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 2020-05-01 to 2024-05-01.)

Article	Citations
Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients	18
Euler–Maruyama Approximations for Stochastic McKean–Vlasov Equations with Non-Lipschitz Coefficients	13
Regularity of Local Times Associated with Volterra–Lévy Processes and Path-Wise Regularization of Stochastic Differential Equations	9
Regenerativity of Viterbi Process for Pairwise Markov Models	8
Multivariate Normal Approximation on the Wiener Space: New Bounds in the Convex Distance	8
Non-integrable Stable Approximation by Stein’s Method	7
Strong Solutions of Stochastic Differential Equations with Generalized Drift and Multidimensional Fractional Brownian Initial Noise	7
The Laws of Large Numbers Associated with the Linear Self-attracting Diffusion Driven by Fractional Brownian Motion and Applications	7
Path Properties of a Generalized Fractional Brownian Motion	7
On a Weak Law of Large Numbers with Regularly Varying Normalizing Sequences	6
Stochastic Dynamics of Generalized Planar Random Motions with Orthogonal Directions	6
Concentration Inequalities for Bounded Functionals via Log-Sobolev-Type Inequalities	6
Functional Limit Theorems for the Fractional Ornstein–Uhlenbeck Process	6
On a Theorem by A.S. Cherny for Semilinear Stochastic Partial Differential Equations	5
How Does Tempering Affect the Local and Global Properties of Fractional Brownian Motion?	5
Large Deviation Principle for the Maximal Eigenvalue of Inhomogeneous Erdős-Rényi Random Graphs	5
On the Long-Range Dependence of Mixed Fractional Poisson Process	5
Polynomial Ensembles and Pólya Frequency Functions	5
Distances Between Distributions Via Stein’s Method	4
Large and Moderate Deviations Principles and Central Limit Theorem for the Stochastic 3D Primitive Equations with Gradient-Dependent Noise	4
Mild Solutions for the Stochastic Generalized Burgers–Huxley Equation	4
Estimates of Certain Exit Probabilities for p-Adic Brownian Bridges	4
Probabilistic Stirling Numbers of the Second Kind and Applications	4
The Generalized Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree	4
Non-local Solvable Birth–Death Processes	4

Higher-Order Derivative of Self-Intersection Local Time for Fractional Brownian Motion	4
Empirical Measure and Small Noise Asymptotics Under Large Deviation Scaling for Interacting Diffusions	3
Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections	3
Local Central Limit Theorem for Multi-group Curie–Weiss Models	3
Weak Convergence of Topological Measures	3
High-Dimensional Central Limit Theorems for Homogeneous Sums	3
Local Times for Continuous Paths of Arbitrary Regularity	3
Asymptotic Properties of Random Contingency Tables with Uniform Margin	3
Second-Order Term of Cover Time for Planar Simple Random Walk	3
Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices	3
Quenched Local Convergence of Boltzmann Planar Maps	3
Moderate Deviations for Drift Parameter Estimations in Reflected Ornstein–Uhlenbeck Process	3
Dimensions of Fractional Brownian Images	3
On the Convergence of Series of Dependent Random Variables	3
Generating M-Indeterminate Probability Densities by Way of Quantum Mechanics	3
Generalized Fractional Counting Process	3
Spatially Inhomogeneous Populations with Seed-Banks: I. Duality, Existence and Clustering	3
Pathwise Uniqueness and Non-explosion Property of Skorohod SDEs with a Class of Non-Lipschitz Coefficients and Non-smooth Domains	2
Exact Uniform Modulus of Continuity and Chung’s LIL for the Generalized Fractional Brownian Motion	2
Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution	2
On Reflection with Two-Sided Jumps	2
A Kolmogorov–Chentsov Type Theorem on General Metric Spaces with Applications to Limit Theorems for Banach-Valued Processes	2
On Asymptotic Properties of Bell Polynomials and Concentration of Vertex Degree of Large Random Graphs	2
Strong Approximation of the Anisotropic Random Walk Revisited	2
Evolving Systems of Stochastic Differential Equations	2
Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise	2
Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions	2
Ergodic Theorems with Random Weights for Stationary Random Processes and Fields	2
Functional Central Limit Theorems for Occupancies and Missing Mass Process in Infinite Urn Models	2
Generalized Unimodality and Subordinators, With Applications to Stable Laws and to the Mittag-Leffler Function	2
Spectral Heat Content for Time-Changed Killed Brownian Motions	2
Backward Euler–Maruyama Method for the Random Periodic Solution of a Stochastic Differential Equation with a Monotone Drift	2
A Strong Version of the Skorohod Representation Theorem	2
Compound Poisson Approximations in $$\ell _p$$-norm for Sums of Weakly Dependent Vectors	2
Stratonovich Solution for the Wave Equation	2
Central Limit Theorems for Weighted Sums of Dependent Random Vectors in Hilbert Spaces via the Theory of the Regular Variation	2
The Large Deviation Principle for Inhomogeneous Erdős–Rényi Random Graphs	2
Semimartingale Representation of a Class of Semi-Markov Dynamics	2
General Bernstein-Like Inequality for Additive Functionals of Markov Chains	2
Positivity of the Density for Rough Differential Equations	2
A Phase Transition for Large Values of Bifurcating Autoregressive Models	1
The Oscillating Random Walk on $$ {\mathbf {\mathbb {Z}}} $$	1
A Version of the Random Directed Forest and its Convergence to the Brownian Web	1
Universality for Persistence Exponents of Local Times of Self-Similar Processes with Stationary Increments	1
Limiting Distributions for a Class of Super-Brownian Motions with Spatially Dependent Branching Mechanisms	1
Quaternionic Brownian Windings	1
Tail indices for $$\mathbf{A}\mathbf{X}+\mathbf{B}$$ Recursion with Triangular Matrices	1
Functional Limit Theorems for the Pólya Urn	1
Transcritical Bifurcation for the Conditional Distribution of a Diffusion Process	1
Rerooting Multi-type Branching Trees: The Infinite Spine Case	1

