Stochastic Processes and Their Applications

Article	Citations
Exact asymptotics of ruin probabilities with linear Hawkes arrivals	39
Editorial Board	25
Laws of the iterated logarithm for occupation times of Markov processes	22
Global strong solution for the stochastic tamed Chemotaxis–Navier–Stokes system in	19
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes	18
Stochastic parallel translations and diffusions on the Wasserstein space over	18
Approximation of birth–death processes	18
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems	17
Strict local martingales and the Khasminskii test for explosions	16
Asymmetric attractive zero-range processes with particle destruction at the origin	16
High order asymptotic expansion for Wiener functionals	16
Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials	16
Explicit multiscale numerical method for super-linear slow–fast stochastic differential equations	15
A law of large numbers concerning the distribution of critical points of random Fourier series	15
Limit theorems for stochastic integrals with long memory processes	15
Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective	15
Lines of descent in a Moran model with frequency-dependent selection and mutation	14
Construction and convergence results for stable webs	13
On the meeting of random walks on random DFA	13
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality	13
Editorial Board	13
Drift estimation for a multi-dimensional diffusion process using deep neural networks	13
On the signature of an image	12
Time changed spherical Brownian motions with longitudinal drifts	12
Fisher information bounds and applications to SDEs with small noise	12

Walsh spider diffusions as time changed multi-parameter processes	11
Infinitesimal gradient boosting	11
Planar reinforced k-out percolation	11
The replicator equation in stochastic spatial evolutionary games	11
Lévy models amenable to efficient calculations	11
Ornstein−Uhlenbeck type processes on Wasserstein spaces	10
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices	10
Rate of escape of the conditioned two-dimensional simple random walk	10
Multidimensional sticky Brownian motions: Heavy traffic limit and rough tail asymptotics	10
Symmetric KL-divergence by Stein’s method	10
Large deviations for empirical measures of self-interacting Markov chains	9
Almost sure limit theorems with applications to non-regular continued fraction algorithms	9
Measure-valued growth processes in continuous space and growth properties starting from an infinite interface	9
On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends	9
Quenched large deviations in renewal theory	9
A binary embedding of the stable line-breaking construction	8
Averaging of semigroups associated to diffusion processes on a simplex	8
A series expansion formula of the scale matrix with applications in CUSUM analysis	8
Global maximum principle for partially observed risk-sensitive progressive optimal control of FBSDE with Poisson jumps	8
Tails of bivariate stochastic recurrence equation with triangular matrices	8
Editorial Board	8
The obstacle problem for stochastic porous media equations	8
Emergence of interlacements from the finite volume Bose soup	8
On decomposition of the last passage time of diffusions	8
Long time fluctuations at critical parameter of Hopf’s bifurcation	8
Editorial Board	8
Francis Comets’ Gumbel last passage percolation	8
Scaling limits for a class of regular Ξ-coalescents	8
Nonlinear Graphon mean-field systems	8
Averaging principle for semilinear slow–fast rough partial differential equations	8
Large deviations for Markov processes with switching and homogenisation via Hamilton–Jacobi–Bellman equations	8
Coupling by change of measure for conditional McKean–Vlasov SDEs and applications	7
Markov selections and Feller properties of nonlinear diffusions	7
Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility	7
Sample path moderate deviations for shot noise processes in the high intensity regime	7
A heavy-traffic perspective on departure process variability	7
Quantitative hydrodynamics for a generalized contact model	7
An explicit link between graphical models and Gaussian Markov random fields on metric graphs	7
Editorial Board	7
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion	7
Symmetry and functional inequalities for stable Lévy-type operators	7
Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators	7
Poisson approximation of fixed-degree nodes in weighted random connection models	7
Editorial Board	7
Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble	7
WITHDRAWN: Optimal consumption with labor income and borrowing constraints for recursive preferences	7
On the 1/H-variation of the divergence integral with respect to a Hermite process	7
Grid entropy in last passage percolation — A superadditive critical exponent approach	6
Invariance principle for the capacity and the cardinality of the range of stable random walks	6
Metastability from the large deviations point of view: A Γ-expansion	6

