Journal of Theoretical Probability

Papers
(The median citation count of Journal of Theoretical Probability is 0. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-06-01 to 2025-06-01.)
ArticleCitations
A Theory of Singular Values for Finite Free Probability12
Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors11
On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures10
Lower Deviation for the Supremum of the Support of Super-Brownian Motion9
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations8
Functional Limit Theorems for the Pólya Urn8
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems8
Commutative Monoid Duality7
Conformable Fractional Stochastic Differential Inclusions Driven by Poisson Jumps with Optimal Control and Clarke Subdifferential6
Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise6
On a Weak Law of Large Numbers with Regularly Varying Normalizing Sequences6
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon6
On the Second Eigenvalue of Random Bipartite Biregular Graphs5
Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses5
The Lightning Model5
Some Families of Random Fields Related to Multiparameter Lévy Processes5
Precise Tail Behaviour of Some Dirichlet Series5
Fractional Kolmogorov Equations with Singular Paracontrolled Terminal Conditions4
Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails4
Poisson–Dirichlet Scaling Limits of Kemp’s Supertrees4
Bifractional Brownian Motions on Metric Spaces4
Multivariate Stable Approximation by Stein’s Method4
Regularity of Local Times Associated with Volterra–Lévy Processes and Path-Wise Regularization of Stochastic Differential Equations4
Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States4
Expected Number of Zeros of Random Power Series with Finitely Dependent Gaussian Coefficients3
Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems3
Exit Times for a Discrete Markov Additive Process3
General Self-Similarity Properties for Markov Processes and Exponential Functionals of Lévy Processes3
Hydrodynamic Limit for the d-Facilitated Exclusion Process3
Approximation Schemes for McKean–Vlasov and Boltzmann-Type Equations (Error Analysis in Total Variation Distance)3
The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities3
mu-Brownian Motion, Dualities, Diffusions, Transforms, and Reproducing Kernel Hilbert Spaces3
A Note on the Convergence of the Extreme Eigenvalues of a Large-Dimensional Sample Covariance Matrix3
Structural Properties of Gibbsian Point Processes in Abstract Spaces3
Dimensions of Fractional Brownian Images3
Normal Approximation of Compound Hawkes Functionals3
Markov Chains in the Domain of Attraction of Brownian Motion in Cones3
Regularity of the Semigroup of Regular Probability Measures on Locally Compact Hausdorff Topological Groups3
Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments3
Chung-Type Strong Laws and Almost Complete Convergence for Arrays of Measurable Operators3
Discretization of the Ergodic Functional Central Limit Theorem3
High-Dimensional Central Limit Theorems for Homogeneous Sums2
On Decoupled Standard Random Walks2
A Strong Version of the Skorohod Representation Theorem2
General Mean Reflected Backward Stochastic Differential Equations2
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups2
Spatially Inhomogeneous Populations with Seed-Banks: I. Duality, Existence and Clustering2
Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear Stochastic Integrodifferential Equations2
Cutoff on Trees is Rare2
Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions2
On the Normalized Laplacian Spectra of Random Geometric Graphs2
Convex Order, Quantization and Monotone Approximations of ARCH Models2
Entropies of Sums of Independent Gamma Random Variables2
Green Function for an Asymptotically Stable Random Walk in a Half Space2
On Stein’s Factors for Poisson Approximation in Wasserstein Distance with Nonlinear Transportation Costs2
On Conditioning Brownian Particles to Coalesce2
A Denseness Property of Stochastic Processes2
On the $$L^{p}$$-Spaces of Projective Limits of Probability Measures2
On Ergodic Properties of Some Lévy-Type Processes2
Stochastic Forcing in Hydrodynamic Models with Non-local Interactions2
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling2
Characterisation of Honest Times and Optional Semimartingales of Class-$$(\Sigma )$$2
Support Theorem for Lévy-driven Stochastic Differential Equations2
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements2
Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass2
Limit Theorems for $$\sigma $$-Localized Émery Convergence2
Small Deviations for the Mutual Intersection Local Time of Brownian Motions2
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation2
Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations2
Onset of Pattern Formation for the Stochastic Allen–Cahn Equation2
On the Characterization of a Finite Random Field by Conditional Distribution and its Gibbs Form2
Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps2
Higher-Order Error Estimates of the Discrete-Time Clark–Ocone Formula1
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term1
Hoeffding–Serfling Inequality for U-Statistics Without Replacement1
Tail Behavior and Almost Sure Growth Rate of Superpositions of Ornstein–Uhlenbeck-type Processes1
Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions1
Quasi-Ergodic Limits for Moments of Jumps Under Absorbing Stable Processes1
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition1
Another Look at Stein’s Method for Studentized Nonlinear Statistics with an Application to U-Statistics1
Multivariate Normal Approximation on the Wiener Space: New Bounds in the Convex Distance1
Concentration Inequalities on the Multislice and for Sampling Without Replacement1
The Heyde Theorem on a Group $$\mathbb {R}^n \times D$$, Where D is a Discrete Abelian Group1
A Proof of Sanov’s Theorem via Discretizations1
Determining the Number and Values of Thresholds for Multi-regime Threshold Ornstein–Uhlenbeck Processes1
Sub-exponentiality in Statistical Exponential Models1
Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past1
Strong Solutions to a Beta-Wishart Particle System1
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces1
Bounding the $$L^1$$-Distance Between One-Dimensional Continuous and Discrete Distributions via Stein’s Method1
Limiting Distributions for a Class of Super-Brownian Motions with Spatially Dependent Branching Mechanisms1
Rough Differential Equations Containing Path-Dependent Bounded Variation Terms1
Penalization of Galton–Watson Trees with Marked Vertices1
Existence and Uniqueness of Solutions for Multi-dimensional Reflected Backward Stochastic Differential Equations with Diagonally Quadratic Generators1
Exact Modulus of Continuities for $$\Lambda $$-Fleming–Viot Processes with Brownian Spatial Motion1
$$L^p$$-Error Estimates for Numerical Schemes for Solving Certain Kinds of Mean-Field Backward Stochastic Differential Equations1
On the Generalized Birth–Death Process and Its Linear Versions1
On Self-Similar Bernstein Functions and Corresponding Generalized Fractional Derivatives1
Asymptotic Behaviors for Random Geometric Series1
Some Bounds for the Expectations of Functions on Order Statistics and Their Applications1
On the Existence of Extreme Coherent Distributions with No Atoms1
Deviation and Moment Inequalities for Banach-Valued U-statistics1
Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains1
Local Central Limit Theorem for Multi-group Curie–Weiss Models1
Error distribution of the Euler approximation scheme for stochastic Volterra equations1
Spectral Heat Content for Time-Changed Killed Brownian Motions1
Urns with Multiple Drawings and Graph-Based Interaction1
Well-Posedness for Stochastic Fractional Navier–Stokes Equation in the Critical Fourier–Besov Space1
Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes1
Gaussian Free Fields on the Hypercube1
Entropic Regularization of Wasserstein Distance Between Infinite-Dimensional Gaussian Measures and Gaussian Processes1
On a Generalisation of the Coupon Collector Problem1
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails1
Multivariate Random Fields Evolving Temporally Over Hyperbolic Spaces1
Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution1
Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces1
Moderate and $$L^p$$ Maximal Inequalities for Diffusion Processes and Conformal Martingales1
The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices1
Stochastic Differential Equations with Singular Coefficients: The Martingale Problem View and the Stochastic Dynamics View1
A Simple Method to Find All Solutions to the Functional Equation of the Smoothing Transform1
The Generalized Entropy Ergodic Theorem with Two Types of Convergence for M-th-Order Nonhomogeneous Hidden Markov Models1
A note on the maximal expected local time of $${\text {L}}_2$$-bounded martingales1
A Conditioned Local Limit Theorem for Nonnegative Random Matrices1
Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space1
Regular Diffusion and Stochastic Differential Equation with Generalized Drift1
Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment1
Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates1
Sylvester Index of Random Hermitian Matrices1
Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space1
Anisotropic Non-oriented Bond Percolation in High Dimensions1
Optimal Controllability for Multi-Term Time-Fractional Stochastic Systems with Non-Instantaneous Impulses1
