Journal of Theoretical Probability

Article	Citations
Generalized Iterated Poisson Process and Applications	10
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation	10
On the Generalized Birth–Death Process and Its Linear Versions	8
Limit Theorem for Self-intersection Local Time Derivative of Multidimensional Fractional Brownian Motion	8
Harnack Inequalities for Mean-Field G-Stochastic Differential Equations with Multiplicative Noise	8
Intersections of Randomly Translated Sets	7
Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains	7
Non-uniqueness Phase of Percolation on Reflection Groups in $${\mathbb {H}^3}$$	6
A Theory of Singular Values for Finite Free Probability	6
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon	6
Functional Inequalities for Some Generalised Mehler Semigroups	6
On the Quenched CLT for Stationary Markov Chains	6
The Gorin–Shkolnikov Identity and Its Random Tree Generalization	6
General Mean Reflected Backward Stochastic Differential Equations	5
Asymptotic Expansions for Additive Measures of Branching Brownian Motions	5
Non-Hermitian Random Matrices with a Variance Profile (II): Properties and Examples	5
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups	4
Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise	4
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems	4
Lower Deviation for the Supremum of the Support of Super-Brownian Motion	4
On the Normalized Laplacian Spectra of Random Geometric Graphs	4
On the Ergodicity of Certain Markov Chains in Random Environments	4
Some Bounds for the Expectations of Functions on Order Statistics and Their Applications	4
Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions	3
Quantitative Russo–Seymour–Welsh for Random Walk on Random Graphs and Decorrelation of Uniform Spanning Trees	3

Hitting with Probability One for Stochastic Heat Equations with Additive Noise	3
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces	3
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations	3
Invariant Measures for Stochastic Reaction–Diffusion Problems on Unbounded Thin Domains Driven by Nonlinear Noise	3
Functional Limit Theorems for the Pólya Urn	3
Small Deviations for the Mutual Intersection Local Time of Brownian Motions	3
Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space	3
Correction to: A Functional CLT for Partial Traces of Random Matrices	3
Macroscopic Multi-fractality of Gaussian Random Fields and Linear Stochastic Partial Differential Equations with Colored Noise	3
High-Dimensional Central Limit Theorems for Homogeneous Sums	3
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails	2
Fractional Kolmogorov Equations with Singular Paracontrolled Terminal Conditions	2
Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment	2
Another Look at Stein’s Method for Studentized Nonlinear Statistics with an Application to U-Statistics	2
From Irrevocably Modulated Filtrations to Dynamical Equations Over Random Networks	2
Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps	2
Support Theorem for Lévy-driven Stochastic Differential Equations	2
Conformable Fractional Stochastic Differential Inclusions Driven by Poisson Jumps with Optimal Control and Clarke Subdifferential	2
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View	2
Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind	2
Regular Diffusion and Stochastic Differential Equation with Generalized Drift	2
A Large Deviation Principle for the Stochastic Heat Equation with General Rough Noise	2
Berry–Esseen-Type Estimates for Random Variables with a Sparse Dependency Graph	2
On Markov Intertwining Relations and Primal Conditioning	2
Wasserstein-Type Distances of Two-Type Continuous-State Branching Processes in Lévy Random Environments	2
On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures	2
Correction to: Strong Approximation of the Anisotropic Random Walk Revisited	2
Exact Uniform Modulus of Continuity and Chung’s LIL for the Generalized Fractional Brownian Motion	2
Hoffmann-Jørgensen Inequalities for Random Walks on the Cone of Positive Definite Matrices	2
Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space	2
Deviation and Moment Inequalities for Banach-Valued U-statistics	2
Sylvester Index of Random Hermitian Matrices	2
A Girsanov-Type Formula for a Class of Anticipative Transforms of Brownian Motion Associated with Exponential Functionals	2
On Conditioning Brownian Particles to Coalesce	2
Spatially Inhomogeneous Populations with Seed-Banks: I. Duality, Existence and Clustering	2
Commutative Monoid Duality	2
Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors	2
Some Families of Random Fields Related to Multiparameter Lévy Processes	2
On Order Isomorphisms Intertwining Semigroups for Dirichlet Forms	2
Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach	1
