Stochastic Processes and their Applications
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5623

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Published By Elsevier

0304-4149

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Editorial Board

Stochastic Processes and their Applications ◽

10.1016/s0304-4149(21)00216-7 ◽

2022 ◽

Vol 144 ◽

pp. ii

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Editorial Board

Stochastic Processes and their Applications ◽

10.1016/s0304-4149(21)00194-0 ◽

2022 ◽

Vol 143 ◽

pp. ii

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On a first hit distribution of the running maximum of Brownian motion

Stochastic Processes and their Applications ◽

10.1016/j.spa.2021.12.015 ◽

2022 ◽

Author(s):

Julien Randon-Furling ◽

Paavo Salminen ◽

Pierre Vallois

Keyword(s):

Brownian Motion ◽

Running Maximum

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Moving average Multifractional Processes with Random Exponent: Lower bounds for local oscillations

Stochastic Processes and their Applications ◽

10.1016/j.spa.2022.01.003 ◽

2022 ◽

Author(s):

Antoine Ayache ◽

Florent Bouly

Keyword(s):

Lower Bounds ◽

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The half-space Airy stat process

Stochastic Processes and their Applications ◽

10.1016/j.spa.2022.01.002 ◽

2022 ◽

Author(s):

D. Betea ◽

P.L. Ferrari ◽

A. Occelli

Keyword(s):

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Large deviations of cancer recurrence timing

Stochastic Processes and their Applications ◽

10.1016/j.spa.2022.01.001 ◽

2022 ◽

Author(s):

Pranav Hanagal ◽

Kevin Leder ◽

Zicheng Wang

Keyword(s):

Large Deviations ◽

Cancer Recurrence

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Extensions of Bougerol’s identity in law and the associated anticipative path transformations

Stochastic Processes and their Applications ◽

10.1016/j.spa.2022.01.005 ◽

2022 ◽

Author(s):

Yuu Hariya

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Simple bounds for utility maximization with small transaction costs

Stochastic Processes and their Applications ◽

10.1016/j.spa.2022.01.008 ◽

2022 ◽

Author(s):

Bruno Bouchard ◽

Johannes Muhle-Karbe

Keyword(s):

Transaction Costs ◽

Utility Maximization ◽

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Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises

Stochastic Processes and their Applications ◽

10.1016/j.spa.2021.12.014 ◽

2022 ◽

Author(s):

Jianhai Bao ◽

Jian Wang

Keyword(s):

Hamiltonian Systems ◽

Exponential Ergodicity ◽

Stochastic Hamiltonian Systems ◽

Coupling Approach

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Characterisation of L0-boundedness for a general set of processes with no strictly positive element

Stochastic Processes and their Applications ◽

10.1016/j.spa.2021.12.013 ◽

2022 ◽

Author(s):

Dániel Ágoston Bálint

Keyword(s):

Positive Element

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