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Editor: T. Mikosch
Description: 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.
Series handle: RePEc:eee:spapps
ISSN: 0304-4149
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Content
2026, Volume 197, Issue C
- S0304414926000633 Asymptotic distribution and subsampling in spectral analysis for spectrally correlated processes
by Dudek, Anna E. & Majewski, Bartosz
- S0304414926000645 Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
by Aleksian, Ashot & Villeneuve, Stéphane
- S0304414926000657 Cutoff for the mixing time of the facilitated exclusion process
by Massoulié, Brune
- S0304414926000669 On the mean-Field limit of diffusive games through the master equation: L∞ estimates and extreme value behavior
by Bayraktar, Erhan & Kolliopoulos, Nikolaos
- S0304414926000670 Support, absolute continuity and harmonic moments of fixed points of the multivariate smoothing transform
by Mei, Jianzhang & Liu, Quansheng
- S0304414926000682 Coming down from infinity for coordinated particle systems
by Sreedhar, Varun
- S0304414926000712 Gaussian fields on a hypercube from long range random walks
by Griffiths, Robert
- S0304414926000724 Moderate deviation principles for the current and the tagged particle in the WASEP
by Xue, Xiaofeng & Zhao, Linjie
- S0304414926000906 Corrigendum to “Global maximum principle for partially observed risk-sensitive progressive optimal control of FBSDE with Poisson jumps” [Stochastic Processes and their Applications 195 (2026) 104870]
by Lin, Jingtao & Shi, Jingtao
- S030441492600061X Central limit theory for peaks-over-threshold partial sums of long memory linear time series
by Scheffel, Ioan & Oesting, Marco & Stupfler, Gilles
2026, Volume 196, Issue C
- S0304414925002601 Convergence of trees with a given degree sequence and of their associated laminations
by Ojeda, Gabriel Berzunza & Holmgren, Cecilia & Thévenin, Paul
- S0304414926000074 From inhomogeneous random digraphs to random graphs with fixed arc counts
by van Santvoort, Mike & van der Hoorn, Pim
- S0304414926000323 Interior points and Lebesgue measure of overlapping Mandelbrot percolation sets
by Orgoványi, Vilma & Simon, Károly
- S0304414926000347 An optimal stopping problem for reflecting Brownian motions
by Gapeev, Pavel V. & Peskir, Goran
- S0304414926000359 Arcade processes for informed martingale interpolation
by Kassis, Georges & Macrina, Andrea
- S0304414926000360 Metastability and multiscale extinction time on a finite system of interacting stochastic chains
by Brochini, L. & Abadi, M.
- S0304414926000372 Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo
by Hofstadler, Julian & Łatuszyński, Krzysztof & Roberts, Gareth & Rudolf, Daniel
- S0304414926000384 A quickest detection problem with false negatives
by De Angelis, Tiziano & Garg, Jhanvi & Zhou, Quan
- S0304414926000396 Maximum likelihood estimation in the ergodic Volterra Ornstein-Uhlenbeck process
by Ben Alaya, Mohamed & Friesen, Martin & Kremer, Jonas
- S0304414926000402 Contact process with viral load
by Seiler, Marco
- S0304414926000487 A unified approach to central limit theorems for weakly associated stationary sequences
by Jakubowski, Adam
- S0304414926000517 Superdiffusive scaling limits for the symmetric exclusion process with slow bonds
by Erhard, Dirk & Franco, Tertuliano & Xu, Tiecheng
- S0304414926000529 Sample path central limit theorem for the occupation time of the voter model on a lattice
by Xue, Xiaofeng
- S0304414926000530 On the maximal displacement of some critical branching Lévy processes with stable offspring distribution
