Stochastic Processes

Latest research

1. Disentangling endogeneity and exogeneity in cryptocurrency markets using the modulated renewal Hawkes process with marks

   • Zhe Han
   • Tom Stindl
   • Feng Chen

   in Annals of the Institute of Statistical Mathematics

   Article Open access 29 April 2026

   

2. A stochastic model of co-circulating diseases with distinct immunity profiles incorporating Lévy jumps

   • T. Tamil Selvan
   • Mahesh Kumar

   in Stochastic Environmental Research and Risk Assessment

   Article 29 April 2026

   

3. Fluctuation-response relations for a two-stage population of spiking neurons stimulated by common noise

   • Leander Dittrich
   • Benjamin Lindner

   in Biological Cybernetics

   Article Open access 28 April 2026

   

4. On One-Dimensional Cluster-cluster Model

   • Noam Berger
   • Eviatar B. Procaccia
   • Daniel Sharon

   in Journal of Statistical Physics

   Article 28 April 2026

   

5. Biodiversity and ecosystem dynamics: stochastic transitions in a Holling–Tanner model with harvesting and fear

   • Bapin Mondal

   in The European Physical Journal Plus

   Article 26 April 2026

   

6. The chaos expansion of fractional Brownian motion and fractional white noise with distributed-order Hurst parameter

   • Dora Seleši
   • Stefan Tošić

   in Periodica Mathematica Hungarica

   Article 24 April 2026

   

7. Asymptotics of minimum distance estimation for self-exciting load sharing point processes

   • Mirko A. Jakubzik
   • Christine H. Müller

   in Statistical Papers

   Article Open access 21 April 2026

   

8. Asymptotic and Methodological Statistics

   • Daniel Hlubinka
   • Šárka Hudecová
   • Michal Pešta

   Book 2026

   

9. Trajectory inference for a branching SDE model of cell differentiation via lineage tracing

   • Elias Ventre
   • Aden Forrow
   • Geoffrey Schiebinger

   in Journal of Mathematical Biology

   Article Open access 17 April 2026

   

10. Stochastic dynamics of a stage-structured plant-pollinator mutualism model: stationary distribution, probability density, and extinction

    • Xingwang Yu
    • Haoran Sun
    • Yanjiao Ma

    in Nonlinear Dynamics

    Article 17 April 2026

    

11. Simulation and Analysis of Multifractional Stochastic Processes with R Package Rmfrac

    • Andriy Olenko
    • Nemini Samarakoon

    in Methodology and Computing in Applied Probability

    Article Open access 16 April 2026

    

12. Drift parameter identification for the Ornstein-Uhlenbeck process driven by Ornstein-Uhlenbeck with small General Gaussian noise

    • Héctor Araya
    • Francisco Plaza-Vega
    • Eloy Alvarado

    in Statistical Papers

    Article 15 April 2026

    

13. The Principles of Probability

    • Jason Swanson

    in Lecture Notes in Mathematics

    Book 2026

    

14. Stochastic Maximum Principle with Default

    • Nacira Agram
    • Khalida Bachir Cherif
    • Kristina Rognlien Dahl

    in Applied Mathematics & Optimization

    Article Open access 15 April 2026

    

15. Stochastic referee assignment in sports tournaments

    • Ethem Çanakoǧlu
    • Tankut Atan
    • Zühal Özcan

    in Annals of Operations Research

    Article 13 April 2026

    

16. The Fluctuation Behaviour of the Stochastic Point Vortex Model with Common Noise

    • Yufei Shao
    • Xianliang Zhao

    in Potential Analysis

    Article 13 April 2026

17. Rectangular Gilbert Tessellation

    • Emily Ewers
    • Tatyana S. Turova

    in Journal of Statistical Physics

    Article Open access 13 April 2026

    

18. Construction and Limit Theorems for SupCAR Fields

    • Illia Donhauzer
    • Nikolai Leonenko
    • Andriy Olenko

    in Journal of Theoretical Probability

    Article Open access 10 April 2026

    

19. Stochastic dynamics of galloping energy harvesting with mechanical impact under colored noises

    • Li Liu
    • Huiling ma
    • Wei Wang

    in International Journal of Dynamics and Control

    Article 09 April 2026

    

20. Two-Dimensional Rademacher Walk

    • Satyaki Bhattacharya
    • Stanislav Volkov

    in Journal of Theoretical Probability

    Article Open access 07 April 2026

    

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