Stochastic Processes and Their Applications

Article	Citations
Macroscopic limit for stochastic chemical reactions involving diffusion and spatial heterogeneity	21
Targeted immunization thresholds for the contact process on power-law trees	20
Superdiffusive planar random walks with polynomial space–time drifts	16
Some properties of stationary continuous state branching processes	15
Quasi-potential for the one dimensional SSEP in weak contact with reservoirs	15
Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales	14
Weak Dirichlet processes and generalized martingale problems	13
Extremes of locally stationary Gaussian and chi fields on manifolds	13
Editorial Board	12
Stochastic evolution equations driven by cylindrical stable noise	12
Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates	11
On estimation of quadratic variation for multivariate pure jump semimartingales	10
The effect of disorder on quenched and averaged large deviations for random walks in random environments: Boundary behavior	10
Telegraph random evolutions on a circle	10
Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials	9
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion	9
Unbiased Optimal Stopping via the MUSE	9
Weak-disorder limit for directed polymers on critical hierarchical graphs with vertex disorder	9
Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model	9
Parabolic Anderson model on critical Galton–Watson trees in a Pareto environment	9
Nonparametric calibration for stochastic reaction–diffusion equations based on discrete observations	8
Drift estimation for a multi-dimensional diffusion process using deep neural networks	8
Entrance laws for annihilating Brownian motions and the continuous-space voter model	8
1-stable fluctuation of the derivative martingale of branching random walk	8
Two-dimensional random interlacements: 0-1 law and the vacant set at criticality	8

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective	8
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure	8
Fluctuation analysis for particle-based stochastic reaction–diffusion models	8
Liouville theorem for V-harmonic maps under non-negative	8
Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence	7
Quasi-stationary distributions for subcritical superprocesses	7
Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs	7
A hierarchical mean field model of interacting spins	7
Editorial Board	7
Competing growth processes with random growth rates and random birth times	7
Mean-field limit of age and leaky memory dependent Hawkes processes	7
Strict local martingales and the Khasminskii test for explosions	7
Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders	7
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs	7
An ℓ∞	7
Skorohod and Stratonovich integrals for controlled processes	7
Editorial Board	7
Concentration on Poisson spaces via modified Φ-Sobolev inequalities	7
Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness	7
Limit theorems for Hawkes processes including inhibition	7
A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption	6
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise	6
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model	6
SLLN and annealed CLT for random walks in I.I.D. random environment on Cayley trees	6
Stationary determinantal processes: ψ-mixing property and correlation	6
Renormalization of stochastic continuity equations on Riemannian manifolds	6
Propagation of singularities for the stochastic wave equation	6
Probabilistic approach to the heat equation with a dynamic Hardy-type potential	6
Heat kernel bounds for a large class of Markov process with singular jump	6
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics	6
Misspecified diffusion models with high-frequency observations and an application to neural networks	6
A functional Itō-formula for Dawson–Watanabe superprocesses	6
Correlation bound for a one-dimensional continuous long-range Ising model	6
On a first hit distribution of the running maximum of Brownian motion	6
Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations	5
Shuffling cards by spatial motion	5
Stability of higher order eigenvalues in dimension one	5
Reduced-form framework for multiple ordered default times under model uncertainty	5
A stochastic maximum principle for partially observed general mean-field control problems with only weak solution	5
Spiked multiplicative random matrices and principal components	5
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems	5
Dimension-free Wasserstein contraction of nonlinear filters	5
Continuous-state branching processes with collisions: First passage times and duality	5
Convergence rate for a class of supercritical superprocesses	5
Large population limits of Markov processes on random networks	5
Markov projection of semimartingales — Application to comparison results	5
Branching random walk with infinite progeny mean: A tale of two tails	5
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes	5
High order asymptotic expansion for Wiener functionals	5
On the meeting of random walks on random DFA	5

Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm	5
Spectral gap of replica exchange Langevin diffusion on mixture distributions	5
Asymptotic deviation bounds for cumulative processes	5
Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations	4
Small ball probabilities for the stochastic heat equation with colored noise	4
On the weak rate of convergence for the Euler–Maruyama scheme with Hölder drift	4
Moderate deviations of density-dependent Markov chains	4
Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral–differential operators	4
Metastability for the degenerate Potts Model with positive external magnetic field under Glauber dynamics	4