by Profeta, Christophe
- S0304414926000542 Asymptotic properties of adaptive designs
by Christensen, Dennis & Stoltenberg, Emil Aas & Hjort, Nils Lid
- S0304414926000554 Spinal study of a population model for colonial species with interactions and environmental noise
by Billiard, Sylvain & Medous, Charles & Smadi, Charline
- S0304414926000566 Spectral measure of large random Helson matrices
by Qiu, Yanqi & Zhen, Guocheng
- S0304414926000578 An explicit link between graphical models and Gaussian Markov random fields on metric graphs
by Bolin, David & Simas, Alexandre B. & Wallin, Jonas
- S0304414926000591 Scaling of components in critical long-range geometric random graphs on the 2-dim torus
by Goriachkin, Vasilii & Turova, Tatyana
- S0304414926000608 Extinction behaviour for competing continuous-state population dynamics
by Xiong, Jie & Yang, Xu & Zhou, Xiaowen
- S030441492600030X Large deviations for stochastic evolution equations in the critical variational setting
by Theewis, Esmée & Veraar, Mark
- S030441492600058X On empty balls of critical 2-dimensional branching random walks
by Zhang, Shuxiong
2026, Volume 195, Issue C
- S0304414925002984 Stretched non-local Pearson diffusions
by Beghin, Luisa & Leonenko, Nikolai & Papić, Ivan & Vaz, Jayme
- S0304414925003011 Fractional interacting particle system: Drift parameter estimation via Malliavin calculus
by Amorino, Chiara & Nourdin, Ivan & Shevchenko, Radomyra
- S0304414925003023 Tube formula for spherically contoured random fields with subexponential marginals
by Kuriki, Satoshi & Spodarev, Evgeny
- S0304414925003114 Asymptotic behaviors of subcritical branching killed Lévy processes
by Ren, Yan-Xia & Song, Renming & Zhu, Yaping
- S0304414925003126 Sensitivity of functionals of McKean-Vlasov SDEs with respect to the initial distribution
by de Feo, Filippo & Federico, Salvatore & Gozzi, Fausto & Touzi, Nizar
- S0304414926000013 Sharp Lq-convergence rate in p-Wasserstein distance for empirical measures of diffusion processes
by Wang, Feng-Yu & Wu, Bingyao & Zhu, Jie-Xiang
- S0304414926000025 Global maximum principle for partially observed risk-sensitive progressive optimal control of FBSDE with Poisson jumps
by Lin, Jingtao & Shi, Jingtao
- S0304414926000037 Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas
by Gobet, Emmanuel & Richou, Adrien & Szpruch, Lukasz
- S0304414926000049 Littlewood-Offord problems for Ising models
by Chang, Yinshan
- S0304414926000050 The multi-level friendship paradox for sparse random graphs
by Subhra Hazra, Rajat & den Hollander, Frank & Parvaneh, Azadeh
- S0304414926000062 Reflected backward stochastic differential equations with rough drivers
by Li, Hanwu & Zhang, Huilin & Zhang, Kuan
- S0304414926000141 On k-clusters of high-intensity random geometric graphs
by Penrose, Mathew D. & Yang, Xiaochuan
- S0304414926000153 An injective martingale coupling
by Hobson, David & Norgilas, Dominykas
- S0304414926000165 Limiting behavior of invariant measures of fractional stochastic reaction-diffusion equations on expanding domains
by Chen, Zhang & Wang, Bixiang & Yang, Dandan
- S0304414926000177 Conditional delta-method for resampling empirical processes in multiple sample problems
by Munko, Merle & Dobler, Dennis
- S0304414926000189 On stochastic partial differential equations and their applications to derivative pricing through a conditional Feynman-Kac formula
by Das, Kaustav & Guo, Ivan & Loeper, Grégoire
- S0304414926000190 On the distribution of the telegraph meander and its properties
by Pedicone, A. & Orsingher, E.