Strong solutions to reflecting stochastic differential equations with singular drift	6
Percolation and connection times in multi-scale dynamic networks	6
A numerical scheme for stochastic differential equations with distributional drift	6
Essential barrier height and a probabilistic approach in characterizing potential landscape	6
Iterated random walks in random scenery (PAPAPA)	6
Elastic drifted Brownian motions and non-local boundary conditions	6
A propagation of chaos result for weakly interacting nonlinear Snell envelopes	6
Wasserstein distance estimates for jump-diffusion processes	6
Existence and uniqueness of SPDEs driven by nonlinear multiplicative mixed noise	6
Lp	6
Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts	6
Arcade processes for informed martingale interpolation	6
Explicit description of all deflators for market models under random horizon with applications to NFLVR	6
Large population limit for a multilayer SIR model with local contact structures	6
Long run convergence of discrete-time interacting particle systems of the McKean–Vlasov type	6
Boundary Harnack principle for diffusion with jumps	6
Model selection for Markov random fields on graphs under a mixing condition	6
Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut–Elworthy–Li formula for singular SDEs	6
Deviation inequalities for contractive infinite memory processes	6
Large deviations for interacting multiscale particle systems	6
Gaussian fluctuations for the wave equation under rough random perturbations	6
Multivariate Hawkes processes on inhomogeneous random graphs	6
Discrete time optimal investment under model uncertainty	5
Correlation structure and resonant pairs for arithmetic random waves	5
Randomized limit theorems for stationary ergodic random processes and fields	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
A mean field game approach to equilibrium consumption under external habit formation	5
Limiting behavior of invariant measures of fractional stochastic reaction-diffusion equations on expanding domains	5
A random recursive tree model with doubling events	5
Long-range contact process and percolation on a random lattice	5
Speed of convergence and moderate deviations of FPP on random geometric graphs	5
Expectation of local times and the Dupire formula	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
Instantaneous support propagation for Λ-Fleming–Viot processes	5
Itô stochastic differentials	5
The geometry of controlled rough paths	5
Diagonally quadratic BSDE with oblique reflection and optimal switching	5
Yule’s “nonsense correlation” for Gaussian random walks	5
Consumption–investment optimization with Epstein–Zin utility in unbounded non-Markovian markets	5
An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations	5
Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching	4
Limit theorems for Hawkes processes including inhibition	4
No smooth phase transition for the nodal length of band-limited spherical random fields	4
Editorial Board	4
Well-posedness of density dependent SDE driven by α-stable process wit	4
Editorial Board	4
Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems	4
Local properties for 1-dimensional critical branching Lévy process	4
Editorial Board	4
The multivariate fractional Ornstein–Uhlenbeck process	4
Local limit theorem for time-inhomogeneous functions of Markov processes	4
Asymptotic behaviour of level sets of needlet random fields	4
Fluctuation analysis for particle-based stochastic reaction–diffusion models	4
Two-dimensional random interlacements: 0-1 law and the vacant set at criticality	4
Scale-free percolation mixing time	4
Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton–Jacobi equations	4
On the Condensation and fluctuations in reversible coagulation–fragmentation models	4
An expansion formula for Hawkes processes and application to cyber-insurance derivatives	4
Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations	4
Stochastic modeling for describing crystallization droplets in water emulsion	4
Spectral measure of large random Helson matrices	4
Inhomogeneous affine Volterra processes	4
Fractal dimensions of the Rosenblatt process	4
Profile cut-off phenomenon for the ergodic Feller root process	4
On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise	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
Gradual convergence for Langevin dynamics on a degenerate potential	4
Weak Error on the densities for the Euler scheme of stable additive SDEs with Hölder drift	4
Some quenched and annealed limit theorems for superprocesses in random environments	4
A Benamou–Brenier formula for transport distances between stationary random measures	4
On favourite sites of a random walk in moderately sparse random environment	4
Randomized empirical processes and confidence bands via virtual resampling	4
Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos	4
The limit point in the Jante’s law process has an absolutely continuous distribution	4
Solving a class of Fredholm integral equations of the first kind via Wasserstein gradient flows	4
