Stochastic Processes and Their Applications

Article	Citations
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs	24
High order asymptotic expansion for Wiener functionals	23
Asymmetric attractive zero-range processes with particle destruction at the origin	22
Exact asymptotics of ruin probabilities with linear Hawkes arrivals	21
Laws of the iterated logarithm for occupation times of Markov processes	15
Strict local martingales and the Khasminskii test for explosions	15
Editorial Board	15
Lines of descent in a Moran model with frequency-dependent selection and mutation	15
Drift estimation for a multi-dimensional diffusion process using deep neural networks	14
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems	14
Stochastic parallel translations and diffusions on the Wasserstein space over	14
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes	13
Correlation bound for a one-dimensional continuous long-range Ising model	13
Construction and convergence results for stable webs	12
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality	12
Editorial Board	12
On the meeting of random walks on random DFA	12
Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials	12
Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective	12
Francis Comets’ Gumbel last passage percolation	11
Rate of escape of the conditioned two-dimensional simple random walk	11
The replicator equation in stochastic spatial evolutionary games	10
Infinitesimal gradient boosting	10
A series expansion formula of the scale matrix with applications in CUSUM analysis	10
Large deviations for Markov processes with switching and homogenisation via Hamilton–Jacobi–Bellman equations	10

Scaling limits for a class of regular Ξ-coalescents	10
Strong solutions of forward–backward stochastic differential equations with measurable coefficients	10
Ornstein−Uhlenbeck type processes on Wasserstein spaces	10
Coupling by change of measure for conditional McKean–Vlasov SDEs and applications	9
Time changed spherical Brownian motions with longitudinal drifts	9
Editorial Board	9
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices	9
Fisher information bounds and applications to SDEs with small noise	9
Editorial Board	9
The obstacle problem for stochastic porous media equations	9
On decomposition of the last passage time of diffusions	9
Poisson approximation of fixed-degree nodes in weighted random connection models	9
Almost sure limit theorems with applications to non-regular continued fraction algorithms	9
On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends	8
Symmetric KL-divergence by Stein’s method	8
Emergence of interlacements from the finite volume Bose soup	8
Measure-valued growth processes in continuous space and growth properties starting from an infinite interface	8
Multi-dimensional normal approximation of heavy-tailed moving averages	8
A binary embedding of the stable line-breaking construction	8
Editorial Board	8
Quenched large deviations in renewal theory	8
Editorial Board	8
Tails of bivariate stochastic recurrence equation with triangular matrices	8
Averaging of semigroups associated to diffusion processes on a simplex	8
Large deviations for empirical measures of self-interacting Markov chains	8
Lévy models amenable to efficient calculations	7
Multivariate Hawkes processes on inhomogeneous random graphs	7
A heavy-traffic perspective on departure process variability	7
Fluctuation limits for mean-field interacting nonlinear Hawkes processes	7
Discrete-time simulation of Stochastic Volterra equations	7
Nonlinear Graphon mean-field systems	7
Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators	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
Markov selections and Feller properties of nonlinear diffusions	7
Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility	7
Metastability from the large deviations point of view: A Γ-expansion	6
Implementable coupling of Lévy process and Brownian motion	6
Invariance principle for the capacity and the cardinality of the range of stable random walks	6
Wasserstein distance estimates for jump-diffusion processes	6
Optimal consumption with labor income and borrowing constraints for recursive preferences	6
Symmetry and functional inequalities for stable Lévy-type operators	6
Grid entropy in last passage percolation — A superadditive critical exponent approach	6
Elastic drifted Brownian motions and non-local boundary conditions	6
On the exact distributions of the maximum of the asymmetric telegraph process	6
The geometry of controlled rough paths	6
Long-range contact process and percolation on a random lattice	6
Strong solutions to reflecting stochastic differential equations with singular drift	6
Explicit description of all deflators for market models under random horizon with applications to NFLVR	6
Quasi-stationary distribution for the Langevin process in cylindrical domains, Part I: Existence, uniqueness and long-time convergence	6

Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations	6
Sample path moderate deviations for shot noise processes in the high intensity regime	6
Testing for changes in the tail behavior of Brown–Resnick Pareto processes	6
A numerical scheme for stochastic differential equations with distributional drift	6
Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon	6
The lower tail of the half-space KPZ equation	6
Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut–Elworthy–Li formula for singular SDEs	6
Boundary Harnack principle for diffusion with jumps	6