Loop-erased partitioning via parametric spanning trees: Monotonicities & 1D-scaling	4
Whittle estimation based on the extremal spectral density of a heavy-tailed random field	4
Lines of descent in a Moran model with frequency-dependent selection and mutation	4
Fine asymptotics for the maximum degree in weighted recursive trees with bounded random weights	4
Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons	4
Hydrodynamic limit for a boundary driven super-diffusive symmetric exclusion	4
Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations	4
An optimal sequential procedure for determining the drift of a Brownian motion among three values	4
The extremal process of super-Brownian motion	4
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality	4
Risk sensitive optimal stopping	4
The Feller Coupling for random derangements	4
Geodesics cross any pattern in first-passage percolation without any moment assumption and with possibly infinite passage times	4
Mean-field limits for non-linear Hawkes processes with excitation and inhibition	4
Scaling limits of nonlinear functions of random grain model, with application to Burgers’ equation	4
On the center of mass of the elephant random walk	4
AR(1) processes driven by second-chaos white noise: Berry–Esséen bounds for quadratic variation and parameter estimation	4
Tightness of discrete Gibbsian line ensembles	4
A central limit theorem for sets of probability measures	4
Mean field games with absorption and common noise with a model of bank run	4
Large deviations for slow–fast processes on connected complete Riemannian manifolds	4
Empirical optimal transport under estimated costs: Distributional limits and statistical applications	4
American options in a non-linear incomplete market model with default	4
Asymptotic normality of spectral means of Hilbert space valued random processes	4
Networks of reinforced stochastic processes: A complete description of the first-order asymptotics	4
LASSO estimation for spherical autoregressive processes	4
Asymptotic analysis of Poisson shot noise processes, and applications	4
Erratum to: “Statistical test for an urn model with random multidrawing and random addition” [Stochastic Process. Appl. 158 (2023) 342-360]	4
Interacting Hawkes processes with multiplicative inhibition	4
Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos	4
Asymmetric attractive zero-range processes with particle destruction at the origin	4
Scale-free percolation mixing time	4
Critical Droplets and sharp asymptotics for Kawasaki dynamics with weakly anisotropic interactions	4
Density analysis for coupled forward–backward SDEs with non-Lipschitz drifts and applications	4
Ornstein−Uhlenbeck type processes on Wasserstein spaces	3
Editorial Board	3
A new Mertens decomposition of Y	3
Existence and smoothness of the densities of stochastic functional differential equations with jumps	3
Green’s function for cut points of chordal SLE attached with boundary arcs	3
Scaling limits for a class of regular Ξ-coalescents	3
Tail asymptotics for the delay in a Brownian fork-join queue	3
Large sample covariance matrices of Gaussian observations with uniform correlation decay	3
Spectral norm bounds for block Markov chain random matrices	3
Local and global survival for infections with recovery	3
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs	3
Rates of convergence for the superdiffusion in the Boltzmann–Grad limit of the periodic Lorentz gas	3
Strict Kantorovich contractions for Markov chains and Euler schemes with general noise	3
Random motions in R<	3
On the first and second largest components in the percolated random geometric graph	3
The obstacle problem for stochastic porous media equations	3
Kernel representation formula: From complex to real Wiener–Itô integrals and vice versa	3
Editorial Board	3
Editorial Board	3
On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields	3
Generalized Feynman–Kac formula under volatility uncertainty	3
An explicit approximation for super-linear stochastic functional differential equations	3
Editorial Board	3
Convergence of densities of spatial averages of stochastic heat equation	3
Left–right crossings in the Miller–Abrahams random resistor network and in generalized Boolean models	3
Incompressible Euler equations with stochastic forcing: A geometric approach	3
Asymptotic behavior of a class of multiple time scales stochastic kinetic equations	3
Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group	3
Asymptotic results of a multiple-entry reinforcement process	3
Measure-valued growth processes in continuous space and growth properties starting from an infinite interface	3
Majority dynamics and the median process: Connections, convergence and some new conjectures	3
Droplet dynamics in a two-dimensional rarefied gas under Kawasaki dynamics	3
Introducing article numbering to Stochastic Processes and their Applications	3
Weak convergence of non-neutral genealogies to Kingman’s coalescent	3
Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games	3
Infinitesimal gradient boosting	3
The domain of definition of the Lévy white noise	3

A binary embedding of the stable line-breaking construction	3
A stochastic spatial model for the sterile insect control strategy	3
Lyapunov exponents in a slow environment	3
The replicator equation in stochastic spatial evolutionary games	3
Editorial Board	3
Existence, uniqueness and ergodicity for the centered Fleming–Viot process	3
Measure-valued affine and polynomial diffusions	3
Francis Comets’ Gumbel last passage percolation	3
Change point inference in ergodic diffusion processes based on high frequency data	3
Limit of the environment viewed from Sinaï’s walk	3
Long-range dependent completely correlated mixed fractional Brownian motion	3
