Stochastic Processes and Their Applications

Article	Citations
Editorial Board	21
Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line	20
Quasi-potential for the one dimensional SSEP in weak contact with reservoirs	19
Weak Dirichlet processes and generalized martingale problems	18
Geodesics cross any pattern in first-passage percolation without any moment assumption and with possibly infinite passage times	16
Erratum to: “Statistical test for an urn model with random multidrawing and random addition” [Stochastic Process. Appl. 158 (2023) 342-360]	16
Networks of reinforced stochastic processes: A complete description of the first-order asymptotics	14
Stochastic evolution equations driven by cylindrical stable noise	13
Loop-erased partitioning via parametric spanning trees: Monotonicities & 1D-scaling	13
Editorial Board	12
Parabolic Anderson model on critical Galton–Watson trees in a Pareto environment	11
Weak-disorder limit for directed polymers on critical hierarchical graphs with vertex disorder	11
Fluctuation analysis for particle-based stochastic reaction–diffusion models	10
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion	10
1-stable fluctuation of the derivative martingale of branching random walk	10
Editorial Board	10
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure	10
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise	9
An ℓ∞	9
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics	9
Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness	9
Limit theorems for Hawkes processes including inhibition	9
Editorial Board	9
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes	8
High order asymptotic expansion for Wiener functionals	8

Stability of higher order eigenvalues in dimension one	8
Asymptotic deviation bounds for cumulative processes	8
Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations	8
Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm	8
SLLN and annealed CLT for random walks in I.I.D. random environment on Cayley trees	8
A stochastic maximum principle for partially observed general mean-field control problems with only weak solution	8
Reduced-form framework for multiple ordered default times under model uncertainty	8
Correlation bound for a one-dimensional continuous long-range Ising model	8
Mean field games with absorption and common noise with a model of bank run	7
Hydrodynamic limit for a boundary driven super-diffusive symmetric exclusion	7
Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons	7
Risk sensitive optimal stopping	7
Fine asymptotics for the maximum degree in weighted recursive trees with bounded random weights	7
American options in a non-linear incomplete market model with default	7
Small ball probabilities for the stochastic heat equation with colored noise	7
Asymmetric attractive zero-range processes with particle destruction at the origin	7
Mean-field limits for non-linear Hawkes processes with excitation and inhibition	7
On the weak rate of convergence for the Euler–Maruyama scheme with Hölder drift	7
Asymptotic normality of spectral means of Hilbert space valued random processes	7
Critical Droplets and sharp asymptotics for Kawasaki dynamics with weakly anisotropic interactions	7
Tightness of discrete Gibbsian line ensembles	7
Interacting Hawkes processes with multiplicative inhibition	7
Scaling limits of nonlinear functions of random grain model, with application to Burgers’ equation	7
Unbiased Optimal Stopping via the MUSE	6
Mean-field limit of age and leaky memory dependent Hawkes processes	6
Concentration on Poisson spaces via modified Φ-Sobolev inequalities	6
On estimation of quadratic variation for multivariate pure jump semimartingales	6
A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption	6
Heat kernel bounds for a large class of Markov process with singular jump	6
Skorohod and Stratonovich integrals for controlled processes	6
A hierarchical mean field model of interacting spins	6
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs	6
The Feller Coupling for random derangements	6
Moderate deviations of density-dependent Markov chains	6
LASSO estimation for spherical autoregressive processes	6
Spectral gap of replica exchange Langevin diffusion on mixture distributions	6
On a first hit distribution of the running maximum of Brownian motion	6
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model	6
A functional Itō-formula for Dawson–Watanabe superprocesses	5
Convergence rate for a class of supercritical superprocesses	5
Whittle estimation based on the extremal spectral density of a heavy-tailed random field	5
Spiked multiplicative random matrices and principal components	5
Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model	5
Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective	5
Markov projection of semimartingales — Application to comparison results	5
Branching random walk with infinite progeny mean: A tale of two tails	5
The effect of disorder on quenched and averaged large deviations for random walks in random environments: Boundary behavior	5
Probabilistic approach to the heat equation with a dynamic Hardy-type potential	5
A central limit theorem for sets of probability measures	5
Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales	5

Nonparametric calibration for stochastic reaction–diffusion equations based on discrete observations	5
Liouville theorem for V-harmonic maps under non-negative	5
Scale-free percolation mixing time	5
Large population limits of Markov processes on random networks	5
Stationary determinantal processes: ψ-mixing property and correlation	5
Asymptotic analysis of Poisson shot noise processes, and applications	5
Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence	5
Shuffling cards by spatial motion	5
An optimal sequential procedure for determining the drift of a Brownian motion among three values	5
On the meeting of random walks on random DFA	5
Two-dimensional random interlacements: 0-1 law and the vacant set at criticality	5
Lines of descent in a Moran model with frequency-dependent selection and mutation	5
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems	5
Macroscopic limit for stochastic chemical reactions involving diffusion and spatial heterogeneity	4
Gradient-type estimates for the dynamic φ	4
Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials	4
Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos	4
Entrance laws for annihilating Brownian motions and the continuous-space voter model	4
AR(1) processes driven by second-chaos white noise: Berry–Esséen bounds for quadratic variation and parameter estimation	4
On the center of mass of the elephant random walk	4
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality	4
The extremal process of super-Brownian motion	4
Some properties of stationary continuous state branching processes	4
Laws of the iterated logarithm for occupation times of Markov processes	4
Metastability for the degenerate Potts Model with positive external magnetic field under Glauber dynamics	4
Misspecified diffusion models with high-frequency observations and an application to neural networks	4
Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral–differential operators	4
How the interplay of dormancy and selection affects the wave of advance of an advantageous gene	4
Superdiffusive planar random walks with polynomial space–time drifts	4
Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates	4
Competing growth processes with random growth rates and random birth times	4
An optimal stopping problem for spectrally negative Markov additive processes	4
Estimation of subcritical Galton Watson processes with correlated immigration	4
On the spectral gap in the Kac–Luttinger model and Bose–Einstein condensation	4
Propagation of singularities for the stochastic wave equation	4
Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations	4
Large deviations for slow–fast processes on connected complete Riemannian manifolds	4
Dimension-free Wasserstein contraction of nonlinear filters	4
Targeted immunization thresholds for the contact process on power-law trees	4
Drift estimation for a multi-dimensional diffusion process using deep neural networks	4
Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations	4
Continuous-state branching processes with collisions: First passage times and duality	4
Strict local martingales and the Khasminskii test for explosions	4
Long-range dependent completely correlated mixed fractional Brownian motion	4
Extremes of locally stationary Gaussian and chi fields on manifolds	4
Effective growth rates in a periodically changing environment: From mutation to invasion	4
Renormalization of stochastic continuity equations on Riemannian manifolds	4
Telegraph random evolutions on a circle	4
Empirical optimal transport under estimated costs: Distributional limits and statistical applications	4
Density analysis for coupled forward–backward SDEs with non-Lipschitz drifts and applications	4
Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders	4
Discrete-time simulation of Stochastic Volterra equations	3
Infinite dimensional Piecewise Deterministic Markov Processes	3
Large deviations for Markov processes with switching and homogenisation via Hamilton–Jacobi–Bellman equations	3
Local-density dependent Markov processes on graphons with epidemiological applications	3
Editorial Board	3
Lyapunov exponents in a slow environment	3
A probabilistic approach to Neumann problems for elliptic PDEs with nonlinear divergence terms	3
Majority dynamics and the median process: Connections, convergence and some new conjectures	3
Editorial Board	3
Critical Gaussian multiplicative chaos for singular measures	3
Scaling limits for a class of regular Ξ-coalescents	3
Editorial Board	3
Asymptotics for push on the complete graph	3
Limit of the environment viewed from Sinaï’s walk	3
Strict Kantorovich contractions for Markov chains and Euler schemes with general noise	3
Editorial Board	3
Fluid limits for earliest-deadline-first networks	3
Random motions in R<	3
Change-level detection for Lévy subordinators	3
The concentration of zero-noise limits of invariant measures for stochastic dynamical systems	3
A new Mertens decomposition of Y	3
Tail asymptotics for the delay in a Brownian fork-join queue	3
Monotone convex order for the McKean–Vlasov processes	3
The importance Markov chain	3
Berry–Esseen bounds and moderate deviations for random walks on G	3
Quenched large deviations in renewal theory	3
Measure-valued growth processes in continuous space and growth properties starting from an infinite interface	3
Editorial Board	3
Change point inference in ergodic diffusion processes based on high frequency data	3

Asymptotics of the optimum in discrete sequential assignment	3
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices	3
Generalized Feynman–Kac formula under volatility uncertainty	3
Multi-dimensional normal approximation of heavy-tailed moving averages	3
Editorial Board	3
Itô’s formula for flows of measures on semimartingales	3
Moderate deviations for the current and tagged particle in symmetric simple exclusion processes	3
2D random magnetic Laplacian with white noise magnetic field	3
Randomized multivariate Central Limit Theorems for ergodic homogeneous random fields	3
Networks of reinforced stochastic processes: Probability of asymptotic polarization and related general results	3
