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 2021-08-01 to 2025-08-01.)
ArticleCitations
A Theory of Singular Values for Finite Free Probability12
Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors10
On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures9
Lower Deviation for the Supremum of the Support of Super-Brownian Motion9
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems8
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations8
Commutative Monoid Duality7
Functional Limit Theorems for the Pólya Urn7
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon6
Conformable Fractional Stochastic Differential Inclusions Driven by Poisson Jumps with Optimal Control and Clarke Subdifferential6
On the Second Eigenvalue of Random Bipartite Biregular Graphs5
Precise Tail Behaviour of Some Dirichlet Series5
Fractional Kolmogorov Equations with Singular Paracontrolled Terminal Conditions5
Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise5
Poisson–Dirichlet Scaling Limits of Kemp’s Supertrees5
Some Families of Random Fields Related to Multiparameter Lévy Processes5
The Lightning Model5
Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses5
The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities4
Multivariate Stable Approximation by Stein’s Method4
Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails4
Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems4
Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States4
Markov Chains in the Domain of Attraction of Brownian Motion in Cones4
Expected Number of Zeros of Random Power Series with Finitely Dependent Gaussian Coefficients4
Bifractional Brownian Motions on Metric Spaces4
Structural Properties of Gibbsian Point Processes in Abstract Spaces3
Normal Approximation of Compound Hawkes Functionals3
Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments3
Exit Times for a Discrete Markov Additive Process3
On the Characterization of a Finite Random Field by Conditional Distribution and its Gibbs Form3
Onset of Pattern Formation for the Stochastic Allen–Cahn Equation3
A Note on the Convergence of the Extreme Eigenvalues of a Large-Dimensional Sample Covariance Matrix3
Approximation Schemes for McKean–Vlasov and Boltzmann-Type Equations (Error Analysis in Total Variation Distance)3
Regularity of the Semigroup of Regular Probability Measures on Locally Compact Hausdorff Topological Groups3
Discretization of the Ergodic Functional Central Limit Theorem3
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling3
Stochastic Forcing in Hydrodynamic Models with Non-local Interactions3
mu-Brownian Motion, Dualities, Diffusions, Transforms, and Reproducing Kernel Hilbert Spaces3
General Self-Similarity Properties for Markov Processes and Exponential Functionals of Lévy Processes3
Hydrodynamic Limit for the d-Facilitated Exclusion Process3
Cutoff on Trees is Rare3
Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions3
Dimensions of Fractional Brownian Images3
Deviation and Moment Inequalities for Banach-Valued U-statistics2
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails2
On Decoupled Standard Random Walks2
General Mean Reflected Backward Stochastic Differential Equations2
Small Deviations for the Mutual Intersection Local Time of Brownian Motions2
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation2
Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear Stochastic Integrodifferential Equations2
Characterisation of Honest Times and Optional Semimartingales of Class-$$(\Sigma )$$2
Limit Theorems for $$\sigma $$-Localized Émery Convergence2
A Denseness Property of Stochastic Processes2
Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass2
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition2
Entropies of Sums of Independent Gamma Random Variables2
Green Function for an Asymptotically Stable Random Walk in a Half Space2
On the Normalized Laplacian Spectra of Random Geometric Graphs2
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups2
Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations2
On Ergodic Properties of Some Lévy-Type Processes2
Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps2
Support Theorem for Lévy-driven Stochastic Differential Equations2
Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past2
Regular Diffusion and Stochastic Differential Equation with Generalized Drift2
On Stein’s Factors for Poisson Approximation in Wasserstein Distance with Nonlinear Transportation Costs2
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements2
A Conditioned Local Limit Theorem for Nonnegative Random Matrices2
On Conditioning Brownian Particles to Coalesce2
High-Dimensional Central Limit Theorems for Homogeneous Sums2