- S0304414926000207 Limit theorems for stochastic integrals with long memory processes
by Hu, Zhishui & Liang, Hanying & Wang, Qiying
- S0304414926000219 Purification of quantum trajectories in infinite dimensions
by Girotti, Federico & Vitale, Alessandro
- S0304414926000220 Occupied processes: Going with the flow
by Tissot-Daguette, Valentin
- S0304414926000232 On the 1/H-variation of the divergence integral with respect to a Hermite process
by Čoupek, Petr & Kříž, Pavel & Svoboda, Matěj
- S0304414926000244 Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts
by Friesen, Martin & Gerhold, Stefan & Wiedermann, Kristof
- S0304414926000256 Remarks on the two-dimensional magnetohydrodynamics system forced by space-time white noise
by Yamazaki, Kazuo
- S0304414926000268 Large-sample analysis of cost functionals for inference under the coalescent
by Favero, Martina & Koskela, Jere
- S0304414926000281 A new stochastic SIS-type modelling framework for analysing epidemic dynamics in continuous space
by Louvet, Apolline & Wiederhold, Bastian
- S0304414926000293 Sharp asymptotics for N-point correlation functions of coalescing heavy-tailed random walks
by Yu, Jinjiong
- S0304414926000311 A law of large numbers concerning the distribution of critical points of random Fourier series
by “Brandon” Fu, Qiangang & Nicolaescu, Liviu I.
- S0304414926000335 Moments of generalized fractional polynomial processes
by Assefa, Johannes & Keller-Ressel, Martin
- S030441492600027X Yet another notion of irregularity through small ball estimates
by Romito, Marco & Tolomeo, Leonardo
2026, Volume 194, Issue C
- S0304414925002923 Continuous time reinforcement learning: A random measure approach
by Bender, Christian & Thuan, Nguyen Tran
- S0304414925002960 Optimal prediction of the last r-excursion time of Brownian motion models
by Li, B. & Lkabous, M.A. & Pedraza, J.M.
- S0304414925002972 Strong large deviation principles for pair empirical measures of random walks in the Mukherjee-Varadhan topology
by Erhard, Dirk & Poisat, Julien
- S0304414925002996 Scaling methods for stochastic chemical reaction networks
by Laurence, Lucie & Robert, Philippe
- S030441492500300X Frog model on Z with random survival parameter
by De Carvalho, Gustavo O. & Machado, Fábio P.
2026, Volume 193, Issue C
- S0304414925002777 Comparison theorems for mean-field BSDEs whose generators depend on the law of the solution (Y,Z)
by Li, Juan & Li, Zhanxin & Xing, Chuanzhi
- S0304414925002790 Convergence rate for the coupon collector’s problem with Stein’s method
by Costacèque, Bruno & Decreusefond, Laurent
- S0304414925002807 Non-Leray-Hopf solutions to 3D stochastic hyper-viscous Navier-Stokes equations: Beyond the lions exponent
by Cao, Wenping & Zeng, Zirong & Zhang, Deng
- S0304414925002911 Higher order fluctuation expansions for nonlinear stochastic heat equations in singular limits
by Gess, Benjamin & Wu, Zhengyan & Zhang, Rangrang
- S0304414925002935 Creation of chaos for interacting Brownian particles
by Bernou, Armand & Duerinckx, Mitia & Ménard, Matthieu
- S0304414925002947 Clustering of large deviations events in heavy-tailed moving average processes: The catastrophe principle in the short-memory case
by Wang, Jiaqi & Samorodnitsky, Gennady
- S0304414925002959 Quasi-stationarity of the Dyson Brownian motion with collisions
by Guillin, Arnaud & Nectoux, Boris & Wu, Liming
- S030441492500287X Iterated random walks in random scenery (PAPAPA)
by Guillotin-Plantard, Nadine & Pène, Françoise & Watbled, Frédérique
- S030441492500290X On domination for (non-symmetric) dirichlet forms
by Li, Liping & Ying, Jiangang
2026, Volume 192, Issue C
- S0304414925002236 Change of numeraire for weak martingale transport
by Beiglböck, Mathias & Pammer, Gudmund & Riess, Lorenz
- S0304414925002297 Long time fluctuations at critical parameter of Hopf’s bifurcation
by Aleandri, M. & Pra, P. Dai
- S0304414925002327 Itô’s formula for the flow of measures of Poisson stochastic integrals and applications
by Cavallazzi, Thomas
- S0304414925002339 A Durrett–Remenik particle system in Rd
by Atar, Rami
- S0304414925002340 A random recursive tree model with doubling events
by Björnberg, Jakob E. & Mailler, Cécile
- S0304414925002352 Steady state and mixing of two run-and-tumble particles interacting through jamming and attractive forces
by Hahn, Leo
- S0304414925002364 Near-optimal shattering in the Ising pure p-spin and rarity of solutions returned by stable algorithms
by El Alaoui, Ahmed
- S0304414925002376 Scaling limit for small blocks in the Chinese restaurant process
by Galganov, Oleksii & Ilienko, Andrii
- S0304414925002388 Fluid limits for interacting queues in sparse dynamic graphs
by Goldsztajn, Diego & Borst, Sem C. & van Leeuwaarden, Johan S.H.