A series expansion formula of the scale matrix with applications in CUSUM analysis	3
Universality for random permutations and some other groups	3
Editorial Board	3
An averaging principle for slow–fast fractional stochastic parabolic equations on unbounded domains	3
On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields	3
Divergence of an integral of a process with small ball estimate	3
Asymptotic behavior of a class of multiple time scales stochastic kinetic equations	3
Large sample covariance matrices of Gaussian observations with uniform correlation decay	3
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs	3
Editorial Board	3
Averaging of semigroups associated to diffusion processes on a simplex	3
Green’s function for cut points of chordal SLE attached with boundary arcs	3
Drift estimation on non compact support for diffusion models	3
Introducing article numbering to Stochastic Processes and their Applications	3
Editorial Board	3
Editorial Board	3
Construction and convergence results for stable webs	3
Non-standard limits for a family of autoregressive stochastic sequences	2
Left–right crossings in the Miller–Abrahams random resistor network and in generalized Boolean models	2
Tails of bivariate stochastic recurrence equation with triangular matrices	2
Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements	2
Volterra equations driven by rough signals	2
Existence, uniqueness and ergodicity for the centered Fleming–Viot process	2
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations	2
Minimising the expected commute time	2
On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends	2
Convergence of densities of spatial averages of stochastic heat equation	2
Droplet dynamics in a two-dimensional rarefied gas under Kawasaki dynamics	2
Heat kernel bounds and Ricci curvature for Lipschitz manifolds	2
An ergodic theorem with weights and applications to random measures, homogenization and hydrodynamics	2
Incompressible Euler equations with stochastic forcing: A geometric approach	2
Site frequency spectrum of a rescued population under rare resistant mutations	2
Linking the mixing times of random walks on static and dynamic random graphs	2
Aℂ0,	2
Maximal moments and uniform modulus of continuity for stable random fields	2
Editorial Board	2
Strong Gaussian approximation for cumulative processes	2
Some remarks on the effect of the Random Batch Method on phase transition	2
Locally interacting diffusions as Markov random fields on path space	2
Fractional stable random fields on the Sierpiński gasket	2
Extensions of Bougerol’s identity in law and the associated anticipative path transformations	2
An explicit approximation for super-linear stochastic functional differential equations	2
Persistence probabilities of weighted sums of stationary Gaussian sequences	2
Ornstein−Uhlenbeck type processes on Wasserstein spaces	2
Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus	2
On the first and second largest components in the percolated random geometric graph	2
Compound Poisson distributions for random dynamical systems using probabilistic approximations	2
An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line	2
The obstacle problem for stochastic porous media equations	2
A binary embedding of the stable line-breaking construction	2
Fisher information bounds and applications to SDEs with small noise	2
Francis Comets’ Gumbel last passage percolation	2
Editorial Board	2
Backward stochastic differential equations with regime-switching and sublinear expectations	2
Rate of escape of the conditioned two-dimensional simple random walk	2
Infinitesimal gradient boosting	2
Editorial Board	2
Strong solutions of forward–backward stochastic differential equations with measurable coefficients	2
Deviation inequalities for stochastic approximation by averaging	2
Hydrodynamics for the partial exclusion process in random environment	2
The shape of the value function under Poisson optimal stopping	2
Rates of convergence for the superdiffusion in the Boltzmann–Grad limit of the periodic Lorentz gas	2
Stochastic MHD equations with fractional kinematic dissipation and partial magnetic diffusion in <	2
Strict inequality for bond percolation on a dilute lattice with columnar disorder	2
Measure-valued affine and polynomial diffusions	2
Backward Itô–Ventzell and stochastic interpolation formulae	2
Coupling by change of measure for conditional McKean–Vlasov SDEs and applications	2
The contact process on scale-free geometric random graphs	2
On properties of the spherical mixed vector p-spin model	2
Kernel representation formula: From complex to real Wiener–Itô integrals and vice versa	2
The discrepancy between min–max statistics of Gaussian and Gaussian-subordinated matrices	2
Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP	2
One-dimensional McKean–Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients	2
Weak convergence of non-neutral genealogies to Kingman’s coalescent	2
Emergence of interlacements from the finite volume Bose soup	2
Coarsening in zero-range processes	2
Approximation for the invariant measure with applications for jump processes (convergence in total variation distance)	2
Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games	2
A stochastic calculus for Rosenblatt processes	2
RAP-modulated fluid processes: First passages and the stationary distribution	2
Long-term concentration of measure and cut-off	2
The domain of definition of the Lévy white noise	2
Time changed spherical Brownian motions with longitudinal drifts	2
Asymptotic results of a multiple-entry reinforcement process	2
Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread	2