Stochastic Processes and Their Applications

Article	Citations
Exact asymptotics of ruin probabilities with linear Hawkes arrivals	36
Editorial Board	25
Laws of the iterated logarithm for occupation times of Markov processes	22
Approximation of birth–death processes	18
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality	18
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes	18
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems	18
Global strong solution for the stochastic tamed Chemotaxis–Navier–Stokes system in	17
Stochastic parallel translations and diffusions on the Wasserstein space over	17
Drift estimation for a multi-dimensional diffusion process using deep neural networks	16
Strict local martingales and the Khasminskii test for explosions	16
Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials	15
Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective	15
Asymmetric attractive zero-range processes with particle destruction at the origin	15
A law of large numbers concerning the distribution of critical points of random Fourier series	15
High order asymptotic expansion for Wiener functionals	15
On the meeting of random walks on random DFA	14
Limit theorems for stochastic integrals with long memory processes	14
Construction and convergence results for stable webs	13
Time changed spherical Brownian motions with longitudinal drifts	13
Explicit multiscale numerical method for super-linear slow–fast stochastic differential equations	13
Editorial Board	13
Lines of descent in a Moran model with frequency-dependent selection and mutation	13
A series expansion formula of the scale matrix with applications in CUSUM analysis	12
Fisher information bounds and applications to SDEs with small noise	12

Planar reinforced k-out percolation	11
Lévy models amenable to efficient calculations	11
Walsh spider diffusions as time changed multi-parameter processes	11
Infinitesimal gradient boosting	11
On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends	10
Averaging of semigroups associated to diffusion processes on a simplex	10
Almost sure limit theorems with applications to non-regular continued fraction algorithms	10
On decomposition of the last passage time of diffusions	10
Long time fluctuations at critical parameter of Hopf’s bifurcation	10
Poisson approximation of fixed-degree nodes in weighted random connection models	10
Large deviations for empirical measures of self-interacting Markov chains	10
Measure-valued growth processes in continuous space and growth properties starting from an infinite interface	9
Editorial Board	9
Scaling limits for a class of regular Ξ-coalescents	9
Editorial Board	9
Editorial Board	9
Tails of bivariate stochastic recurrence equation with triangular matrices	9
A binary embedding of the stable line-breaking construction	9
Large deviations for Markov processes with switching and homogenisation via Hamilton–Jacobi–Bellman equations	8
Rate of escape of the conditioned two-dimensional simple random walk	8
Symmetric KL-divergence by Stein’s method	8
Global maximum principle for partially observed risk-sensitive progressive optimal control of FBSDE with Poisson jumps	8
The obstacle problem for stochastic porous media equations	8
Ornstein−Uhlenbeck type processes on Wasserstein spaces	8
Coupling by change of measure for conditional McKean–Vlasov SDEs and applications	8
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices	8
Quenched large deviations in renewal theory	8
Francis Comets’ Gumbel last passage percolation	8
Multidimensional sticky Brownian motions: Heavy traffic limit and rough tail asymptotics	8
Emergence of interlacements from the finite volume Bose soup	8
Averaging principle for semilinear slow–fast rough partial differential equations	8
The replicator equation in stochastic spatial evolutionary games	8
Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble	7
Markov selections and Feller properties of nonlinear diffusions	7
Editorial Board	7
Criteria for Poisson process convergence with applications to inhomogeneous Poisson–Voronoi tessellations	7
On the signature of an image	7
Quantitative hydrodynamics for a generalized contact model	7
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion	7
Sample path moderate deviations for shot noise processes in the high intensity regime	7
Nonlinear Graphon mean-field systems	7
Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators	7
WITHDRAWN: Optimal consumption with labor income and borrowing constraints for recursive preferences	7
Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility	7
Symmetry and functional inequalities for stable Lévy-type operators	6
Grid entropy in last passage percolation — A superadditive critical exponent approach	6
Wasserstein distance estimates for jump-diffusion processes	6
The geometry of controlled rough paths	6
Long-range contact process and percolation on a random lattice	6
Invariance principle for the capacity and the cardinality of the range of stable random walks	6

Long run convergence of discrete-time interacting particle systems of the McKean–Vlasov type	6
Randomized limit theorems for stationary ergodic random processes and fields	6