Scaling Limits of Slim and Fat Trees	1
Reflected and Doubly Reflected Backward Stochastic Differential Equations with Irregular Obstacles and a Large Set of Stopping Strategies	1
Entropies of Sums of Independent Gamma Random Variables	1
Error distribution of the Euler approximation scheme for stochastic Volterra equations	1
A Proof of Sanov’s Theorem via Discretizations	1
Precise Tail Behaviour of Some Dirichlet Series	1
On Stein’s Factors for Poisson Approximation in Wasserstein Distance with Nonlinear Transportation Costs	1
Second-Order Tail Behavior for Stochastic Discounted Value of Aggregate Net Losses in a Discrete-Time Risk Model	1
A Support Theorem for Stochastic Differential Equations Driven by a Fractional Brownian Motion	1
Positivity of the Density for Rough Differential Equations	1

Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails	1
Octonionic Brownian Windings	1
Stochastic Comparisons of Tracy–Widom $$\beta $$ Distributions	1
Bifractional Brownian Motions on Metric Spaces	1
Mild Solutions for the Stochastic Generalized Burgers–Huxley Equation	1
Lower Bound for Large Local Transversal Fluctuations of Geodesics in Last Passage Percolation	1
Stochastic Dynamics of Generalized Planar Random Motions with Orthogonal Directions	1
The Oscillating Random Walk on $$ {\mathbf {\mathbb {Z}}} $$	1
Limit Theorems for $$\sigma $$-Localized Émery Convergence	1
Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices	1
Generalized Fractional Counting Process	1
Selfsimilar Free Additive Processes and Freely Selfdecomposable Distributions	1
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition	1
Criteria for Geometric and Algebraic Transience for Discrete-Time Markov Chains	1
Concentration Inequalities on the Multislice and for Sampling Without Replacement	1
Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions	1
Urns with Multiple Drawings and Graph-Based Interaction	1
Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass	1
On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands	1
Higher-Order Derivative of Self-Intersection Local Time for Fractional Brownian Motion	1
Backward Euler–Maruyama Method for the Random Periodic Solution of a Stochastic Differential Equation with a Monotone Drift	1
On the Second Eigenvalue of Random Bipartite Biregular Graphs	1
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements	1
Evolving Systems of Stochastic Differential Equations	1
On a Weak Law of Large Numbers with Regularly Varying Normalizing Sequences	1
Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses	1
On a Theorem by A.S. Cherny for Semilinear Stochastic Partial Differential Equations	1
A Conditioned Local Limit Theorem for Nonnegative Random Matrices	1
Quasi-Ergodic Limits for Moments of Jumps Under Absorbing Stable Processes	1
The Lightning Model	1
Backward Stochastic Differential Equations with No Driving Martingale, Markov Processes and Associated Pseudo-Partial Differential Equations: Part II—Decoupled Mild Solutions and Examples	1
Gradient Flows on Graphons: Existence, Convergence, Continuity Equations	1
The Generalized Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree	1
Correction: Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach	1
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term	1
The Limit Empirical Spectral Distribution of Gaussian Monic Complex Matrix Polynomials	1
Multivariate Normal Approximation on the Wiener Space: New Bounds in the Convex Distance	1
Green Function for an Asymptotically Stable Random Walk in a Half Space	1
On Decoupled Standard Random Walks	1
Existence, Uniqueness and Stability Analysis for Neutral Stochastic Functional Differential Equations with Jumps and Infinite Delay	1
Weak Convergence of Topological Measures	1
Well-Posedness for a Class of Mean-Field-Type Forward-Backward Stochastic Differential Equations and Classical Solutions of Related Master Equations	1
Weighted Davis Inequalities for Martingale Square Functions	1
Multivariate Stable Approximation by Stein’s Method	1
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case	1
Transition of the Simple Random Walk on the Ice Model Graph	1
On the Probabilistic Representation of the Free Effective Resistance of Infinite Graphs	1
A Denseness Property of Stochastic Processes	1
Exponential Families, Rényi Divergence and the Almost Sure Cauchy Functional Equation	1
Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices	1
On the Existence of Extreme Coherent Distributions with No Atoms	1
Harmonic Moments and Large Deviations for the Markov Branching Process with Immigration	1
Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States	1
A Strong Version of the Skorohod Representation Theorem	1
Long-time Hurst Regularity of Fractional Stochastic Differential Equations and Their Ergodic Means	1