- S0304414925002406 Clustering functional data sets by law
by Galves, Antonio & Najman, Fernando A. & Svarc, Marcela & Vargas, Claudia D.
- S0304414925002479 Transition of α-mixing in random iterations with applications in queuing theory
by Lovas, Attila
- S0304414925002480 Inverting the Markovian projection for pure jump processes
by Larsson, Martin & Long, Shukun
- S0304414925002492 Consumption–investment optimization with Epstein–Zin utility in unbounded non-Markovian markets
by Feng, Zixin & Tian, Dejian & Zheng, Harry
- S0304414925002509 Guided smoothing and control for diffusion processes
by Eklund, Oskar & Lang, Annika & Schauer, Moritz
- S0304414925002510 Exponential ergodicity of CBIRE-processes with competition and catastrophes
by Chen, Shukai & Fang, Rongjuan & Ji, Lina & Wang, Jian
- S0304414925002522 1D stochastic pressure equation with log-correlated Gaussian coefficients
by Avelin, Benny & Kuusi, Tuomo & Nummi, Patrik & Saksman, Eero & Tölle, Jonas M. & Viitasaari, Lauri
- S0304414925002534 Two-step estimations via the Dantzig selector for models of stochastic processes with high-dimensional parameters
by Fujimori, Kou & Tsukuda, Koji
- S0304414925002546 Moments for self-normalized partial sums
by Matsui, Muneya & Mikosch, Thomas & Wintenberger, Olivier
- S0304414925002558 Fluctuations of the giant of Poisson random graphs
by Clancy, David
- S0304414925002571 Non-local Hamilton–Jacobi–Bellman equations for the stochastic optimal control of path-dependent piecewise deterministic processes
by Bandini, Elena & Keller, Christian
- S0304414925002583 The multivariate fractional Ornstein–Uhlenbeck process
by Dugo, Ranieri & Giorgio, Giacomo & Pigato, Paolo
- S0304414925002595 Limit theorems under heavy-tailed scenario in the age-dependent random connection models
by Hirsch, Christian & Owada, Takashi
- S0304414925002613 A generalised spatial branching process with ancestral branching to model the growth of a filamentous fungus
by Kuwata, Lena
- S0304414925002698 Gaussian fluctuations of generalized U-statistics and subgraph counting in the binomial random-connection model
by Liu, Qingwei & Privault, Nicolas
- S0304414925002704 Rough functional Itô formula
by Bielert, Franziska
- S0304414925002716 Stationary fluctuations for the WASEP with long jumps and infinitely extended reservoirs
by Chen, Wenxuan & Zhao, Linjie
- S0304414925002728 On the Condensation and fluctuations in reversible coagulation–fragmentation models
by Sun, Wen
- S0304414925002753 Mixing for Poisson representable processes and consequences for the Ising model and the contact process
by Bethuelsen, Stein Andreas & Forsström, Malin Palö
- S0304414925002765 Multivariate change estimation for a stochastic heat equation from local measurements
by Tiepner, Anton & Trottner, Lukas
- S0304414925002789 Local properties for 1-dimensional critical branching Lévy process
by Hou, Haojie & Ren, Yan-Xia & Song, Renming
- S030441492500239X Sticky diffusions on star graphs: Characterization and Itô formula
by Berry, Jules & Colantoni, Fausto
- S030441492500256X A two-size Wright–Fisher model: asymptotic analysis via uniform renewal theory
by Alsmeyer, G. & Cordero, F. & Dopmeyer, H.