Model selection for Markov random fields on graphs under a mixing condition	6
On the 1/H-variation of the divergence integral with respect to a Hermite process	6
Elastic drifted Brownian motions and non-local boundary conditions	6
Deviation inequalities for contractive infinite memory processes	6
Essential barrier height and a probabilistic approach in characterizing potential landscape	6
Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut–Elworthy–Li formula for singular SDEs	6
Iterated random walks in random scenery (PAPAPA)	6
Percolation and connection times in multi-scale dynamic networks	6
Existence and uniqueness of SPDEs driven by nonlinear multiplicative mixed noise	6
Lp	6
A heavy-traffic perspective on departure process variability	6
Large deviations for interacting multiscale particle systems	6
A numerical scheme for stochastic differential equations with distributional drift	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
Gaussian fluctuations for the wave equation under rough random perturbations	6
Metastability from the large deviations point of view: A Γ-expansion	6
Boundary Harnack principle for diffusion with jumps	6
Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts	6
A propagation of chaos result for weakly interacting nonlinear Snell envelopes	6
Multivariate Hawkes processes on inhomogeneous random graphs	6
Diagonally quadratic BSDE with oblique reflection and optimal switching	5
Itô stochastic differentials	5
Speed of convergence and moderate deviations of FPP on random geometric graphs	5
Yule’s “nonsense correlation” for Gaussian random walks	5
A mean field game approach to equilibrium consumption under external habit formation	5
Discrete time optimal investment under model uncertainty	5
Local limit theorem for time-inhomogeneous functions of Markov processes	5
Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property	5
Strong transience for one-dimensional Markov chains with asymptotically zero drifts	5
Typical height of the (2+1)-D Solid-on-Solid surface with pinning above a wall in the delocalized phase	5
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions	5
Existence and uniqueness results for strongly degenerate McKean-Vlasov equations with rough coefficients	5
Correlation structure and resonant pairs for arithmetic random waves	5
A random recursive tree model with doubling events	5
An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations	5
Expectation of local times and the Dupire formula	5
Dual process in the two-parameter Poisson–Dirichlet diffusion	5
Instantaneous support propagation for Λ-Fleming–Viot processes	4
The multivariate fractional Ornstein–Uhlenbeck process	4
Reflected BSDE driven by a marked point process with a convex/concave generator	4
Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm	4
Parabolic Anderson model on critical Galton–Watson trees in a Pareto environment	4
Some quenched and annealed limit theorems for superprocesses in random environments	4
On the Condensation and fluctuations in reversible coagulation–fragmentation models	4
Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton–Jacobi equations	4
The limit point in the Jante’s law process has an absolutely continuous distribution	4
Estimation of subcritical Galton Watson processes with correlated immigration	4
On the particle approximation of lagged Feynman–Kac formulae	4
Fractal dimensions of the Rosenblatt process	4
Consumption–investment optimization with Epstein–Zin utility in unbounded non-Markovian markets	4
Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations	4
Inhomogeneous affine Volterra processes	4
Limiting behavior of invariant measures of fractional stochastic reaction-diffusion equations on expanding domains	4
Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching	4
An expansion formula for Hawkes processes and application to cyber-insurance derivatives	4
Weak Error on the densities for the Euler scheme of stable additive SDEs with Hölder drift	4
Shuffling cards by spatial motion	4
Limit theorems for Hawkes processes including inhibition	4
Solving a class of Fredholm integral equations of the first kind via Wasserstein gradient flows	4
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics	4
Editorial Board	4
Stochastic modeling for describing crystallization droplets in water emulsion	4
Online parameter estimation for the McKean–Vlasov stochastic differential equation	4
Randomized empirical processes and confidence bands via virtual resampling	4
Editorial Board	4
Editorial Board	4
Editorial Board	4
Distribution dependent SDEs driven by fractional Brownian motions	4
On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise	4
A characterization of solutions of quadratic BSDEs and a new approach to existence	4
No smooth phase transition for the nodal length of band-limited spherical random fields	4
On favourite sites of a random walk in moderately sparse random environment	4
Scale-free percolation mixing time	4
Stationary determinantal processes: ψ-mixing property and correlation	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