A Law of Large Numbers for Local Patterns in Schur Measures and a Schur Process2
On the $$L^{p}$$-Spaces of Projective Limits of Probability Measures2
Convex Order, Quantization and Monotone Approximations of ARCH Models2
A Strong Version of the Skorohod Representation Theorem2
Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates2
Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes1
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term1
Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains1
Quasi-Ergodic Limits for Moments of Jumps Under Absorbing Stable Processes1
Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution1
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces1
Stochastic Differential Equations with Singular Coefficients: The Martingale Problem View and the Stochastic Dynamics View1
Asymptotic Behaviors for Random Geometric Series1
A Strong Convergence Rate of the Averaging Principle for Two-Time-Scale Forward-Backward Stochastic Differential Equations1
On the Generalized Birth–Death Process and Its Linear Versions1
An Exponential Nonuniform Berry–Esseen Bound for the Fractional Ornstein–Uhlenbeck Process1
Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space1
A Version of the Random Directed Forest and its Convergence to the Brownian Web1
Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment1
Tail Behavior and Almost Sure Growth Rate of Superpositions of Ornstein–Uhlenbeck-type Processes1
Multivariate Random Fields Evolving Temporally Over Hyperbolic Spaces1
Another Look at Stein’s Method for Studentized Nonlinear Statistics with an Application to U-Statistics1
Using Stein’s Method to Analyze Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes1
A Simple Method to Find All Solutions to the Functional Equation of the Smoothing Transform1
Zero–One Laws for Events with Positional Symmetries1
Determining the Number and Values of Thresholds for Multi-regime Threshold Ornstein–Uhlenbeck Processes1
Existence and Uniqueness of Solutions for Multi-dimensional Reflected Backward Stochastic Differential Equations with Diagonally Quadratic Generators1
Sylvester Index of Random Hermitian Matrices1
Entropic Regularization of Wasserstein Distance Between Infinite-Dimensional Gaussian Measures and Gaussian Processes1
The Generalized Entropy Ergodic Theorem with Two Types of Convergence for M-th-Order Nonhomogeneous Hidden Markov Models1
Error distribution of the Euler approximation scheme for stochastic Volterra equations1
On Self-Similar Bernstein Functions and Corresponding Generalized Fractional Derivatives1
Coupled McKean–Vlasov Equations Over Convex Domains1
Exponential Ergodicity for Singular McKean–Vlasov Stochastic Differential Equations in Weighted Variation Metric1
Exact Modulus of Continuities for $$\Lambda $$-Fleming–Viot Processes with Brownian Spatial Motion1
Gaussian Free Fields on the Hypercube1
Well-Posedness for Path-Distribution Dependent Stochastic Differential Equations with Singular Drifts1
Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions1
Central Limit Theorem for Crossings in Randomly Embedded Graphs1
On the Ergodicity of Certain Markov Chains in Random Environments1
On Nonlinear Markov Processes in the Sense of McKean1
Generalized Unimodality and Subordinators, With Applications to Stable Laws and to the Mittag-Leffler Function1
Some Properties of Markov chains on the Free Group $${\mathbb {F}}_2$$1
Penalization of Galton–Watson Trees with Marked Vertices1
Spectral Heat Content for Time-Changed Killed Brownian Motions1
The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices1
Well-Posedness for Stochastic Fractional Navier–Stokes Equation in the Critical Fourier–Besov Space1
Local Central Limit Theorem for Multi-group Curie–Weiss Models1
Sub-exponentiality in Statistical Exponential Models1
A Proof of Sanov’s Theorem via Discretizations1
Rough Differential Equations Containing Path-Dependent Bounded Variation Terms1
Optimal Controllability for Multi-Term Time-Fractional Stochastic Systems with Non-Instantaneous Impulses1
Urns with Multiple Drawings and Graph-Based Interaction1
Quasi-Stationary Distributions for Single Death Processes with Killing1
Hoeffding–Serfling Inequality for U-Statistics Without Replacement1
Moderate and $$L^p$$ Maximal Inequalities for Diffusion Processes and Conformal Martingales1
Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion1
On the Existence of Extreme Coherent Distributions with No Atoms1
On a Generalisation of the Coupon Collector Problem1
Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy Noises1
Some Bounds for the Expectations of Functions on Order Statistics and Their Applications1
The Extinction Rate of a Branching Random Walk with a Barrier in a Time-Inhomogeneous Random Environment1