2026, Volume 191, Issue C
- S0304414925001875 Asymptotic expansions for blocks estimators: PoT framework
by Chen, Zaoli & Kulik, Rafał
- S0304414925002145 Scaling limit and large deviation for 3D globally modified stochastic Navier–Stokes equations with transport noise
by Liu, Chang & Luo, Dejun
- S0304414925002169 A tamed Euler scheme for SDEs with non-locally integrable drift coefficient
by Johnston, Tim & Sabanis, Sotirios
- S0304414925002170 Duality for some models of epidemic spreading
by Franceschini, C. & Saada, E. & Schütz, G.M. & Velasco, S.
- S0304414925002182 Optimal control of the nonlinear stochastic Fokker–Planck equation
by Hambly, Ben & Jettkant, Philipp
- S0304414925002194 Convergence of adapted smoothed empirical measures
by Hou, Songyan
- S0304414925002200 Mixing time and cutoff for the k-SPEP
by Tsegaye, Eyob
- S0304414925002212 Reflected BSDE driven by a marked point process with a convex/concave generator
by Gu, Zihao & Lin, Yiqing & Xu, Kun
- S0304414925002224 Deviation inequalities for contractive infinite memory processes
by Doukhan, Paul & Fan, Xiequan
- S0304414925002248 Swarm dynamics for global optimization on finite sets
by Le, Nhat-Thang & Miclo, Laurent
- S0304414925002285 Limit theorems for functionals of linear processes in critical regions
by Xiong, Yudan & Xu, Fangjun & Yu, Jinjiong
- S0304414925002303 Mokobodzki’s intervals: An approach to Dynkin games when value process is not a semimartingale
by Klimsiak, Tomasz & Rzymowski, Maurycy
- S0304414925002315 Homeomorphism of the Revuz correspondence for finite energy integrals
by Ooi, Takumu
- S030441492500225X Holomorphic jump-diffusions
by Cuchiero, Christa & Primavera, Francesca & Svaluto-Ferro, Sara
2025, Volume 190, Issue C
- S0304414925001504 Global central limit theorems for Markov chains
by Cuny, Christophe & Lin, Michael
- S0304414925001656 Uniform bounds for robust mean estimators
by Minsker, Stanislav
- S0304414925001668 Renewal structure of the tree builder random walk
by Ribeiro, Rodrigo
- S0304414925001693 Nonlinear Graphon mean-field systems
by Coppini, Fabio & De Crescenzo, Anna & Pham, Huyên
- S0304414925001784 A complete characterization of monotonicity equivalence for continuous-time Markov processes
by Machida, Motoya
- S0304414925001796 Weak Error on the densities for the Euler scheme of stable additive SDEs with Hölder drift
by Fitoussi, Mathis & Menozzi, Stéphane
- S0304414925001802 The phase transition of the voter model on evolving scale-free networks
by Fernley, John
- S0304414925001814 Birth-death processes are time-changed Feller’s Brownian motions
by Li, Liping
- S0304414925001826 Rough path lifts of Banach space-valued Gaussian processes
by Kalinichenko, A.A.
- S0304414925001838 Perpetuities with light tails and the local dependence measure
by Bihan, Julia Le & Kołodziejek, Bartosz
- S0304414925001851 On time-dependent boundary crossing probabilities of diffusion processes as differentiable functionals of the boundary
by Liang, V. & Borovkov, K.
- S0304414925001863 Multidimensional sticky Brownian motions: Heavy traffic limit and rough tail asymptotics
by Dai, Hongshuai & Zhao, Yiqiang Q.
