Journal of Theoretical Probability

Papers
(The TQCC of Journal of Theoretical Probability is 2. 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 2022-01-01 to 2026-01-01.)
ArticleCitations
Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors18
On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures13
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations9
Lower Deviation for the Supremum of the Support of Super-Brownian Motion9
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems9
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon8
Commutative Monoid Duality8
Stabilization of Distribution Dependent Stochastic Differential Equations Driven by Lévy Noise with Discrete-Time Feedback Controls7
Conformable Fractional Stochastic Differential Inclusions Driven by Poisson Jumps with Optimal Control and Clarke Subdifferential7
Hölder Estimates and Weak Convergences of Certain Weighted Sum Processes6
A Theory of Singular Values for Finite Free Probability6
Left-Continuous Random Walk on $${\mathbb {Z}}$$ and the Parity of Its Hitting Times6
Precise Tail Behaviour of Some Dirichlet Series5
Poisson–Dirichlet Scaling Limits of Kemp’s Supertrees5
Fractional Kolmogorov Equations with Singular Paracontrolled Terminal Conditions5
Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise5
On the Second Eigenvalue of Random Bipartite Biregular Graphs5
Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses5
Banach Random Walk in Acoustics4
Multivariate Stable Approximation by Stein’s Method4
A Note on the Convergence of the Extreme Eigenvalues of a Large-Dimensional Sample Covariance Matrix4
Bifractional Brownian Motions on Metric Spaces4
mu-Brownian Motion, Dualities, Diffusions, Transforms, and Reproducing Kernel Hilbert Spaces4
The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities4
Some Families of Random Fields Related to Multiparameter Lévy Processes4
Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems4
Large Deviations for Locally Monotone Stochastic Partial Differential Equations Driven by Lévy Noise4
Mean Attractors and Invariant Measures for Fractional Stochastic Lattice Systems Driven by Nonlinear Noise4
Expected Number of Zeros of Random Power Series with Finitely Dependent Gaussian Coefficients4
Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails4
Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States4
Measure Kernel Sections for Superlinear Stochastic Korteweg–de Vries Lattice Systems on Banach Spaces4
Normal Approximation of Compound Hawkes Functionals4
Markov Chains in the Domain of Attraction of Brownian Motion in Cones4
Cutoff on Trees is Rare3
Approximation Schemes for McKean–Vlasov and Boltzmann-Type Equations (Error Analysis in Total Variation Distance)3
Hydrodynamic Limit for the d-Facilitated Exclusion Process3
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling3
Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations3
Convex Order, Quantization and Monotone Approximations of ARCH Models3
On Ergodic Properties of Some Lévy-Type Processes3
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
Discretization of the Ergodic Functional Central Limit Theorem3
Exit Times for a Discrete Markov Additive Process3
A Law of Large Numbers for Local Patterns in Schur Measures and a Schur Process3
All Spatial Random Graphs with Weak Long-Range Effects have Chemical Distance Comparable to Euclidean Distance3
Onset of Pattern Formation for the Stochastic Allen–Cahn Equation3
Convergence to Stable Laws and a Local Limit Theorem for Products of Positive Random Matrices3
Structural Properties of Gibbsian Point Processes in Abstract Spaces3
On the Characterization of a Finite Random Field by Conditional Distribution and its Gibbs Form3
Characterisation of Honest Times and Optional Semimartingales of Class-$$(\Sigma )$$3
Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear Stochastic Integrodifferential Equations3
On the $$L^{p}$$-Spaces of Projective Limits of Probability Measures3
Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates2
On Decoupled Standard Random Walks2
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition2
Limit Theorems for $$\sigma $$-Localized Émery Convergence2
Large Deviations and Berry–Esseen Bounds for A Critical Galton–Watson Process2
Small Deviations for the Mutual Intersection Local Time of Brownian Motions2
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation2
On Conditioning Brownian Particles to Coalesce2
Entropies of Sums of Independent Gamma Random Variables2
Anisotropic Non-oriented Bond Percolation in High Dimensions2
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements2
Regular Diffusion and Stochastic Differential Equation with Generalized Drift2
Green Function for an Asymptotically Stable Random Walk in a Half Space2
Elephant Random Walks with Multiple Extractions and General Reinforcement Functions2
High-Dimensional Central Limit Theorems for Homogeneous Sums2
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups2
Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions2
A Conditioned Local Limit Theorem for Nonnegative Random Matrices2
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails2
Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past2
Spectral Heat Content for Time-Changed Killed Brownian Motions2
Deviation and Moment Inequalities for Banach-Valued U-statistics2
Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass2
A Denseness Property of Stochastic Processes2
Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps2
On the Normalized Laplacian Spectra of Random Geometric Graphs2
Support Theorem for Lévy-driven Stochastic Differential Equations2
A Strong Version of the Skorohod Representation Theorem2
General Mean Reflected Backward Stochastic Differential Equations2
Asymptotics in Multivariate Le Cam’s Theorem2
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