Lower Deviation Probabilities for Level Sets of the Branching Random Walk1
Higher-Order Error Estimates of the Discrete-Time Clark–Ocone Formula1
Limiting Distributions for a Class of Super-Brownian Motions with Spatially Dependent Branching Mechanisms1
The Heyde Theorem on a Group $$\mathbb {R}^n \times D$$, Where D is a Discrete Abelian Group1
Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces1
Anisotropic Non-oriented Bond Percolation in High Dimensions1
Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space1
Bounding the $$L^1$$-Distance Between One-Dimensional Continuous and Discrete Distributions via Stein’s Method1
Concentration Inequalities on the Multislice and for Sampling Without Replacement1
$$L^p$$-Error Estimates for Numerical Schemes for Solving Certain Kinds of Mean-Field Backward Stochastic Differential Equations1
Non-uniqueness Phase of Percolation on Reflection Groups in $${\mathbb {H}^3}$$0
The Transport Map Computed by Iterated Function System0
A Class of Non-Reversible Hypercube Long-Range Random Walks and Bernoulli Autoregression0
Semimartingale Representation of a Class of Semi-Markov Dynamics0
Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators0
Asymptotic Normality in Banach Spaces via Lindeberg Method0
A Robust $$\alpha $$-Stable Central Limit Theorem Under Sublinear Expectation without Integrability Condition0
On Poisson Approximation0
Partial Smoothing of the Stochastic Wave Equation and Regularization by Noise Phenomena0
Asymptotic Expansions for Additive Measures of Branching Brownian Motions0
Integral Functionals for Spectrally Positive Lévy Processes0
Hausdorff Measure and Uniform Dimension for Space-Time Anisotropic Gaussian Random Fields0
Correction: Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach0
Generalized Backward Doubly Stochastic Differential Equations Driven by Lévy Processes with Discontinuous and Linear Growth Coefficients0
On Smooth Mesoscopic Linear Statistics of the Eigenvalues of Random Permutation Matrices0
Reflected and Doubly Reflected Backward Stochastic Differential Equations with Irregular Obstacles and a Large Set of Stopping Strategies0
The Spine of Two-Particle Fleming–Viot Process in a Bounded Interval0
Precise Large Deviations for the Total Population of Heavy-Tailed Subcritical Branching Processes with Immigration0
On the Quenched CLT for Stationary Markov Chains0
Local Times for Continuous Paths of Arbitrary Regularity0
Explicit Approximation of Invariant Measure for Stochastic Delay Differential Equations with the Nonlinear Diffusion Term0
Functional Inequalities for Some Generalised Mehler Semigroups0
Transition of the Simple Random Walk on the Ice Model Graph0
Edgeworth Expansion and Large Deviations for the Coefficients of Products of Positive Random Matrices0
Sample Path Behaviors of Lévy Processes Conditioned to Avoid Zero0
Hoffmann-Jørgensen Inequalities for Random Walks on the Cone of Positive Definite Matrices0
On the Correlation of Critical Points and Angular Trispectrum for Random Spherical Harmonics0
On the Exponential Ergodicity of (2+2)-Affine Processes in Total Variation Distances0
Hitting with Probability One for Stochastic Heat Equations with Additive Noise0
The Distributions of the Mean of Random Vectors with Fixed Marginal Distribution0
A Kolmogorov–Chentsov Type Theorem on General Metric Spaces with Applications to Limit Theorems for Banach-Valued Processes0
Gaussian Generating Functionals on Easy Quantum Groups0
Large and Moderate Deviations Principles and Central Limit Theorem for the Stochastic 3D Primitive Equations with Gradient-Dependent Noise0
On Convergence of the Uniform Norm and Approximation for Stochastic Processes from the Space $${\textbf{F}}_\psi (\Omega )$$0
Convergence of Martingales with Jumps on Submanifolds of Euclidean Spaces and its Applications to Harmonic Maps0
A Note on the Markovian SIR Epidemic on a Random Graph with Given Degrees0
A Support Theorem for Stochastic Differential Equations Driven by a Fractional Brownian Motion0
Exact Convergence Rates to Derivatives of Local Time for Some Self-similar Gaussian processes0
Note on the Weak Convergence of Hyperplane $$\alpha $$-Quantile Functionals and Their Continuity in the Skorokhod J1 Topology0
Fluctuation Moments Induced by Conjugation with Asymptotically Liberating Random Matrix Ensembles0
Series Expansions for Stochastic Partial Differential Equations with Symmetric $$\alpha $$-Stable Lévy Noise0
Large Deviation Principle for the Maximal Eigenvalue of Inhomogeneous Erdős-Rényi Random Graphs0
A Note on Transience of Generalized Multi-Dimensional Excited Random Walks0
A Central Limit Theorem for the Mean Starting Hitting Time for a Random Walk on a Random Graph0
Planar Random Motions in a Vortex0