The Moduli of Continuity for Operator Fractional Brownian Motion	1
Universality for Persistence Exponents of Local Times of Self-Similar Processes with Stationary Increments	1
Error Distribution for One-Dimensional Stochastic Differential Equations Driven By Fractional Brownian Motion	0
Note on the Weak Convergence of Hyperplane $$\alpha $$-Quantile Functionals and Their Continuity in the Skorokhod J1 Topology	0
On a Certain Operator Related to Blackwell’s Markov Chain	0
A note on the maximal expected local time of $${\text {L}}_2$$-bounded martingales	0
Rough Differential Equations Containing Path-Dependent Bounded Variation Terms	0
On Ergodic Properties of Some Lévy-Type Processes	0
A Central Limit Theorem for the Mean Starting Hitting Time for a Random Walk on a Random Graph	0
On the Additive Property of Finitely Additive Measures	0
Large Deviation Principle for Stochastic Reaction–Diffusion Equations with Superlinear Drift on $$\mathbb {R}$$ Driven by Space–Time White Noise	0
Strong Approximation of the Anisotropic Random Walk Revisited	0
Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations	0
Sojourn Times of Gaussian Processes with Random Parameters	0
Convergence Towards the End Space for Random Walks on Schreier Graphs	0
Density Fluctuations for the Multi-Species Stirring Process	0
Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes	0
Fractional Poisson Processes of Order k and Beyond	0
Hydrodynamic Limit for the d-Facilitated Exclusion Process	0
Stochastic Forcing in Hydrodynamic Models with Non-local Interactions	0
Higher-Order Error Estimates of the Discrete-Time Clark–Ocone Formula	0
Discretization of the Ergodic Functional Central Limit Theorem	0
Asymptotic Behaviors for Random Geometric Series	0
Iterative Weak Approximation and Hard Bounds for Switching Diffusion	0
Convergence of Weak Euler Approximation for Nondegenerate Stochastic Differential Equations Driven by Point and Martingale Measures	0

Stochastic Two-Dimensional Navier–Stokes Equations on Time-Dependent Domains	0
Excursions of the Brox Diffusion	0
Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear Stochastic Integrodifferential Equations	0
Partial Smoothing of the Stochastic Wave Equation and Regularization by Noise Phenomena	0
A Note on the Markovian SIR Epidemic on a Random Graph with Given Degrees	0
Regularity of Local Times Associated with Volterra–Lévy Processes and Path-Wise Regularization of Stochastic Differential Equations	0
Moderate Deviation Principle for Multiscale Systems Driven by Fractional Brownian Motion	0
Lower Deviation Probabilities for Level Sets of the Branching Random Walk	0
Semi-uniform Feller Stochastic Kernels	0
A Simple Method to Find All Solutions to the Functional Equation of the Smoothing Transform	0
Fractional Skellam Process of Order k	0
Moderate Deviations for Drift Parameter Estimations in Reflected Ornstein–Uhlenbeck Process	0
Cutoff on Trees is Rare	0
Strong Solutions to a Beta-Wishart Particle System	0
Fluctuation Moments Induced by Conjugation with Asymptotically Liberating Random Matrix Ensembles	0
Limit Theorems for the Rightmost Particle in the Locally Inhomogeneous Branching Brownian Motion	0
Stochastic Differential Equations with Local Growth Singular Drifts	0
Entropic Regularization of Wasserstein Distance Between Infinite-Dimensional Gaussian Measures and Gaussian Processes	0
The Laws of Large Numbers Associated with the Linear Self-attracting Diffusion Driven by Fractional Brownian Motion and Applications	0
Bounding the $$L^1$$-Distance Between One-Dimensional Continuous and Discrete Distributions via Stein’s Method	0
Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces	0
On the $$L^{p}$$-Spaces of Projective Limits of Probability Measures	0
On the Exponential Ergodicity of (2+2)-Affine Processes in Total Variation Distances	0
Asymptotic Normality in Banach Spaces via Lindeberg Method	0
Estimates of Certain Exit Probabilities for p-Adic Brownian Bridges	0
The Transport Map Computed by Iterated Function System	0
The Heyde Theorem on a Group $$\mathbb {R}^n \times D$$, Where D is a Discrete Abelian Group	0
Onset of Pattern Formation for the Stochastic Allen–Cahn Equation	0
Fox-H Densities and Completely Monotone Generalized Wright Functions	0
A Strong Convergence Rate of the Averaging Principle for Two-Time-Scale Forward-Backward Stochastic Differential Equations	0
Divergence Criterion for a Class of Random Series Related to the Partial Sums of I.I.D. Random Variables	0
Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution	0
Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model	0
On the Characterization of a Finite Random Field by Conditional Distribution and its Gibbs Form	0
Optimal Hardy Inequalities for Schrödinger Operators Based on Symmetric Stable Processes	0