Moderate deviations for the current and tagged particle in symmetric simple exclusion processes	3
RAP-modulated fluid processes: First passages and the stationary distribution	3
The discrepancy between min–max statistics of Gaussian and Gaussian-subordinated matrices	3
Editorial Board	3
Asymptotics for push on the complete graph	3
A stochastic calculus for Rosenblatt processes	2
Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus	2
Volterra equations driven by rough signals	2
Site frequency spectrum of a rescued population under rare resistant mutations	2
Editorial Board	2
Linking the mixing times of random walks on static and dynamic random graphs	2
On the identifiability of interaction functions in systems of interacting particles	2
Approximation for the invariant measure with applications for jump processes (convergence in total variation distance)	2
Strict inequality for bond percolation on a dilute lattice with columnar disorder	2
Non-standard limits for a family of autoregressive stochastic sequences	2
Editorial Board	2
Editorial Board	2
Local-density dependent Markov processes on graphons with epidemiological applications	2
Strong solutions of forward–backward stochastic differential equations with measurable coefficients	2
Heat kernel bounds and Ricci curvature for Lipschitz manifolds	2
Quenched large deviations in renewal theory	2
On properties of the spherical mixed vector p-spin model	2
Monotone convex order for the McKean–Vlasov processes	2
Persistence probabilities of weighted sums of stationary Gaussian sequences	2
One-dimensional McKean–Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients	2
A probabilistic approach to Neumann problems for elliptic PDEs with nonlinear divergence terms	2
Stochastic MHD equations with fractional kinematic dissipation and partial magnetic diffusion in <	2
The concentration of zero-noise limits of invariant measures for stochastic dynamical systems	2
Editorial Board	2
An averaging principle for slow–fast fractional stochastic parabolic equations on unbounded domains	2
Asymptotic behaviour of ancestral lineages in subcritical continuous-state branching populations	2
Stochastic Volterra equations with Hölder diffusion coefficients	2
2D random magnetic Laplacian with white noise magnetic field	2
Backward Itô–Ventzell and stochastic interpolation formulae	2
General multilevel adaptations for stochastic approximation algorithms II: CLTs	2
Editorial Board	2
Bandit and covariate processes, with finite or non-denumerable set of arms	2
The contact process on scale-free geometric random graphs	2
Ergodicity of the infinite swapping algorithm at low temperature	2
The shape of the value function under Poisson optimal stopping	2
Fractional stable random fields on the Sierpiński gasket	2
Asymptotics of the optimum in discrete sequential assignment	2
Infinite dimensional Piecewise Deterministic Markov Processes	2
Construction and convergence results for stable webs	2
An ergodic theorem with weights and applications to random measures, homogenization and hydrodynamics	2
A series expansion formula of the scale matrix with applications in CUSUM analysis	2
Itô’s formula for flows of measures on semimartingales	2
Universality for random permutations and some other groups	2
Discrete-time simulation of Stochastic Volterra equations	2
Randomized multivariate Central Limit Theorems for ergodic homogeneous random fields	2
Locally interacting diffusions as Markov random fields on path space	2
Minimising the expected commute time	2
Extensions of Bougerol’s identity in law and the associated anticipative path transformations	2
Networks of reinforced stochastic processes: Probability of asymptotic polarization and related general results	2
Berry–Esseen bounds and moderate deviations for random walks on G	2
On the spectral gap in the Kac–Luttinger model and Bose–Einstein condensation	2
Multi-dimensional normal approximation of heavy-tailed moving averages	2
Hydrodynamics for the partial exclusion process in random environment	2
Tails of bivariate stochastic recurrence equation with triangular matrices	2
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices	2
Strong Gaussian approximation for cumulative processes	2
Emergence of interlacements from the finite volume Bose soup	2
Change-level detection for Lévy subordinators	2
An optimal stopping problem for spectrally negative Markov additive processes	2
Fisher information bounds and applications to SDEs with small noise	2
Backward stochastic differential equations with regime-switching and sublinear expectations	2
Large deviations for Markov processes with switching and homogenisation via Hamilton–Jacobi–Bellman equations	2
Critical Gaussian multiplicative chaos for singular measures	2
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations	2
The importance Markov chain	2
Divergence of an integral of a process with small ball estimate	2
Drift estimation on non compact support for diffusion models	2
Maximal moments and uniform modulus of continuity for stable random fields	2
Averaging of semigroups associated to diffusion processes on a simplex	2
SPDE bridges with observation noise and their spatial approximation	1
A stochastic analysis of particle systems with pairing	1
Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients	1
Importance sampling for maxima on trees	1
Asymptotic expansion of the quadratic variation of fractional stochastic differential equation	1
A class of processes defined in the white noise space through generalized fractional operators	1
The dual Derrida–Retaux conjecture	1
Large deviations of ℓp	1
Fluctuations and moderate deviations for a catalytic Fleming–Viot branching system in nonequilibrium	1
Sharp approximation and hitting times for stochastic invasion processes	1