- S0304414925001905 Parisi PDE and convexity for vector spins
by Chen, Hong-Bin
- S0304414925001917 On the ɛ–Euler–Maruyama scheme for time inhomogeneous jump-driven SDEs
by Bossy, Mireille & Maurer, Paul
- S0304414925001929 Scaling limits for interactive Hawkes shot noise processes
by Li, Bo & Pang, Guodong
- S0304414925002005 Approximation of birth–death processes
by Li, Liping
- S0304414925002017 Rough differential equations in the flow approach
by Chandra, Ajay & Ferdinand, Léonard
- S0304414925002029 Weighted solutions of random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs
by Li, Xinying & Zhang, Yaqi & Fan, Shengjun
- S0304414925002030 Stochastic approximation with two time scales: The general case
by Borkar, Vivek S.
- S0304414925002042 On favourite sites of a random walk in moderately sparse random environment
by Kołodziejska, Alicja
- S0304414925002054 Regularization effects of time integration on Gaussian process functionals
by Amaba, Takafumi & Kratz, Marie
- S0304414925002066 Emergence of multivariate extremes in multilayer inhomogeneous random graphs
by Cirkovic, Daniel & Wang, Tiandong & Cline, Daren B.H.
- S0304414925002078 Essential barrier height and a probabilistic approach in characterizing potential landscape
by Li, Yao & Tao, Molei & Wang, Shirou
- S0304414925002091 Mirror descent for stochastic control problems with measure-valued controls
by Kerimkulov, Bekzhan & Šiška, David & Szpruch, Łukasz & Zhang, Yufei
- S0304414925002108 A+A→A,B+A→A
by Tribe, Roger & Zaboronski, Oleg
- S0304414925002121 Parameter estimation in hyperbolic linear SPDEs from multiple measurements
by Tiepner, Anton & Ziebell, Eric
- S0304414925002133 Spectral gap for the stochastic exchange model
by Carlen, Eric A. & Posta, Gustavo & Tóth, Imre Péter
- S0304414925002157 One-sided Markov additive processes with lattice and non-lattice increments
by Ivanovs, Jevgenijs & Latouche, Guy & Taylor, Peter
- S030441492500167X Moments of polynomial functionals of spectrally positive Lévy processes
by Glynn, Peter & Jacobovic, Royi & Mandjes, Michel
- S030441492500170X Self-normalized partial sums of heavy-tailed time series
by Matsui, Muneya & Mikosch, Thomas & Wintenberger, Olivier
- S030441492500184X Adaptive nonparametric drift estimation for multivariate jump diffusions under sup-norm risk
by Dexheimer, Niklas
- S030441492500208X Parallelized midpoint randomization for Langevin Monte Carlo
by Yu, Lu & Dalalyan, Arnak
- S030441492500211X Central limit theorems associated with the hierarchical Dirichlet process
by Feng, Shui & Paguyo, J.E.
2025, Volume 189, Issue C
- S0304414925001231 Majority dynamics on random graphs: The multiple states case
by Chellig, Jordan & Fountoulakis, Nikolaos
- S0304414925001267 Smoothness estimation for Whittle–Matérn processes on closed Riemannian manifolds
by Korte-Stapff, Moritz & Karvonen, Toni & Moulines, Éric
- S0304414925001280 New continuity results for a class of time fractional stochastic heat equations in bounded and unbounded domains
by Tuan, Nguyen Huy & Nane, Erkan
- S0304414925001309 Adapted Wasserstein distance between the laws of SDEs
by Backhoff-Veraguas, Julio & Källblad, Sigrid & Robinson, Benjamin A.
- S0304414925001322 Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes
by Lucertini, Giacomo & Menozzi, Stéphane & Pagliarani, Stefano
- S0304414925001334 On the multidimensional elephant random walk with stops
by Bercu, Bernard
- S0304414925001413 Convergence rates for Chernoff-type approximations of convex monotone semigroups
by Blessing, Jonas & Jiang, Lianzi & Kupper, Michael & Liang, Gechun
- S0304414925001425 Sequential common change detection, isolation, and estimation in multiple compound Poisson processes
by Kim, Dong-Yun & Wu, Wei Biao & Wu, Yanhong
- S0304414925001450 Percolation with random one-dimensional reinforcements
by Nascimento, A. & Sanchis, R. & Ungaretti, D.