Moderate and $$L^p$$ Maximal Inequalities for Diffusion Processes and Conformal Martingales	0
Exponential Ergodicity for Singular McKean–Vlasov Stochastic Differential Equations in Weighted Variation Metric	0
mu-Brownian Motion, Dualities, Diffusions, Transforms, and Reproducing Kernel Hilbert Spaces	0
Explosion Rates for Continuous-State Branching Processes in a Lévy Environment	0
Stratonovich Solution for the Wave Equation	0
Wigner- and Marchenko–Pastur-Type Limit Theorems for Jacobi Processes	0
Planar Random Motions in a Vortex	0
On the Correlation of Critical Points and Angular Trispectrum for Random Spherical Harmonics	0
An Analogue of the Klebanov Theorem for Locally Compact Abelian Groups	0
Local Times for Continuous Paths of Arbitrary Regularity	0
Amalgamated Free Lévy Processes as Limits of Sample Covariance Matrices	0
Zero–One Laws for Events with Positional Symmetries	0
Convergence of Martingales with Jumps on Submanifolds of Euclidean Spaces and its Applications to Harmonic Maps	0
Characterisation of Honest Times and Optional Semimartingales of Class-$$(\Sigma )$$	0
Reaction–Diffusion Models for a Class of Infinite-Dimensional Nonlinear Stochastic Differential Equations	0
A Class of Non-Reversible Hypercube Long-Range Random Walks and Bernoulli Autoregression	0
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling	0
General Transfer Formula for Stochastic Integral with Respect to Multifractional Brownian Motion	0
Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators	0
Dimensions of Fractional Brownian Images	0
On the Kolmogorov Constant Explicit Form in the Theory of Stochastic Continuous-time Markov Branching Systems	0
Limit Theorems for Deviation Means of Independent and Identically Distributed Random Variables	0
Some Properties of Markov chains on the Free Group $${\mathbb {F}}_2$$	0
Hoeffding–Serfling Inequality for U-Statistics Without Replacement	0
The Cosine–Sine Decomposition and Conditional Negative Correlation Inequalities for Determinantal Processes	0
Edgeworth Expansion and Large Deviations for the Coefficients of Products of Positive Random Matrices	0
Spectral Heat Content for Time-Changed Killed Brownian Motions	0
Renewal Dynamical Approach for Non-Minimal Quasi-Stationary Distributions of One-Dimensional Diffusions	0
On Smooth Mesoscopic Linear Statistics of the Eigenvalues of Random Permutation Matrices	0
Homogenization of a Multivariate Diffusion with Semipermeable Interfaces	0
Transcritical Bifurcation for the Conditional Distribution of a Diffusion Process	0
Positive Reinforced Generalized Time-Dependent Pólya Urns via Stochastic Approximation	0
Markov Chains in the Domain of Attraction of Brownian Motion in Cones	0
Volterra Equations Driven by Rough Signals 3: Probabilistic Construction of the Volterra Rough Path for Fractional Brownian Motions	0
Sample Path Behaviors of Lévy Processes Conditioned to Avoid Zero	0
Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates	0
Joint Extremes of Inversions and Descents of Random Permutations	0
Ergodic Theorems with Random Weights for Stationary Random Processes and Fields	0
Coupled McKean–Vlasov Equations Over Convex Domains	0
Central Limit Theorem for Kernel Estimator of Invariant Density in Bifurcating Markov Chains Models	0
Convex Order, Quantization and Monotone Approximations of ARCH Models	0
Cutpoints of (1,2) and (2,1) Random Walks on the Lattice of Positive Half Line	0
On Null-Homology and Stationary Sequences	0
Anisotropic Non-oriented Bond Percolation in High Dimensions	0
On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case	0
Explicit Approximation of Invariant Measure for Stochastic Delay Differential Equations with the Nonlinear Diffusion Term	0
Limit Behavior in High-Dimensional Regime for the Wishart Tensors in Wiener Chaos	0
The Local Limit Theorem for Supercritical Branching Processes with Immigration	0
The Distributions of the Mean of Random Vectors with Fixed Marginal Distribution	0
Precise Large Deviations for the Total Population of Heavy-Tailed Subcritical Branching Processes with Immigration	0
A New Life of Pearson’s Skewness	0
Well-Posedness for Stochastic Fractional Navier–Stokes Equation in the Critical Fourier–Besov Space	0
On the Local Time of Anisotropic Random Walk on $$\mathbb Z^2$$	0
Gaussian Free Fields on the Hypercube	0
Large and Moderate Deviations Principles and Central Limit Theorem for the Stochastic 3D Primitive Equations with Gradient-Dependent Noise	0
Stable Central Limit Theorem in Total Variation Distance	0
Limiting Spherical Integrals of Bounded Continuous Functions	0
Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions	0
Asymptotic Properties of Random Contingency Tables with Uniform Margin	0
A Note on Transience of Generalized Multi-Dimensional Excited Random Walks	0