Limit Theorems for Classical, Freely and Boolean Max-Infinitely Divisible Distributions	1
Iterative Weak Approximation and Hard Bounds for Switching Diffusion	1
Convergence of Martingales with Jumps on Submanifolds of Euclidean Spaces and its Applications to Harmonic Maps	1
Hörmander’s Hypoelliptic Theorem for Nonlocal Operators	1
Moderate Deviation Principle for Multiscale Systems Driven by Fractional Brownian Motion	1
A Simple Method to Find All Solutions to the Functional Equation of the Smoothing Transform	1
On the Exponential Ergodicity of (2+2)-Affine Processes in Total Variation Distances	1
A Multiplicatively Symmetrized Version of the Chung-Diaconis-Graham Random Process	1
Central Limit Theorem for Kernel Estimator of Invariant Density in Bifurcating Markov Chains Models	1
Color Representations of Ising Models	1
On the Local Time of the Half-Plane Half-Comb Walk	1
On a Certain Operator Related to Blackwell’s Markov Chain	1
Multivariate Stable Approximation by Stein’s Method	1
On Azuma-Type Inequalities for Banach Space-Valued Martingales	1
Concentration Inequalities on the Multislice and for Sampling Without Replacement	1
Low Correlation Noise Stability of Symmetric Sets	1
A Central Limit Theorem for Star-Generators of $${S}_{\infty }$$, Which Relates to the Law of a GUE Matrix	1
Random Transpositions on Contingency Tables	1
Weighted Davis Inequalities for Martingale Square Functions	1
An Exponential Nonuniform Berry–Esseen Bound for the Fractional Ornstein–Uhlenbeck Process	1
On Conditioning Brownian Particles to Coalesce	1
Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Coefficients in (y, z)	1
Non-Hermitian Random Matrices with a Variance Profile (II): Properties and Examples	1
Doubly Reflected Backward Stochastic Differential Equations in the Predictable Setting	1
Stochastic Two-Dimensional Navier–Stokes Equations on Time-Dependent Domains	1
Macroscopic Multi-fractality of Gaussian Random Fields and Linear Stochastic Partial Differential Equations with Colored Noise	1
Convex Order, Quantization and Monotone Approximations of ARCH Models	1
On the Correlation of Critical Points and Angular Trispectrum for Random Spherical Harmonics	1
Large Deviation Properties of the Empirical Measure of a Metastable Small Noise Diffusion	1
Lower Deviation Probabilities for Level Sets of the Branching Random Walk	1
Local Convergence of Critical Random Trees and Continuous-State Branching Processes	1
Limit Theorems for Deviation Means of Independent and Identically Distributed Random Variables	1
Equivalence–Singularity Dichotomy in Markov Measures	1
Semi-uniform Feller Stochastic Kernels	1
Reflected and Doubly Reflected Backward Stochastic Differential Equations with Irregular Obstacles and a Large Set of Stopping Strategies	1
Integral Representations for the Hartman–Watson Density	1
A Sobolev Space Theory for Time-Fractional Stochastic Partial Differential Equations Driven by Lévy Processes	1
On the Second Eigenvalue of Random Bipartite Biregular Graphs	1
Maximum Drawdown and Drawdown Duration of Spectrally Negative Lévy Processes Decomposed at Extremes	1
Criteria for Geometric and Algebraic Transience for Discrete-Time Markov Chains	1
Large Deviation Principle for Occupation Measures of Stochastic Generalized Burgers–Huxley Equation	1
Green’s Functions with Oblique Neumann Boundary Conditions in the Quadrant	1
Lie Point Symmetries of Autonomous Scalar First-Order Itô Stochastic Delay Ordinary Differential Equations	1
Error distribution of the Euler approximation scheme for stochastic Volterra equations	1
Large Deviations of the Range of the Planar Random Walk on the Scale of the Mean	1
Commutative Monoid Duality	1
Using Stein’s Method to Analyze Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes	1
Wong–Zakai Approximation for Stochastic Differential Equations Driven by G-Brownian Motion	1
Fractional Poisson Processes of Order k and Beyond	1
Set-Valued Functions of Bounded Generalized Variation and Set-Valued Young Integrals	1
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling	1
Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions	1
Wasserstein Convergence Rates for Empirical Measures of Subordinated Processes on Noncompact Manifolds	1
Backbone Decomposition of Multitype Superprocesses	1
A note on the maximal expected local time of $${\text {L}}_2$$-bounded martingales	1
On Smooth Mesoscopic Linear Statistics of the Eigenvalues of Random Permutation Matrices	1
The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices	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
1-Meixner Random Vectors	1
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements	1
Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces	1
Self-Standardized Central Limit Theorems for Trimmed Lévy Processes	1
On Stein’s Factors for Poisson Approximation in Wasserstein Distance with Nonlinear Transportation Costs	1