- S0304414925001462 Covariance operator estimation via adaptive thresholding
by Al-Ghattas, Omar & Sanz-Alonso, Daniel
- S0304414925001474 Planar reinforced k-out percolation
by Amir, Gideon & Heydenreich, Markus & Hirsch, Christian
- S0304414925001486 Spectral bounds for exit times on metric measure Dirichlet spaces and applications
by Mariano, Phanuel & Wang, Jing
- S0304414925001498 Discrete time optimal investment under model uncertainty
by Carassus, Laurence & Ferhoune, Massinissa
- S0304414925001589 The zero viscosity limit of stochastic Navier–Stokes flows
by Goodair, Daniel & Crisan, Dan
- S0304414925001681 Heat kernel estimates for regional fractional Laplacians with multi-singular critical potentials in C1,β open sets
by Song, Renming & Wu, Peixue & Wu, Shukun
- S0304414925001747 Foreword — In honor of Francis Comets
by Bodineau, Thierry & Cattiaux, Patrick & Giacomin, Giambattista
- S0304414925001759 Global strong solution for the stochastic tamed Chemotaxis–Navier–Stokes system in R3
by Xu, Fan & Zhang, Lei & Liu, Bin
- S0304414925001760 Γ-expansion of the measure-current large deviations rate functional of non-reversible finite-state Markov chains
by Kim, S. & Landim, C.
- S0304414925001772 Conformal covariance of connection probabilities in the 2D critical FK-Ising model
by Camia, Federico & Feng, Yu
- S0304414925001899 Corrigendum to “Large Deviations for Generalized Polya urns with arbitrary Urn Function” [Stochastic Processes and their Applications 127 (2017) 3372 – 3411]
by Franchini, Simone
2025, Volume 188, Issue C
- S0304414925001061 A functional central limit theorem for weighted occupancy processes of the Karlin model
by Garza, Jaime & Wang, Yizao
- S0304414925001073 Ladder costs for random walks in Lévy random media
by Bianchi, Alessandra & Cristadoro, Giampaolo & Pozzoli, Gaia
- S0304414925001085 Nonparametric estimation of the transition density function for diffusion processes
by Comte, Fabienne & Marie, Nicolas
- S0304414925001097 Stationary entrance chains and applications to random walks
by Mijatović, Aleksandar & Vysotsky, Vladislav
- S0304414925001103 A propagation of chaos result for weakly interacting nonlinear Snell envelopes
by Djehiche, Boualem & Dumitrescu, Roxana & Zeng, Jia
- S0304414925001115 Continuum graph dynamics via population dynamics: Well-posedness, duality and equilibria
by Greven, Andreas & den Hollander, Frank & Klimovsky, Anton & Winter, Anita
- S0304414925001127 Central limit theorems for the nearest neighbour embracing graph in Euclidean and hyperbolic space
by Sambale, Holger & Thäle, Christoph & Trauthwein, Tara
- S0304414925001139 Walsh spider diffusions as time changed multi-parameter processes
by Bayraktar, Erhan & Zhang, Jingjie & Zhang, Xin
- S0304414925001218 Quantitative hydrodynamics for a generalized contact model
by Amorim, Julian & Jara, Milton & Xiang, Yangrui
- S0304414925001243 Averaging principle for semilinear slow–fast rough partial differential equations
by Li, Miaomiao & Li, Yunzhang & Pei, Bin & Xu, Yong
- S0304414925001255 Taming under isoperimetry
by Lytras, Iosif & Sabanis, Sotirios
- S0304414925001279 Some quenched and annealed limit theorems for superprocesses in random environments
by Fan, Zeteng & Hong, Jieliang & Xiong, Jie
- S0304414925001292 Risk-sensitive continuous-time stochastic games with the average criterion and a compact state space
by Guo, Xin & Zheng, Zewu
- S0304414925001310 On the particle approximation of lagged Feynman–Kac formulae
by Awadelkarim, Elsiddig & Caffarel, Michel & Del Moral, Pierre & Jasra, Ajay
- S030441492500122X On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise
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