On a Certain Operator Related to Blackwell’s Markov Chain1
On the Ergodicity of Certain Markov Chains in Random Environments1
Some Properties of Markov chains on the Free Group $${\mathbb {F}}_2$$1
Well-Posedness for Path-Distribution Dependent Stochastic Differential Equations with Singular Drifts1
Lower Deviation Probabilities for Level Sets of the Branching Random Walk1
Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy Noises1
Coupled McKean–Vlasov Equations Over Convex Domains1
Zero–One Laws for Events with Positional Symmetries1
Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind0
On Poisson Approximation0
Partial Smoothing of the Stochastic Wave Equation and Regularization by Noise Phenomena0
On the Probabilistic Representation of the Free Effective Resistance of Infinite Graphs0
The Euler-Maruyama Approximation of State-Dependent Regime Switching Diffusions0
Limit Theorems for the Rightmost Particle in the Locally Inhomogeneous Branching Brownian Motion0
Invariant Measures for Stochastic Reaction–Diffusion Problems on Unbounded Thin Domains Driven by Nonlinear Noise0
Limit Behavior in High-Dimensional Regime for the Wishart Tensors in Wiener Chaos0
Non-Hermitian Random Matrices with a Variance Profile (II): Properties and Examples0
Non-uniqueness Phase of Percolation on Reflection Groups in $${\mathbb {H}^3}$$0
Precise Large Deviations for the Total Population of Heavy-Tailed Subcritical Branching Processes with Immigration0
A Girsanov-Type Formula for a Class of Anticipative Transforms of Brownian Motion Associated with Exponential Functionals0
Convergence of Martingales with Jumps on Submanifolds of Euclidean Spaces and its Applications to Harmonic Maps0
On the Quenched CLT for Stationary Markov Chains0
Large Deviation Principle for Stochastic Reaction–Diffusion Equations with Superlinear Drift on $$\mathbb {R}$$ Driven by Space–Time White Noise0
Volterra Equations Driven by Rough Signals 3: Probabilistic Construction of the Volterra Rough Path for Fractional Brownian Motions0
Some Optimal Conditions for the ASCLT0
Polynomial Convergence Rates for Markov Kernels Under Nested Modulated Drift Conditions0
Note on the Weak Convergence of Hyperplane $$\alpha $$-Quantile Functionals and Their Continuity in the Skorokhod J1 Topology0
Ergodic Theorems with Random Weights for Stationary Random Processes and Fields0
A Robust $$\alpha $$-Stable Central Limit Theorem Under Sublinear Expectation without Integrability Condition0
A Note on the Markovian SIR Epidemic on a Random Graph with Given Degrees0
Stratonovich Solution for the Wave Equation0
Second-Order Tail Behavior for Stochastic Discounted Value of Aggregate Net Losses in a Discrete-Time Risk Model0
Fox-H Densities and Completely Monotone Generalized Wright Functions0
Error Distribution for One-Dimensional Stochastic Differential Equations Driven By Fractional Brownian Motion0
Generating M-Indeterminate Probability Densities by Way of Quantum Mechanics0
Hausdorff Measure and Uniform Dimension for Space-Time Anisotropic Gaussian Random Fields0
On Smooth Mesoscopic Linear Statistics of the Eigenvalues of Random Permutation Matrices0
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View0
Generalized Backward Doubly Stochastic Differential Equations Driven by Lévy Processes with Discontinuous and Linear Growth Coefficients0
A Kolmogorov–Chentsov Type Theorem on General Metric Spaces with Applications to Limit Theorems for Banach-Valued Processes0
Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices0
Stochastic Comparisons of Tracy–Widom $$\beta $$ Distributions0
Exponential Families, Rényi Divergence and the Almost Sure Cauchy Functional Equation0
Local Times for Continuous Paths of Arbitrary Regularity0
The Moduli of Continuity for Operator Fractional Brownian Motion0
Large Deviation Principle for the Maximal Eigenvalue of Inhomogeneous Erdős-Rényi Random Graphs0
A Limit Theorem for Bernoulli Convolutions and the $$\Phi $$-Variation of Functions in the Takagi Class0
Well-Posedness for a Class of Mean-Field-Type Forward-Backward Stochastic Differential Equations and Classical Solutions of Related Master Equations0
Hoffmann-Jørgensen Inequalities for Random Walks on the Cone of Positive Definite Matrices0
Convergence to the Uniform Distribution of Vectors of Partial Sums Modulo One with a Common Factor0
Scaling Limits of Slim and Fat Trees0
Transition of the Simple Random Walk on the Ice Model Graph0
Sojourn Times of Gaussian Processes with Random Parameters0
Limit Theorem for Self-intersection Local Time Derivative of Multidimensional Fractional Brownian Motion0
Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model0
On the Additive Property of Finitely Additive Measures0
From Irrevocably Modulated Filtrations to Dynamical Equations Over Random Networks0