Exponential Families, Rényi Divergence and the Almost Sure Cauchy Functional Equation0
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View0
Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices0
The Euler-Maruyama Approximation of State-Dependent Regime Switching Diffusions0
On the Probabilistic Representation of the Free Effective Resistance of Infinite Graphs0
Equivalences of Geometric Ergodicity of Markov Chains0
Spectrum of Lévy–Khintchine Random Laplacian Matrices0
Scaling Limits of Slim and Fat Trees0
Large Deviation Principle for Stochastic Reaction–Diffusion Equations with Superlinear Drift on $$\mathbb {R}$$ Driven by Space–Time White Noise0
On the Additive Property of Finitely Additive Measures0
Generalized Fractional Counting Process0
Positive Reinforced Generalized Time-Dependent Pólya Urns via Stochastic Approximation0
Cutpoints of (1,2) and (2,1) Random Walks on the Lattice of Positive Half Line0
Non-Instantaneous Impulsive Fractional Stochastic Differential Systems with Damping: Optimal Controls and Trajectory Controllability0
Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind0
Excursions of the Brox Diffusion0
Amalgamated Free Lévy Processes as Limits of Sample Covariance Matrices0
The Gorin–Shkolnikov Identity and Its Random Tree Generalization0
On the Local Time of Anisotropic Random Walk on $$\mathbb Z^2$$0
Right-Most Position of a Last Progeny Modified Branching Random Walk0
Correction to: A Functional CLT for Partial Traces of Random Matrices0
Fox-H Densities and Completely Monotone Generalized Wright Functions0
A Sobolev Space Theory for Time-Fractional Stochastic Partial Differential Equations Driven by Lévy Processes0
Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model0
On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case0
Convergence to the Uniform Distribution of Vectors of Partial Sums Modulo One with a Common Factor0
General Transfer Formula for Stochastic Integral with Respect to Multifractional Brownian Motion0
Second-Order Tail Behavior for Stochastic Discounted Value of Aggregate Net Losses in a Discrete-Time Risk Model0
Homogenization of a Multivariate Diffusion with Semipermeable Interfaces0
Asymptotic Properties of Random Contingency Tables with Uniform Margin0
Equivalence–Singularity Dichotomy in Markov Measures0
Semi-uniform Feller Stochastic Kernels0
The Local Limit Theorem for Supercritical Branching Processes with Immigration0
A New Life of Pearson’s Skewness0
The Generalized Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree0
A Limit Theorem for Bernoulli Convolutions and the $$\Phi $$-Variation of Functions in the Takagi Class0
On Time-Changed Linear Birth–Death–Immigration Process0
The Moduli of Continuity for Operator Fractional Brownian Motion0
The Voter Model with a Slow Membrane0
Log-Harnack Inequality and Exponential Ergodicity for Distribution Dependent Chan–Karolyi–Longstaff–Sanders and Vasicek Models0
Well-Posedness for a Class of Mean-Field-Type Forward-Backward Stochastic Differential Equations and Classical Solutions of Related Master Equations0
Wasserstein Convergence Rates for Empirical Measures of Subordinated Processes on Noncompact Manifolds0
On the Kolmogorov Constant Explicit Form in the Theory of Stochastic Continuous-time Markov Branching Systems0
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case0
Some Optimal Conditions for the ASCLT0
Volterra Equations Driven by Rough Signals 3: Probabilistic Construction of the Volterra Rough Path for Fractional Brownian Motions0
Limiting Spherical Integrals of Bounded Continuous Functions0
Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices0
Ergodic Theorems with Random Weights for Stationary Random Processes and Fields0
Sojourn Times of Gaussian Processes with Random Parameters0
Stochastic Comparisons of Tracy–Widom $$\beta $$ Distributions0
Stratonovich Solution for the Wave Equation0
On Null-Homology and Stationary Sequences0
Invariant Measures for Stochastic Reaction–Diffusion Problems on Unbounded Thin Domains Driven by Nonlinear Noise0
Error Distribution for One-Dimensional Stochastic Differential Equations Driven By Fractional Brownian Motion0
Large Deviation Principle for Occupation Measures of Stochastic Generalized Burgers–Huxley Equation0
Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions0
Limit Behavior in High-Dimensional Regime for the Wishart Tensors in Wiener Chaos0
Stochastic Two-Dimensional Navier–Stokes Equations on Time-Dependent Domains0
An Analogue of the Klebanov Theorem for Locally Compact Abelian Groups0
The Oscillating Random Walk on $$ {\mathbf {\mathbb {Z}}} $$0
Limit Theorems for Stochastic Exponentials of Matrix-Valued Lévy Processes0
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