What are some open research problems in Stochastic Processes?

Solution 1:

Various academics have lists on their website

• Richard Weber, University of Cambridge (operations research)
• David Aldous, University of California, Berkeley with updates from Thomas M. Liggett
• Krzysztof Burdzy, University of Washington
• Hermann Thorisson, University of Iceland

Other resources that might be of interest

• The journal Queueing Systems published a Special Issue on Open Problems in 2011. James Cruise maintains an ungated copy of the papers along with research progress on the highlighted problems.
• John Kingman published a 2009 paper titled The first Erlang century—and the next where open problems and future reserch were discussed
• Jewgeni H. Dshalalow edited a book in 1985 titled Advances in queueing: theory, methods, and open problems
• Lyons, Russell, Robin Pemantle, and Yuval Peres. Unsolved problems concerning random walks on trees Classical and modern branching processes. Springer New York, 1997. 223-237.
• Questions tagged open problem and probability on mathoverflow
• Chapter 23 Open Problems from Levin, Peres, and Wilmer's book Markov Chains and Mixing Times