General Transfer Formula for Stochastic Integral with Respect to Multifractional Brownian Motion0
Planar Random Motions in a Vortex0
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case0
Semi-uniform Feller Stochastic Kernels0
Explicit Approximation of Invariant Measure for Stochastic Delay Differential Equations with the Nonlinear Diffusion Term0
The Voter Model with a Slow Membrane0
Lower Bound for Large Local Transversal Fluctuations of Geodesics in Last Passage Percolation0
An Analogue of the Klebanov Theorem for Locally Compact Abelian Groups0
Sample Path Behaviors of Lévy Processes Conditioned to Avoid Zero0
Wasserstein Convergence Rates for Empirical Measures of Subordinated Processes on Noncompact Manifolds0
On Null-Homology and Stationary Sequences0
On the Correlation of Critical Points and Angular Trispectrum for Random Spherical Harmonics0
Spectrum of Lévy–Khintchine Random Laplacian Matrices0
Large Deviation Principle for Occupation Measures of Stochastic Generalized Burgers–Huxley Equation0
The Distributions of the Mean of Random Vectors with Fixed Marginal Distribution0
Pathwise Blowup of Space-Time Fractional Stochastic Partial Differential Equations0
Strong Approximation of the Anisotropic Random Walk Revisited0
On Convergence of the Uniform Norm and Approximation for Stochastic Processes from the Space $${\textbf{F}}_\psi (\Omega )$$0
A Sobolev Space Theory for Time-Fractional Stochastic Partial Differential Equations Driven by Lévy Processes0
Generalized Fractional Counting Process0
Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators0
Stochastic Two-Dimensional Navier–Stokes Equations on Time-Dependent Domains0
On the Exponential Ergodicity of (2+2)-Affine Processes in Total Variation Distances0
Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions0
The Local Limit Theorem for Supercritical Branching Processes with Immigration0
A New Life of Pearson’s Skewness0
Correction: Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach0
On Time-Changed Linear Birth–Death–Immigration Process0
The Spine of Two-Particle Fleming–Viot Process in a Bounded Interval0
Reflected and Doubly Reflected Backward Stochastic Differential Equations with Irregular Obstacles and a Large Set of Stopping Strategies0
The Gorin–Shkolnikov Identity and Its Random Tree Generalization0
The Oscillating Random Walk on $$ {\mathbf {\mathbb {Z}}} $$0
Asymptotic Expansions for Additive Measures of Branching Brownian Motions0
Correction to: A Functional CLT for Partial Traces of Random Matrices0
Long-time Hurst Regularity of Fractional Stochastic Differential Equations and Their Ergodic Means0
Generalized Iterated Poisson Process and Applications0
Hitting with Probability One for Stochastic Heat Equations with Additive Noise0
Functional Inequalities for Some Generalised Mehler Semigroups0
Positive Reinforced Generalized Time-Dependent Pólya Urns via Stochastic Approximation0
Moderate Deviation Principle for Multiscale Systems Driven by Fractional Brownian Motion0
Integral Functionals for Spectrally Positive Lévy Processes0
On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands0
The Transport Map Computed by Iterated Function System0
Cutpoints of (1,2) and (2,1) Random Walks on the Lattice of Positive Half Line0
A Note on Transience of Generalized Multi-Dimensional Excited Random Walks0
Large and Moderate Deviations Principles and Central Limit Theorem for the Stochastic 3D Primitive Equations with Gradient-Dependent Noise0
Asymptotic Properties of Random Contingency Tables with Uniform Margin0
Excursions of the Brox Diffusion0
Non-Instantaneous Impulsive Fractional Stochastic Differential Systems with Damping: Optimal Controls and Trajectory Controllability0
Log-Harnack Inequality and Exponential Ergodicity for Distribution Dependent Chan–Karolyi–Longstaff–Sanders and Vasicek Models0
On the Local Time of Anisotropic Random Walk on $$\mathbb Z^2$$0
Limiting Spherical Integrals of Bounded Continuous Functions0
Right-Most Position of a Last Progeny Modified Branching Random Walk0
Edgeworth Expansion and Large Deviations for the Coefficients of Products of Positive Random Matrices0
Joint Extremes of Inversions and Descents of Random Permutations0
Propagation of Chaos for Point Processes Induced by Particle Systems with Mean-Field Drift Interaction0
Amalgamated Free Lévy Processes as Limits of Sample Covariance Matrices0
On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case0
Equivalences of Geometric Ergodicity of Markov Chains0
Semimartingale Representation of a Class of Semi-Markov Dynamics0
Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices0
The Generalized Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree0
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