OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Theoretical Probability is 1. 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 2021-11-01 to 2025-11-01.)

Article	Citations
Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors	16
On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures	12
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations	9
Lower Deviation for the Supremum of the Support of Super-Brownian Motion	9
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems	8
Commutative Monoid Duality	8
Hölder Estimates and Weak Convergences of Certain Weighted Sum Processes	7
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon	7
A Theory of Singular Values for Finite Free Probability	6
Left-Continuous Random Walk on $${\mathbb {Z}}$$ and the Parity of Its Hitting Times	6
Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise	6
Stabilization of Distribution Dependent Stochastic Differential Equations Driven by Lévy Noise with Discrete-Time Feedback Controls	5
Conformable Fractional Stochastic Differential Inclusions Driven by Poisson Jumps with Optimal Control and Clarke Subdifferential	5
Fractional Kolmogorov Equations with Singular Paracontrolled Terminal Conditions	5
Precise Tail Behaviour of Some Dirichlet Series	5
The Lightning Model	5
On the Second Eigenvalue of Random Bipartite Biregular Graphs	5
Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses	4
Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States	4
Markov Chains in the Domain of Attraction of Brownian Motion in Cones	4
mu-Brownian Motion, Dualities, Diffusions, Transforms, and Reproducing Kernel Hilbert Spaces	4
Banach Random Walk in Acoustics	4
Expected Number of Zeros of Random Power Series with Finitely Dependent Gaussian Coefficients	4
Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails	4
A Note on the Convergence of the Extreme Eigenvalues of a Large-Dimensional Sample Covariance Matrix	4

Poisson–Dirichlet Scaling Limits of Kemp’s Supertrees	4
Some Families of Random Fields Related to Multiparameter Lévy Processes	4
Multivariate Stable Approximation by Stein’s Method	4
Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems	4
The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities	4
Large Deviations for Locally Monotone Stochastic Partial Differential Equations Driven by Lévy Noise	3
Normal Approximation of Compound Hawkes Functionals	3
Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments	3
Hydrodynamic Limit for the d-Facilitated Exclusion Process	3
Cutoff on Trees is Rare	3
Convergence to Stable Laws and a Local Limit Theorem for Products of Positive Random Matrices	3
Mean Attractors and Invariant Measures for Fractional Stochastic Lattice Systems Driven by Nonlinear Noise	3
Approximation Schemes for McKean–Vlasov and Boltzmann-Type Equations (Error Analysis in Total Variation Distance)	3
Measure Kernel Sections for Superlinear Stochastic Korteweg–de Vries Lattice Systems on Banach Spaces	3
Discretization of the Ergodic Functional Central Limit Theorem	3
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling	3
Regularity of the Semigroup of Regular Probability Measures on Locally Compact Hausdorff Topological Groups	3
Bifractional Brownian Motions on Metric Spaces	3
Exit Times for a Discrete Markov Additive Process	3
Structural Properties of Gibbsian Point Processes in Abstract Spaces	3
On the Characterization of a Finite Random Field by Conditional Distribution and its Gibbs Form	3
Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions	3
High-Dimensional Central Limit Theorems for Homogeneous Sums	2
Regular Diffusion and Stochastic Differential Equation with Generalized Drift	2
Green Function for an Asymptotically Stable Random Walk in a Half Space	2
A Conditioned Local Limit Theorem for Nonnegative Random Matrices	2
Limit Theorems for $$\sigma $$-Localized Émery Convergence	2
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation	2
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups	2
Onset of Pattern Formation for the Stochastic Allen–Cahn Equation	2
On the $$L^{p}$$-Spaces of Projective Limits of Probability Measures	2
On Conditioning Brownian Particles to Coalesce	2
On the Normalized Laplacian Spectra of Random Geometric Graphs	2
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements	2
Deviation and Moment Inequalities for Banach-Valued U-statistics	2
On Decoupled Standard Random Walks	2
A Strong Version of the Skorohod Representation Theorem	2
Entropies of Sums of Independent Gamma Random Variables	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
A Law of Large Numbers for Local Patterns in Schur Measures and a Schur Process	2
Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations	2
Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear Stochastic Integrodifferential Equations	2
Large Deviations and Berry–Esseen Bounds for A Critical Galton–Watson Process	2
Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass	2
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition	2
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails	2
A Denseness Property of Stochastic Processes	2
Small Deviations for the Mutual Intersection Local Time of Brownian Motions	2
Convex Order, Quantization and Monotone Approximations of ARCH Models	2

