Stochastic Processes and Their Applications

Article	Citations
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs	22
Correlation bound for a one-dimensional continuous long-range Ising model	20
High order asymptotic expansion for Wiener functionals	19
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes	18
Asymmetric attractive zero-range processes with particle destruction at the origin	16
Drift estimation for a multi-dimensional diffusion process using deep neural networks	15
Exact asymptotics of ruin probabilities with linear Hawkes arrivals	14
Laws of the iterated logarithm for occupation times of Markov processes	14
On the meeting of random walks on random DFA	14
Editorial Board	13
Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials	13
Strict local martingales and the Khasminskii test for explosions	13
Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective	12
Lines of descent in a Moran model with frequency-dependent selection and mutation	12
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality	11
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems	11
Editorial Board	11
Francis Comets’ Gumbel last passage percolation	10
Construction and convergence results for stable webs	10
Ornstein−Uhlenbeck type processes on Wasserstein spaces	10
Quenched large deviations in renewal theory	10
Rate of escape of the conditioned two-dimensional simple random walk	10
Strong solutions of forward–backward stochastic differential equations with measurable coefficients	9
Large deviations for Markov processes with switching and homogenisation via Hamilton–Jacobi–Bellman equations	9
Discrete-time simulation of Stochastic Volterra equations	9

Infinitesimal gradient boosting	9
A series expansion formula of the scale matrix with applications in CUSUM analysis	9
The replicator equation in stochastic spatial evolutionary games	9
The obstacle problem for stochastic porous media equations	8
Time changed spherical Brownian motions with longitudinal drifts	8
Editorial Board	8
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices	8
Measure-valued growth processes in continuous space and growth properties starting from an infinite interface	8
Emergence of interlacements from the finite volume Bose soup	8
Poisson approximation of fixed-degree nodes in weighted random connection models	8
Almost sure limit theorems with applications to non-regular continued fraction algorithms	8
On decomposition of the last passage time of diffusions	8
Fisher information bounds and applications to SDEs with small noise	8
Averaging of semigroups associated to diffusion processes on a simplex	8
On local maxima of smooth Gaussian nonstationary processes and stationary planar fields with trends	7
Scaling limits for a class of regular Ξ-coalescents	7
A binary embedding of the stable line-breaking construction	7
Tails of bivariate stochastic recurrence equation with triangular matrices	7
Markov selections and Feller properties of nonlinear diffusions	7
Editorial Board	7
Left–right crossings in the Miller–Abrahams random resistor network and in generalized Boolean models	7
Multi-dimensional normal approximation of heavy-tailed moving averages	7
Editorial Board	7
The domain of definition of the Lévy white noise	7
Criteria for Poisson process convergence with applications to inhomogeneous Poisson–Voronoi tessellations	7
Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators	7
Editorial Board	7
Editorial Board	7
Coupling by change of measure for conditional McKean–Vlasov SDEs and applications	7
Fluctuation limits for mean-field interacting nonlinear Hawkes processes	7
A numerical scheme for stochastic differential equations with distributional drift	7
Walsh spider diffusions as time changed multi-parameter processes	7
Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility	6
Testing for changes in the tail behavior of Brown–Resnick Pareto processes	6
Quasi-stationary distribution for the Langevin process in cylindrical domains, Part I: Existence, uniqueness and long-time convergence	6
Large deviations for interacting multiscale particle systems	6
Wasserstein distance estimates for jump-diffusion processes	6
Elastic drifted Brownian motions and non-local boundary conditions	6
Eigenvalue processes of symmetric tridiagonal matrix-valued processes associated with Gaussian beta ensemble	6
Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations	6
Multivariate Hawkes processes on inhomogeneous random graphs	6
Sample path moderate deviations for shot noise processes in the high intensity regime	6
Grid entropy in last passage percolation — A superadditive critical exponent approach	6
Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant	6
Symmetry and functional inequalities for stable Lévy-type operators	6
Existence and percolation results for stopped germ-grain models with unbounded velocities	6
A heavy-traffic perspective on departure process variability	6
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion	6
Randomized limit theorems for stationary ergodic random processes and fields	6
Metastability from the large deviations point of view: A Γ-expansion	6

Model selection for Markov random fields on graphs under a mixing condition	5
Limit theorems for cloning algorithms	5
Diagonally quadratic BSDE with oblique reflection and optimal switching	5
A mean field game approach to equilibrium consumption under external habit formation	5
Rough nonlocal diffusions	5
Gaussian fluctuations for the wave equation under rough random perturbations	5
Implementable coupling of Lévy process and Brownian motion	5
Invariance principle for the capacity and the cardinality of the range of stable random walks	5
Percolation and connection times in multi-scale dynamic networks	5
Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds	5
Stochastic functional Kolmogorov equations, I: Persistence	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
Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property	5
Yule’s “nonsense correlation” for Gaussian random walks	5
Long-range contact process and percolation on a random lattice	5
Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut–Elworthy–Li formula for singular SDEs	5
Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon	5
The lower tail of the half-space KPZ equation	5
Systems of small-noise stochastic reaction–diffusion equations satisfy a large deviations principle that is uniform over all initial data	5
Strong solutions to reflecting stochastic differential equations with singular drift	5
Expectation of local times and the Dupire formula	5
Correlation structure and resonant pairs for arithmetic random waves	5
SDEs with two reflecting barriers driven by semimartingales and processes with bounded p	5
Explicit description of all deflators for market models under random horizon with applications to NFLVR	5
Boundary Harnack principle for diffusion with jumps	5
On the exact distributions of the maximum of the asymmetric telegraph process	5
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions	4
Stochastic modeling for describing crystallization droplets in water emulsion	4
Well-posedness of density dependent SDE driven by α-stable process wit	4
Integrated density of states of the Anderson Hamiltonian with two-dimensional white noise	4
Asymptotic behaviour of level sets of needlet random fields	4
Editorial Board	4
A characterization of solutions of quadratic BSDEs and a new approach to existence	4
Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems	4
Beta Laguerre processes in a high temperature regime	4
Profile cut-off phenomenon for the ergodic Feller root process	4
Dual process in the two-parameter Poisson–Dirichlet diffusion	4
Exponential mixing under controllability conditions for sdes driven by a degenerate Poisson noise	4
Corrigendum to “Fluctuations of linear statistics of half-heavy-tailed random matrices” [Stoch. Process. Appl. 126 (2016) 3331–3352]	4
The limit point in the Jante’s law process has an absolutely continuous distribution	4
Parabolic Anderson model on critical Galton–Watson trees in a Pareto environment	4
Limits of invariant measures of stochastic Burgers equations driven by two kinds of α	4
Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton–Jacobi equations	4
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics	4
Moment bounds for dissipative semimartingales with heavy jumps	4
Typical height of the (2+1)-D Solid-on-Solid surface with pinning above a wall in the delocalized phase	4
Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching	4
Extremal clustering under moderate long range dependence and moderately heavy tails	4
Distribution dependent SDEs driven by fractional Brownian motions	4
Instantaneous support propagation for Λ-Fleming–Viot processes	4
Itô stochastic differentials	4
Editorial Board	4
Solving a class of Fredholm integral equations of the first kind via Wasserstein gradient flows	4
Fluctuation analysis for particle-based stochastic reaction–diffusion models	4
Online parameter estimation for the McKean–Vlasov stochastic differential equation	4
No smooth phase transition for the nodal length of band-limited spherical random fields	4
Fractal dimensions of the Rosenblatt process	4
Randomized empirical processes and confidence bands via virtual resampling	4
Self-Switching Markov Chains: Emerging dominance phenomena	4
Central limit theorem for majority dynamics: Bribing three voters suffices	4
An expansion formula for Hawkes processes and application to cyber-insurance derivatives	4
Time reversal of Markov processes with jumps under a finite entropy condition	4
Local limit theorem for time-inhomogeneous functions of Markov processes	4
Inhomogeneous affine Volterra processes	4
Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions	3
New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion	3
SPDE bridges with observation noise and their spatial approximation	3
On the spectral gap in the Kac–Luttinger model and Bose–Einstein condensation	3
Maximal moments and uniform modulus of continuity for stable random fields	3
Green’s function for cut points of chordal SLE attached with boundary arcs	3
Laplace principle for large population games with control interaction	3
Editorial Board	3
Deviation inequalities for stochastic approximation by averaging	3
Dimension-free Wasserstein contraction of nonlinear filters	3
Shuffling cards by spatial motion	3
Stationary determinantal processes: ψ-mixing property and correlation	3
Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm	3
Existence, uniqueness and ergodicity for the centered Fleming–Viot process	3
Some remarks on the effect of the Random Batch Method on phase transition	3

Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure	3
Approximate filtering via discrete dual processes	3
Mixed orthogonality graphs for continuous-time stationary processes	3
On estimation of quadratic variation for multivariate pure jump semimartingales	3
Detection of a structural break in intraday volatility pattern	3
Evolving privacy: Drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP	3
Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations	3
Introducing article numbering to Stochastic Processes and their Applications	3
Ergodicity of the infinite swapping algorithm at low temperature	3
Two-dimensional random interlacements: 0-1 law and the vacant set at criticality	3
Brownian motion can feel the shape of a drum	3
Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations	3
Concentration on Poisson spaces via modified Φ-Sobolev inequalities	3
Editorial Board	3
The volume of random simplices from elliptical distributions in high dimension	3
Almost sure approximations and laws of iterated logarithm for signatures	3
Diffusive fluctuations of long-range symmetric exclusion with a slow barrier	3
Optimal stationary markings	3
On properties of the spherical mixed vector p-spin model	3
Graphon particle system: Uniform-in-time concentration bounds	3
Telegraph random evolutions on a circle	3
Ray–Knight compactification of birth and death processes	3
Random motions in R<	3
Persistence probabilities of weighted sums of stationary Gaussian sequences	3
Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos	3
Asymptotic expansion of the quadratic variation of fractional stochastic differential equation	3
Scale-free percolation mixing time	3
Empirical optimal transport under estimated costs: Distributional limits and statistical applications	3
Random walks in the high-dimensional limit II: The crinkled subordinator	3
Risk sensitive optimal stopping	3
Limit theorems for Hawkes processes including inhibition	3
Some properties of stationary continuous state branching processes	3
The discrepancy between min–max statistics of Gaussian and Gaussian-subordinated matrices	3
Exponential ergodicity for singular reflecting McKean–Vlasov SDEs	3
Time-delayed generalized BSDEs	3
Asymptotics of the optimum in discrete sequential assignment	2
Editorial Board	2
Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach	2
Editorial Board	2
MFGs for partially reversible investment	2
Convergence rate for a class of supercritical superprocesses	2
The LAN property for McKean–Vlasov models in a mean-field regime	2
Hopfield neural lattice models with locally Lipschitz coefficients driven by Lévy noise	2
Skorohod and Stratonovich integrals for controlled processes	2
Filtered data based estimators for stochastic processes driven by colored noise	2
A new integral equation for Brownian stopping problems with finite time horizon	2
Limit theorems for the site frequency spectrum of neutral mutations in an exponentially growing population	2
A multi-dimensional version of Lamperti’s relation and the Matsumoto–Yor processes	2
Large population limits of Markov processes on random networks	2
Fokker–Planck equation for Feynman–Kac transform of anomalous processes	2
Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model	2
Mean field games with absorption and common noise with a model of bank run	2
Optimal portfolio choice with path dependent benchmarked labor income: A mean field model	2
Weak Dirichlet processes and generalized martingale problems	2
Unbiased Optimal Stopping via the MUSE	2
Directed polymers in a random environment: A review of the phase transitions	2
Asymptotic behavior of a class of multiple time scales stochastic kinetic equations	2
Generalized Feynman–Kac formula under volatility uncertainty	2
Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains	2
Itô’s formula for flows of measures on semimartingales	2
Hydrodynamics of a class of N-urn linear systems	2
Site frequency spectrum of a rescued population under rare resistant mutations	2
Catoni-style confidence sequences for heavy-tailed mean estimation	2
Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises	2
Hausdorff and Fourier dimension of graph of continuous additive processes	2
Local weak limits for collapsed branching processes with random out-degrees	2
Discretization of the Lamperti representation of a positive self-similar Markov process	2
A hierarchical mean field model of interacting spins	2
Subcritical superprocesses conditioned on non-extinction	2
Gradient-type estimates for the dynamic φ	2
Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness	2
Geodesics cross any pattern in first-passage percolation without any moment assumption and with possibly infinite passage times	2
Misspecified diffusion models with high-frequency observations and an application to neural networks	2
A central limit theorem for sets of probability measures	2
Renormalization of stochastic continuity equations on Riemannian manifolds	2
Wasserstein convergence rate for empirical measures on noncompact manifolds	2
Berry–Esseen bounds and moderate deviations for random walks on G	2
Change point inference in ergodic diffusion processes based on high frequency data	2
Deviation inequalities for dependent sequences with applications to strong approximations	2
Strict Kantorovich contractions for Markov chains and Euler schemes with general noise	2
Volatility estimation of hidden Markov processes and adaptive filtration	2
An estimate for the radial chemical distance in 2d	2
Global-in-time probabilistically strong solutions to stochastic power-law equations: Existence and non-uniqueness	2
Linear competition processes and generalized Pólya urns with removals	2
Weakly constrained-degree percolation on the hypercubic lattice	2
Stationary solutions to stochastic 3D Euler equations in Hölder space	2
On the extinction-extinguishing dichotomy for a stochastic Lotka–Volterra type population dynamical system	2
Editorial Board	2
Well-posedness of the martingale problem for super-Brownian motion with interactive branching	2
Spiked multiplicative random matrices and principal components	2
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise	2
Critical Droplets and sharp asymptotics for Kawasaki dynamics with weakly anisotropic interactions	2
Loop-erased partitioning via parametric spanning trees: Monotonicities & 1D-scaling	2
Long-range dependent completely correlated mixed fractional Brownian motion	2
The Feller Coupling for random derangements	2