Stochastic Processes and their Applications

Stochastic Processes and their Applications

An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability





Editor-in-Chief::T. Kumagai





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Aims & Scope

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.

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Mathematicians, Statisticians, Probabilists, Operations Researchers.

Abstracting and Indexing

Cambridge Scientific Abstracts, Compendex, Current Contents, Current Index to Statistics, Global Health, International Abstracts in Operations Research, MathSci, Mathematical Reviews, OR/MS, Pascal, QCAS, SCISEARCH, Science Citation Index, Scopus, Social SciSearch, Statistical Theory and Method Abstracts, UnCover, Zentralblatt MATH
Editor-in-Chief: T. Kumagai Research Inst. for Mathematical Science (RIMS), Kyoto University, 606-8502 Kyoto, Japan, Associate Editors: O. Angel University of British Columbia, Vancouver, BC, Canada, P. Barrieu London School of Economics, London, UK, M. Birkner Johannes-Gutenberg-Universität Mainz, Mainz, Germany, R. Buckdahn Université de Bretagne Occidentale, Brest, Cedex 3, France, Z.-Q. Chen University of Washington, Seattle, WA, USA, N. Eisenbaum Universite Pierre et Marie Curie (UPMC), Paris Cedex 05, France, P.K. Friz Technische Universität Berlin (TUB), Berlin, Germany, C. Goldschmidt University of Oxford, Oxford, UK, B.M. Hambly University of Oxford, St. Giles, Oxford, UK, M. Hino Kyoto University, Kyoto, Japan, H. Hult KTH Royal Institute of Technology, Stockholm, Sweden, D. Ioffe Technion - Israel Institute of Technology, Haifa, Israel, M. Jeanblanc Université d'Evry-Val-d'Essonne, Évry, France, M.A. Lifshits St. Petersburg State University, St. Petersburg, Russian Federation, S. Méléard Ecole Polytechnique, Palaiseau, France, T. Mikosch University of Copenhagen, Copenhagen, Denmark
click here, E. Moulines Ecole Nationale Supérieure des Télécommuncations (ENST), Paris, France, C. Mueller University of Rochester, Rochester, NY, USA, Z. Palmowski University of Wroclaw, Wroclaw, Poland, M. Reiß Humboldt-Universität Berlin, Berlin, Germany, T. Sasamoto Chiba University, Chiba, Japan, P. Soulier Université Paris Ouest-Nanterre, Nanterre, France, W. Stannat Technische Universität Berlin (TUB), Berlin, Germany, K.-T. Sturm Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn, Germany, D. Talay Institut National de Recherche en Informatique et en Automatique (INRIA), Sophia Antipolis, France, J. Teichmann Eidgenössische Technische Hochschule (ETH) Zürich, Zürich, Switzerland, M.E. Vares Instituto de Matemática (UFRJ), Rio de Janeiro, Brazil
click here, T.S. Zhang University of Manchester, Manchester, England, UK, J. Zinn Texas A&M University, College Station, TX, USA, Past Editors: J. Keilson † , N.U. Prabhu Cornell University, New York, NY, USA, C.C. Heyde † , P. Jagers Chalmers University of Technology, Göteborg, Sweden, R.J. Adler Technion - Israel Institute of Technology, Haifa, Israel, J. Jacod Université Pierre et Marie Curie, Sorbonne Universités, Paris, France, O. Zeitouni Technion - Israel Institute of Technology, Haifa, Israel, P. Protter Cornell University, New York, NY, USA, M.E. Vares Instituto de Matemática (UFRJ), Rio de Janeiro, Brazil, T. Mikosch University of Copenhagen, Copenhagen, Denmark
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