Empirical optimal transport under estimated costs: Distributional limits and statistical applications	4

Local properties for 1-dimensional critical branching Lévy process	4
Integrated density of states of the Anderson Hamiltonian with two-dimensional white noise	4
A Benamou–Brenier formula for transport distances between stationary random measures	4
Asymptotic behaviour of level sets of needlet random fields	4
Profile cut-off phenomenon for the ergodic Feller root process	4
Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos	4
Mirror descent for stochastic control problems with measure-valued controls	3
Spatial integral of the solution to hyperbolic Anderson model with time-independent noise	3
On the spectral gap in the Kac–Luttinger model and Bose–Einstein condensation	3
Approximate filtering via discrete dual processes	3
The discrepancy between min–max statistics of Gaussian and Gaussian-subordinated matrices	3
Asymptotic behaviors of subcritical branching killed Lévy processes	3
Random motions in R<	3
Inverting the Markovian projection for pure jump processes	3
Random walks in the high-dimensional limit II: The crinkled subordinator	3
Asymptotic expansion of the quadratic variation of fractional stochastic differential equation	3
Spectral bounds for exit times on metric measure Dirichlet spaces and applications	3
The volume of random simplices from elliptical distributions in high dimension	3
Editorial Board	3
Local weak limits for collapsed branching processes with random out-degrees	3
Drift burst test statistic in the presence of infinite variation jumps	3
Asymptotics for irregularly observed long memory processes	3
Limit theorems for random Dirichlet series	3
Green’s function for cut points of chordal SLE attached with boundary arcs	3
The LAN property for McKean–Vlasov models in a mean-field regime	3
Time-delayed generalized BSDEs	3
Global-in-time probabilistically strong solutions to stochastic power-law equations: Existence and non-uniqueness	3
Well-posedness of a reaction–diffusion model with stochastic dynamical boundary conditions	3
Existence, uniqueness and ergodicity for the centered Fleming–Viot process	3
Percolation of words on the hypercubic lattice with one-dimensional long-range interactions	3
Sharp L-convergence rate in p-Wasserstein distance for empirical measures of diffusion processes	3
Deviation inequalities for stochastic approximation by averaging	3
Limit theorems under heavy-tailed scenario in the age-dependent random connection models	3
Two-dimensional random interlacements: 0-1 law and the vacant set at criticality	3
SPDE bridges with observation noise and their spatial approximation	3
Exponential ergodicity for singular reflecting McKean–Vlasov SDEs	3
A generalised spatial branching process with ancestral branching to model the growth of a filamentous fungus	3
Central limit theorem in uniform metrics for generalized Kac equations	3
Almost sure approximations and laws of iterated logarithm for signatures	3
Laplace principle for large population games with control interaction	3
MFGs for partially reversible investment	3
Diffusive fluctuations of long-range symmetric exclusion with a slow barrier	3
Mixed orthogonality graphs for continuous-time stationary processes	3
Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side	3
Persistence probabilities of weighted sums of stationary Gaussian sequences	3
A new stochastic SIS-type modelling framework for analysing epidemic dynamics in continuous space	3
Fluctuation analysis for particle-based stochastic reaction–diffusion models	3
Stationary solutions to stochastic 3D Euler equations in Hölder space	3
Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains	3
Local asymptotic properties for the growth rate of a jump-type CIR process	3
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion	3
Creation of chaos for interacting Brownian particles	3
Limit theory of sparse random geometric graphs in high dimensions	3
Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP	3
Homeomorphism of the Revuz correspondence for finite energy integrals	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
Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach	3
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure	3
Ergodicity of the infinite swapping algorithm at low temperature	3
Hydrodynamics of a class of N-urn linear systems	3
CLT for approximating ergodic limit of SPDEs via a full discretization	3
Detection of a structural break in intraday volatility pattern	3
Volatility estimation of hidden Markov processes and adaptive filtration	3
Ray–Knight compactification of birth and death processes	3
Graphon particle system: Uniform-in-time concentration bounds	3
Cyclical long memory: Decoupling, modulation, and modeling	3
Editorial Board	3
Filtered data based estimators for stochastic processes driven by colored noise	3
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations	3
Brownian motion can feel the shape of a drum	3
Hopfield neural lattice models with locally Lipschitz coefficients driven by Lévy noise	3
Gradual convergence for Langevin dynamics on a degenerate potential	3
Moments for self-normalized partial sums	3