Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.
《随机过程及其应用》出版了关于随机过程的理论和应用的论文。它涉及概念和技术，面向广泛的数学、科学和工程兴趣，包括随机过程的特征、结构特性、推理和控制。这本杂志的标准是严格的和学术性的。全力推动学科创新活力和学科交流。所有的论文都要审阅。
Relaxation patterns and semi-Markov dynamics
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/j.spa.2018.08.004
A bound on the Wasserstein-2 distance between linear combinations of independent random variables
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/j.spa.2018.07.009
Multidimensional Markovian FBSDEs with super-quadratic growth
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.03.024
Linear Volterra backward stochastic integral equations
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.03.016
Derivation of mean-field equations for stochastic particle systems
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/j.spa.2018.05.006
Non parametric estimation of the diffusion coefficients of a diffusion with jumps
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2019.03.003
A pathwise approach to the extinction of branching processes with countably many types
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.03.013
Discrete-time trawl processes
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.05.004
Learning from MOM’s principles : Le Cam’s approach
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.11.024
Optimal liquidation under partial information with price impact
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/j.spa.2019.06.004
Local picture and level-set percolation of the Gaussian free field on a large discrete torus
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.09.017
Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/j.spa.2018.11.015
Existence and pathwise uniqueness to an SPDE driven by α-stable colored noise
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.08.003
Total variation bounds for Gaussian functionals
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.07.005
On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/j.spa.2018.08.005
Behavior of the Hermite sheet with respect to theHurst index
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.07.017
Determinants of block Hankel matrices for random matrix-valued measures
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2019.02.010
Small jumps asymptotic of the moving optimum Poissonian SDE
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.07.010
Contact process under renewals II
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/j.spa.2018.08.007
Strong approximation and a central limit theorem for St. Petersburg sums
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.12.003
Topological crackle of heavy-tailed moving average processes
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.12.017
An intrinsic calculus of variations for functionals of laws of semi-martingales
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/j.spa.2018.10.001
On the consistent filtering of convergent semimartingales
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.03.004
Gene flow across geographical barriers — scaling limits of random walks with obstacles
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/j.spa.2018.10.006
Erratum to “Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in C1,η open sets” [Stochastic Process. Appl. 124(9) (2014) 3055–3083]
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2019.03.011
Hydrodynamic limit for the Ginzburg–Landau ∇ϕ interface model with non-convex potential
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.03.025
The Vlasov–Poisson–Fokker–Planck equation in an interval with kinetic absorbing boundary conditions
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.02.016
Strict Local Martingales and the Khasminskii test for Explosions
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2019.03.009
MARKOV PROCESSES CONDITIONED ON THEIR LOCATION AT LARGE EXPONENTIAL TIMES.
来源期刊：Stochastic processes and their applicationsDOI：10.1016/J.SPA.2018.05.013
Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.09.015
Approximation of Markov semigroups in total variation distance under an irregular setting: An application to the CIR process
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.03.008
ℓ1-symmetric vector random fields
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.07.012
Estimation of the stochastic leverage effect using the Fourier transform method
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.09.001
Expectation of local times and the Dupire formula
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2019.07.013
Iterated Gilbert mosaics
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2019.06.016
The first hitting time of the integers by symmetric Lévy processes
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.06.001
Metrization of the Gromov–Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/j.spa.2019.11.001
Probability density function of the local score position
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.10.008
Viability of an open set for stochastic control systems
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.11.012
Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.03.006
Pathwise superhedging for time-dependent barrier options on càdlàg paths: Finite or infinite tradeable European, One-Touch, lookback or forward starting options
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.03.019
On a class of singular stochastic control problems driven by Lévy noise
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.09.002
About the rate function in concentration inequalities for suprema of bounded empirical processes
来源期刊：Stochastic Processes and their ApplicationsDOI：10.1016/J.SPA.2018.11.010