On Ergodic Properties of Some Lévy-Type Processes	2
Characterisation of Honest Times and Optional Semimartingales of Class-$$(\Sigma )$$	2
General Mean Reflected Backward Stochastic Differential Equations	2
Exponential Ergodicity for Singular McKean–Vlasov Stochastic Differential Equations in Weighted Variation Metric	1
$$L^p$$-Error Estimates for Numerical Schemes for Solving Certain Kinds of Mean-Field Backward Stochastic Differential Equations	1
On the Generalized Birth–Death Process and Its Linear Versions	1
Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates	1
Central Limit Theorem for Crossings in Randomly Embedded Graphs	1
Quasi-Ergodic Limits for Moments of Jumps Under Absorbing Stable Processes	1
Anisotropic Non-oriented Bond Percolation in High Dimensions	1
Generalized Unimodality and Subordinators, With Applications to Stable Laws and to the Mittag-Leffler Function	1
Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces	1
Bounding the $$L^1$$-Distance Between One-Dimensional Continuous and Discrete Distributions via Stein’s Method	1
Hoeffding–Serfling Inequality for U-Statistics Without Replacement	1
Existence and Uniqueness of Solutions for Multi-dimensional Reflected Backward Stochastic Differential Equations with Diagonally Quadratic Generators	1
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term	1
Gaussian Free Fields on the Hypercube	1
Optimal Controllability for Multi-Term Time-Fractional Stochastic Systems with Non-Instantaneous Impulses	1
Lower Deviation Probabilities for Level Sets of the Branching Random Walk	1
Quasi-Stationary Distributions for Single Death Processes with Killing	1
Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution	1
Limiting Distributions for a Class of Super-Brownian Motions with Spatially Dependent Branching Mechanisms	1
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces	1
An Exponential Nonuniform Berry–Esseen Bound for the Fractional Ornstein–Uhlenbeck Process	1
On the Ergodicity of Certain Markov Chains in Random Environments	1
Publisher Correction: On a Generalisation of the Coupon Collector Problem	1
Coupled McKean–Vlasov Equations Over Convex Domains	1
Convergence of Weak Euler Approximation for Nondegenerate Stochastic Differential Equations Driven by Point and Martingale Measures	1
Stochastic Differential Equations with Local Growth Singular Drifts	1
Some Properties of Markov chains on the Free Group $${\mathbb {F}}_2$$	1
Limit Theorems for Deviation Means of Independent and Identically Distributed Random Variables	1
Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past	1
Penalization of Galton–Watson Trees with Marked Vertices	1
On Self-Similar Bernstein Functions and Corresponding Generalized Fractional Derivatives	1
Spectral Heat Content for Time-Changed Killed Brownian Motions	1
Urns with Multiple Drawings and Graph-Based Interaction	1
Zero–One Laws for Events with Positional Symmetries	1
Well-Posedness for Stochastic Fractional Navier–Stokes Equation in the Critical Fourier–Besov Space	1
Stochastic Differential Equations with Singular Coefficients: The Martingale Problem View and the Stochastic Dynamics View	1
Sub-exponentiality in Statistical Exponential Models	1
Rough Differential Equations Containing Path-Dependent Bounded Variation Terms	1
Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes	1
Moderate and $$L^p$$ Maximal Inequalities for Diffusion Processes and Conformal Martingales	1
Sylvester Index of Random Hermitian Matrices	1
Some Bounds for the Expectations of Functions on Order Statistics and Their Applications	1
Using Stein’s Method to Analyze Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes	1
Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space	1
Well-Posedness for Path-Distribution Dependent Stochastic Differential Equations with Singular Drifts	1
Another Look at Stein’s Method for Studentized Nonlinear Statistics with an Application to U-Statistics	1
Multivariate Random Fields Evolving Temporally Over Hyperbolic Spaces	1
Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion	1
Projections in Enlargements of Filtrations under Jacod’s Absolute Continuity Hypothesis for Marked Point Processes	1
Dobrushin and Steif Metrics are Equal	1
Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains	1
A Version of the Random Directed Forest and its Convergence to the Brownian Web	1
The Generalized Entropy Ergodic Theorem with Two Types of Convergence for M-th-Order Nonhomogeneous Hidden Markov Models	1
The Heyde Theorem on a Group $$\mathbb {R}^n \times D$$, Where D is a Discrete Abelian Group	1
A Proof of Sanov’s Theorem via Discretizations	1
On the Existence of Extreme Coherent Distributions with No Atoms	1
Asymptotics in Multivariate Le Cam’s Theorem	1
Error distribution of the Euler approximation scheme for stochastic Volterra equations	1
The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices	1
Determining the Number and Values of Thresholds for Multi-regime Threshold Ornstein–Uhlenbeck Processes	1
Exact Modulus of Continuities for $$\Lambda $$-Fleming–Viot Processes with Brownian Spatial Motion	1
Tail Behavior and Almost Sure Growth Rate of Superpositions of Ornstein–Uhlenbeck-type Processes	1
On a Generalisation of the Coupon Collector Problem	1
A Simple Method to Find All Solutions to the Functional Equation of the Smoothing Transform	1
Asymptotic Behaviors for Random Geometric Series	1
Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space	1
On Nonlinear Markov Processes in the Sense of McKean	1
Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy Noises	1
Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment	1
The Extinction Rate of a Branching Random Walk with a Barrier in a Time-Inhomogeneous Random Environment	1
Entropic Regularization of Wasserstein Distance Between Infinite-Dimensional Gaussian Measures and Gaussian Processes	1
A Strong Convergence Rate of the Averaging Principle for Two-Time-Scale Forward-Backward Stochastic Differential Equations	1