation	5
Metastability from the large deviations point of view: A Γ-expansion	5
Explicit description of all deflators for market models under random horizon with applications to NFLVR	5
Diagonally quadratic BSDE with oblique reflection and optimal switching	5
Expectation of local times and the Dupire formula	5
Time reversal of Markov processes with jumps under a finite entropy condition	5
Typical height of the (2+1)-D Solid-on-Solid surface with pinning above a wall in the delocalized phase	5
Dual process in the two-parameter Poisson–Dirichlet diffusion	5
Limit theorems for cloning algorithms	5
Stochastic functional Kolmogorov equations, I: Persistence	5
On the exact distributions of the maximum of the asymmetric telegraph process	5
Existence and uniqueness of SPDEs driven by nonlinear multiplicative mixed noise	5
An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations	5
Gaussian fluctuations for the wave equation under rough random perturbations	5
Itô stochastic differentials	5
Local limit theorem for time-inhomogeneous functions of Markov processes	5
Inhomogeneous affine Volterra processes	5
Correlation structure and resonant pairs for arithmetic random waves	5
Yule’s “nonsense correlation” for Gaussian random walks	5
Implementable coupling of Lévy process and Brownian motion	5
The geometry of controlled rough paths	5
Long-range contact process and percolation on a random lattice	5
Randomized limit theorems for stationary ergodic random processes and fields	5
Strong transience for one-dimensional Markov chains with asymptotically zero drifts	5
Instantaneous support propagation for Λ-Fleming–Viot processes	5
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions	5
Corrigendum to “Fluctuations of linear statistics of half-heavy-tailed random matrices” [Stoch. Process. Appl. 126 (2016) 3331–3352]	5
Exponential mixing under controllability conditions for sdes driven by a degenerate Poisson noise	5
An expansion formula for Hawkes processes and application to cyber-insurance derivatives	4
Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds	4
A mean field game approach to equilibrium consumption under external habit formation	4
Limits of invariant measures of stochastic Burgers equations driven by two kinds of α	4
Gradual convergence for Langevin dynamics on a degenerate potential	4
Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton–Jacobi equations	4
Some properties of stationary continuous state branching processes	4
Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations	4
Editorial Board	4
Fluctuation analysis for particle-based stochastic reaction–diffusion models	4
Moment bounds for dissipative semimartingales with heavy jumps	4
Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems	4
Well-posedness of density dependent SDE driven by α-stable process wit	4
Distribution dependent SDEs driven by fractional Brownian motions	4
Scale-free percolation mixing time	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
Online parameter estimation for the McKean–Vlasov stochastic differential equation	4
Integrated density of states of the Anderson Hamiltonian with two-dimensional white noise	4
Estimation of subcritical Galton Watson processes with correlated immigration	4
Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos	4
Empirical optimal transport under estimated costs: Distributional limits and statistical applications	4
On estimation of quadratic variation for multivariate pure jump semimartingales	4
Fractal dimensions of the Rosenblatt process	4
Central limit theorem for majority dynamics: Bribing three voters suffices	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
The limit point in the Jante’s law process has an absolutely continuous distribution	4
Extremal clustering under moderate long range dependence and moderately heavy tails	4
SDEs with two reflecting barriers driven by semimartingales and processes with bounded p	4
Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property	4
Self-Switching Markov Chains: Emerging dominance phenomena	4
Asymptotic behaviour of level sets of needlet random fields	4
Telegraph random evolutions on a circle	4
Two-dimensional random interlacements: 0-1 law and the vacant set at criticality	4
Shuffling cards by spatial motion	4
No smooth phase transition for the nodal length of band-limited spherical random fields	4
Editorial Board	4
A characterization of solutions of quadratic BSDEs and a new approach to existence	4
Beta Laguerre processes in a high temperature regime	4
Randomized empirical processes and confidence bands via virtual resampling	4
Editorial Board	4
Stochastic modeling for describing crystallization droplets in water emulsion	4
Hopfield neural lattice models with locally Lipschitz coefficients driven by Lévy noise	3
Stationary determinantal processes: ψ-mixing property and correlation	3
Deviation inequalities for dependent sequences with applications to strong approximations	3
Deviation inequalities for stochastic approximation by averaging	3

Time-delayed generalized BSDEs	3
Approximate filtering via discrete dual processes	3
Spatial integral of the solution to hyperbolic Anderson model with time-independent noise	3
Mixed orthogonality graphs for continuous-time stationary processes	3
The discrepancy between min–max statistics of Gaussian and Gaussian-subordinated matrices	3
Limit theorems for Hawkes processes including inhibition	3
Ray–Knight compactification of birth and death processes	3
Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach	3
Maximal moments and uniform modulus of continuity for stable random fields	3
Ergodicity of the infinite swapping algorithm at low temperature	3
Concentration on Poisson spaces via modified Φ-Sobolev inequalities	3
Detection of a structural break in intraday volatility pattern	3
Editorial Board	3
Catoni-style confidence sequences for heavy-tailed mean estimation	3
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion	3
Hydrodynamics of a class of N-urn linear systems	3
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics	3
Exponential ergodicity for singular reflecting McKean–Vlasov SDEs	3
Existence, uniqueness and ergodicity for the centered Fleming–Viot process	3
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure	3
Bayesian sequential least-squares estimation for the drift of a Wiener process	3
Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions	3
Persistence probabilities of weighted sums of stationary Gaussian sequences	3
Random motions in R<	3
SPDE bridges with observation noise and their spatial approximation	3
Diffusive fluctuations of long-range symmetric exclusion with a slow barrier	3
Random walks in the high-dimensional limit II: The crinkled subordinator	3
Green’s function for cut points of chordal SLE attached with boundary arcs	3
Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP	3
Brownian motion can feel the shape of a drum	3
On the spectral gap in the Kac–Luttinger model and Bose–Einstein condensation	3
Stationary solutions to stochastic 3D Euler equations in Hölder space	3
Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm	3
MFGs for partially reversible investment	3
Parabolic Anderson model on critical Galton–Watson trees in a Pareto environment	3
CLT for approximating ergodic limit of SPDEs via a full discretization	3
The volume of random simplices from elliptical distributions in high dimension	3
The LAN property for McKean–Vlasov models in a mean-field regime	3
Graphon particle system: Uniform-in-time concentration bounds	3
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations	3
On properties of the spherical mixed vector p-spin model	3
Optimal stationary markings	3
Almost sure approximations and laws of iterated logarithm for signatures	3
Laplace principle for large population games with control interaction	3
Asymptotic expansion of the quadratic variation of fractional stochastic differential equation	3
Some remarks on the effect of the Random Batch Method on phase transition	3
Introducing article numbering to Stochastic Processes and their Applications	3
Volatility estimation of hidden Markov processes and adaptive filtration	3
Risk sensitive optimal stopping	3