Model selection for Markov random fields on graphs under a mixing condition	6
Criteria for Poisson process convergence with applications to inhomogeneous Poisson–Voronoi tessellations	6
Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant	6
Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble	6
Editorial Board	6
Large deviations for interacting multiscale particle systems	6
Percolation and connection times in multi-scale dynamic networks	6
Existence and uniqueness of SPDEs driven by nonlinear multiplicative mixed noise	6
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions	5
Time reversal of Markov processes with jumps under a finite entropy condition	5
Exponential mixing under controllability conditions for sdes driven by a degenerate Poisson noise	5
Correlation structure and resonant pairs for arithmetic random waves	5
Diagonally quadratic BSDE with oblique reflection and optimal switching	5
Rough nonlocal diffusions	5
Limit theorems for cloning algorithms	5
Stochastic functional Kolmogorov equations, I: Persistence	5
Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property	5
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
Instantaneous support propagation for Λ-Fleming–Viot processes	5
Strong transience for one-dimensional Markov chains with asymptotically zero drifts	5
An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations	5
Randomized limit theorems for stationary ergodic random processes and fields	5
Yule’s “nonsense correlation” for Gaussian random walks	5
Dual process in the two-parameter Poisson–Dirichlet diffusion	5
Itô stochastic differentials	5
A mean field game approach to equilibrium consumption under external habit formation	5
Local limit theorem for time-inhomogeneous functions of Markov processes	5
Expectation of local times and the Dupire formula	5
Long run convergence of discrete-time interacting particle systems of the McKean–Vlasov type	5
Gaussian fluctuations for the wave equation under rough random perturbations	5
Corrigendum to “Fluctuations of linear statistics of half-heavy-tailed random matrices” [Stoch. Process. Appl. 126 (2016) 3331–3352]	5
Inhomogeneous affine Volterra processes	5
On estimation of quadratic variation for multivariate pure jump semimartingales	4
Concentration on Poisson spaces via modified Φ-Sobolev inequalities	4
Integrated density of states of the Anderson Hamiltonian with two-dimensional white noise	4
Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton–Jacobi equations	4
Two-dimensional random interlacements: 0-1 law and the vacant set at criticality	4
No smooth phase transition for the nodal length of band-limited spherical random fields	4
Scale-free percolation mixing time	4
Editorial Board	4
An expansion formula for Hawkes processes and application to cyber-insurance derivatives	4
Editorial Board	4
SDEs with two reflecting barriers driven by semimartingales and processes with bounded p	4
Stochastic modeling for describing crystallization droplets in water emulsion	4
Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations	4
Parabolic Anderson model on critical Galton–Watson trees in a Pareto environment	4
Gradual convergence for Langevin dynamics on a degenerate potential	4
Well-posedness of a reaction–diffusion model with stochastic dynamical boundary conditions	4
Asymptotic behaviour of level sets of needlet random fields	4
Empirical optimal transport under estimated costs: Distributional limits and statistical applications	4
Well-posedness of density dependent SDE driven by α-stable process wit	4
A Benamou–Brenier formula for transport distances between stationary random measures	4
Some properties of stationary continuous state branching processes	4
Fractal dimensions of the Rosenblatt process	4
Editorial Board	4
Randomized empirical processes and confidence bands via virtual resampling	4
Central limit theorem for majority dynamics: Bribing three voters suffices	4
Self-Switching Markov Chains: Emerging dominance phenomena	4
Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds	4
Solving a class of Fredholm integral equations of the first kind via Wasserstein gradient flows	4
Limits of invariant measures of stochastic Burgers equations driven by two kinds of α	4
Limit theorems for Hawkes processes including inhibition	4
Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching	4
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion	4
A characterization of solutions of quadratic BSDEs and a new approach to existence	4
Estimation of subcritical Galton Watson processes with correlated immigration	4
Online parameter estimation for the McKean–Vlasov stochastic differential equation	4
Extremal clustering under moderate long range dependence and moderately heavy tails	4
Shuffling cards by spatial motion	4
Moment bounds for dissipative semimartingales with heavy jumps	4
Fluctuation analysis for particle-based stochastic reaction–diffusion models	4

Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems	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
The limit point in the Jante’s law process has an absolutely continuous distribution	4
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics	4
Editorial Board	4
The volume of random simplices from elliptical distributions in high dimension	3
Time-delayed generalized BSDEs	3
Green’s function for cut points of chordal SLE attached with boundary arcs	3
Existence, uniqueness and ergodicity for the centered Fleming–Viot process	3
Editorial Board	3
Stationary determinantal processes: ψ-mixing property and correlation	3