On the particle approximation of lagged Feynman–Kac formulae	4
Estimation of subcritical Galton Watson processes with correlated immigration	4

Dual process in the two-parameter Poisson–Dirichlet diffusion	4
Distribution dependent SDEs driven by fractional Brownian motions	4
Editorial Board	4
Reflected BSDE driven by a marked point process with a convex/concave generator	4
Local asymptotic properties for the growth rate of a jump-type CIR process	4
Parabolic Anderson model on critical Galton–Watson trees in a Pareto environment	4
Stationary determinantal processes: ψ-mixing property and correlation	3
On empty balls of critical 2-dimensional branching random walks	3
Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP	3
Creation of chaos for interacting Brownian particles	3
Empirical optimal transport under estimated costs: Distributional limits and statistical applications	3
Shuffling cards by spatial motion	3
Green’s function for cut points of chordal SLE attached with boundary arcs	3
The discrepancy between min–max statistics of Gaussian and Gaussian-subordinated matrices	3
Contact process with viral load	3
Spatial integral of the solution to hyperbolic Anderson model with time-independent noise	3
Well-posedness of a reaction–diffusion model with stochastic dynamical boundary conditions	3
The volume of random simplices from elliptical distributions in high dimension	3
Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains	3
Asymptotics for irregularly observed long memory processes	3
Ray–Knight compactification of birth and death processes	3
Spectral bounds for exit times on metric measure Dirichlet spaces and applications	3
Editorial Board	3
Almost sure approximations and laws of iterated logarithm for signatures	3
Drift burst test statistic in the presence of infinite variation jumps	3
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations	3
Random walks in the high-dimensional limit II: The crinkled subordinator	3
Global-in-time probabilistically strong solutions to stochastic power-law equations: Existence and non-uniqueness	3
Ergodicity of the infinite swapping algorithm at low temperature	3
A quickest detection problem with false negatives	3
Mirror descent for stochastic control problems with measure-valued controls	3
Moments for self-normalized partial sums	3
Sharp Lq-convergence rate in p-Wasserstein distance for empirical measures of diffusion processes	3
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion	3
On the spectral gap in the Kac–Luttinger model and Bose–Einstein condensation	3
Time-delayed generalized BSDEs	3
Brownian motion can feel the shape of a drum	3
Editorial Board	3
Deviation inequalities for stochastic approximation by averaging	3
Existence, uniqueness and ergodicity for the centered Fleming–Viot process	3
Diffusive fluctuations of long-range symmetric exclusion with a slow barrier	3
Percolation of words on the hypercubic lattice with one-dimensional long-range interactions	3
Spinal study of a population model for colonial species with interactions and environmental noise	3
Mixed orthogonality graphs for continuous-time stationary processes	3
Limit theorems for random Dirichlet series	3
SPDE bridges with observation noise and their spatial approximation	3
CLT for approximating ergodic limit of SPDEs via a full discretization	3
A new stochastic SIS-type modelling framework for analysing epidemic dynamics in continuous space	3
Persistence probabilities of weighted sums of stationary Gaussian sequences	3
Exponential ergodicity for singular reflecting McKean–Vlasov SDEs	3
Approximate filtering via discrete dual processes	3
Some remarks on the effect of the Random Batch Method on phase transition	3
Hydrodynamics of a class of N-urn linear systems	3
Asymptotic behaviors of subcritical branching killed Lévy processes	3
Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm	3
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics	3
Graphon particle system: Uniform-in-time concentration bounds	3
Random motions in R<	3
Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: A Banach lattice approach	3
Inverting the Markovian projection for pure jump processes	3
Limit theorems under heavy-tailed scenario in the age-dependent random connection models	3
Laplace principle for large population games with control interaction	3
Central limit theorem in uniform metrics for generalized Kac equations	3
A generalised spatial branching process with ancestral branching to model the growth of a filamentous fungus	3
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure	3
MFGs for partially reversible investment	3
Asymptotic expansion of the quadratic variation of fractional stochastic differential equation	3
Homeomorphism of the Revuz correspondence for finite energy integrals	3
Deviation inequalities for dependent sequences with applications to strong approximations	3
Introducing article numbering to Stochastic Processes and their Applications	3
Detection of a structural break in intraday volatility pattern	3
Filtered data based estimators for stochastic processes driven by colored noise	3