Ergodicity of the infinite swapping algorithm at low temperature	3
Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach	3
Spatial integral of the solution to hyperbolic Anderson model with time-independent noise	3
On properties of the spherical mixed vector p-spin model	3
Filtered data based estimators for stochastic processes driven by colored noise	3
Exponential ergodicity for singular reflecting McKean–Vlasov SDEs	3
Random walks in the high-dimensional limit II: The crinkled subordinator	3
Cyclical long memory: Decoupling, modulation, and modeling	3
Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions	3
The LAN property for McKean–Vlasov models in a mean-field regime	3
Editorial Board	3
Diffusive fluctuations of long-range symmetric exclusion with a slow barrier	3
Hydrodynamics of a class of N-urn linear systems	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
Random motions in R<	3
Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP	3
On the spectral gap in the Kac–Luttinger model and Bose–Einstein condensation	3
Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm	3
SPDE bridges with observation noise and their spatial approximation	3
Deviation inequalities for dependent sequences with applications to strong approximations	3
Almost sure approximations and laws of iterated logarithm for signatures	3
Ray–Knight compactification of birth and death processes	3
Persistence probabilities of weighted sums of stationary Gaussian sequences	3
Linear competition processes and generalized Pólya urns with removals	3
Asymptotic expansion of the quadratic variation of fractional stochastic differential equation	3
Global-in-time probabilistically strong solutions to stochastic power-law equations: Existence and non-uniqueness	3
Asymptotics for irregularly observed long memory processes	3
Brownian motion can feel the shape of a drum	3
Catoni-style confidence sequences for heavy-tailed mean estimation	3
Mixed orthogonality graphs for continuous-time stationary processes	3
The discrepancy between min–max statistics of Gaussian and Gaussian-subordinated matrices	3
Detection of a structural break in intraday volatility pattern	3
Weak Error on the densities for the Euler scheme of stable additive SDEs with Hölder drift	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
On favourite sites of a random walk in moderately sparse random environment	3
Telegraph random evolutions on a circle	3
Approximate filtering via discrete dual processes	3
Local weak limits for collapsed branching processes with random out-degrees	3
Percolation of words on the hypercubic lattice with one-dimensional long-range interactions	3
Bayesian sequential least-squares estimation for the drift of a Wiener process	3
Laplace principle for large population games with control interaction	3
Stationary solutions to stochastic 3D Euler equations in Hölder space	3
Deviation inequalities for stochastic approximation by averaging	3
Volatility estimation of hidden Markov processes and adaptive filtration	3
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure	3
Optimal stationary markings	3
Hopfield neural lattice models with locally Lipschitz coefficients driven by Lévy noise	3
CLT for approximating ergodic limit of SPDEs via a full discretization	3
A stochastic spatial model for the sterile insect control strategy	2
Unbiased Optimal Stopping via the MUSE	2
Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model	2
Effective growth rates in a periodically changing environment: From mutation to invasion	2
A complete characterization of monotonicity equivalence for continuous-time Markov processes	2
Critical Droplets and sharp asymptotics for Kawasaki dynamics with weakly anisotropic interactions	2
Editorial Board	2
Stability for generalized stochastic equations	2
Birth Death Swap population in random environment and aggregation with two timescales	2
Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution	2
An ODE method to prove the geometric convergence of adaptive stochastic algorithms	2
The Feller Coupling for random derangements	2
Large population limits of Markov processes on random networks	2
Geodesics cross any pattern in first-passage percolation without any moment assumption and with possibly infinite passage times	2
A hierarchical mean field model of interacting spins	2
Weak Dirichlet processes and generalized martingale problems	2
Strict Kantorovich contractions for Markov chains and Euler schemes with general noise	2
Mean field games with absorption and common noise with a model of bank run	2
Backward stochastic differential equations with double mean reflections	2
A class of processes defined in the white noise space through generalized fractional operators	2
Long-range dependent completely correlated mixed fractional Brownian motion	2
Local and global survival for infections with recovery	2
Skorohod and Stratonovich integrals for controlled processes	2
Spiked multiplicative random matrices and principal components	2
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model	2
Moments of polynomial functionals of spectrally positive Lévy processes	2
A central limit theorem for sets of probability measures	2
Asymptotics of the optimum in discrete sequential assignment	2
Editorial Board	2
Central limit theorem under the Dedecker–Rio condition in some Banach spaces	2
A weak law of large numbers for realised covariation in a Hilbert space setting	2
An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line	2