Journal of Theoretical Probability

Article	Citations
A Theory of Singular Values for Finite Free Probability	11
Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors	10
On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures	10
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems	8
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations	8
Functional Limit Theorems for the Pólya Urn	8
Lower Deviation for the Supremum of the Support of Super-Brownian Motion	8
Commutative Monoid Duality	7
Evolving Systems of Stochastic Differential Equations	6
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon	6
Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise	6
The Lightning Model	6
Conformable Fractional Stochastic Differential Inclusions Driven by Poisson Jumps with Optimal Control and Clarke Subdifferential	6
Precise Tail Behaviour of Some Dirichlet Series	5
Fractional Kolmogorov Equations with Singular Paracontrolled Terminal Conditions	5
On the Second Eigenvalue of Random Bipartite Biregular Graphs	5
Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses	5
Some Families of Random Fields Related to Multiparameter Lévy Processes	5
A Note on the Convergence of the Extreme Eigenvalues of a Large-Dimensional Sample Covariance Matrix	4
Expected Number of Zeros of Random Power Series with Finitely Dependent Gaussian Coefficients	4
Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States	4
On a Weak Law of Large Numbers with Regularly Varying Normalizing Sequences	4
Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails	4
mu-Brownian Motion, Dualities, Diffusions, Transforms, and Reproducing Kernel Hilbert Spaces	4
Multivariate Stable Approximation by Stein’s Method	4

Bifractional Brownian Motions on Metric Spaces	4
Markov Chains in the Domain of Attraction of Brownian Motion in Cones	3
Normal Approximation of Compound Hawkes Functionals	3
Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments	3
Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems	3
The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities	3
General Self-Similarity Properties for Markov Processes and Exponential Functionals of Lévy Processes	3
Regularity of the Semigroup of Regular Probability Measures on Locally Compact Hausdorff Topological Groups	3
Regularity of Local Times Associated with Volterra–Lévy Processes and Path-Wise Regularization of Stochastic Differential Equations	3
Approximation Schemes for McKean–Vlasov and Boltzmann-Type Equations (Error Analysis in Total Variation Distance)	3
Exit Times for a Discrete Markov Additive Process	3
On the $$L^{p}$$-Spaces of Projective Limits of Probability Measures	2
On Decoupled Standard Random Walks	2
A Strong Version of the Skorohod Representation Theorem	2
A Denseness Property of Stochastic Processes	2
Support Theorem for Lévy-driven Stochastic Differential Equations	2
On the Normalized Laplacian Spectra of Random Geometric Graphs	2
Characterisation of Honest Times and Optional Semimartingales of Class-$$(\Sigma )$$	2
Onset of Pattern Formation for the Stochastic Allen–Cahn Equation	2
On the Characterization of a Finite Random Field by Conditional Distribution and its Gibbs Form	2
Dimensions of Fractional Brownian Images	2
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling	2
Spatially Inhomogeneous Populations with Seed-Banks: I. Duality, Existence and Clustering	2
Green Function for an Asymptotically Stable Random Walk in a Half Space	2
Limit Theorems for $$\sigma $$-Localized Émery Convergence	2
Small Deviations for the Mutual Intersection Local Time of Brownian Motions	2
High-Dimensional Central Limit Theorems for Homogeneous Sums	2
Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear Stochastic Integrodifferential Equations	2
On Conditioning Brownian Particles to Coalesce	2
Convex Order, Quantization and Monotone Approximations of ARCH Models	2
Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions	2
Cutoff on Trees is Rare	2
Hydrodynamic Limit for the d-Facilitated Exclusion Process	2
On Ergodic Properties of Some Lévy-Type Processes	2
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation	2
Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass	2
General Mean Reflected Backward Stochastic Differential Equations	2
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups	2
Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps	2
Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations	2
Stochastic Forcing in Hydrodynamic Models with Non-local Interactions	2
Structural Properties of Gibbsian Point Processes in Abstract Spaces	2
Discretization of the Ergodic Functional Central Limit Theorem	2
Chung-Type Strong Laws and Almost Complete Convergence for Arrays of Measurable Operators	2
Entropies of Sums of Independent Gamma Random Variables	1
A Proof of Sanov’s Theorem via Discretizations	1
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition	1
Asymptotic Behaviors for Random Geometric Series	1
Regular Diffusion and Stochastic Differential Equation with Generalized Drift	1
Some Bounds for the Expectations of Functions on Order Statistics and Their Applications	1

Another Look at Stein’s Method for Studentized Nonlinear Statistics with an Application to U-Statistics	1
Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates	1
Concentration Inequalities on the Multislice and for Sampling Without Replacement	1
Optimal Controllability for Multi-Term Time-Fractional Stochastic Systems with Non-Instantaneous Impulses	1
The Heyde Theorem on a Group $$\mathbb {R}^n \times D$$, Where D is a Discrete Abelian Group	1
On the Ergodicity of Certain Markov Chains in Random Environments	1
$$L^p$$-Error Estimates for Numerical Schemes for Solving Certain Kinds of Mean-Field Backward Stochastic Differential Equations	1
Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment	1
Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes	1
On the Existence of Extreme Coherent Distributions with No Atoms	1
Some Properties of Markov chains on the Free Group $${\mathbb {F}}_2$$	1
On Self-Similar Bernstein Functions and Corresponding Generalized Fractional Derivatives	1
Well-Posedness for Stochastic Fractional Navier–Stokes Equation in the Critical Fourier–Besov Space	1
Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces	1
Determining the Number and Values of Thresholds for Multi-regime Threshold Ornstein–Uhlenbeck Processes	1
Penalization of Galton–Watson Trees with Marked Vertices	1
Lower Deviation Probabilities for Level Sets of the Branching Random Walk	1
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term	1
Well-Posedness for Path-Distribution Dependent Stochastic Differential Equations with Singular Drifts	1
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails	1
Urns with Multiple Drawings and Graph-Based Interaction	1
Criteria for Geometric and Algebraic Transience for Discrete-Time Markov Chains	1
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces	1
Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space	1
Multivariate Normal Approximation on the Wiener Space: New Bounds in the Convex Distance	1
Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains	1
A Simple Method to Find All Solutions to the Functional Equation of the Smoothing Transform	1
Error distribution of the Euler approximation scheme for stochastic Volterra equations	1
Local Central Limit Theorem for Multi-group Curie–Weiss Models	1
On Stein’s Factors for Poisson Approximation in Wasserstein Distance with Nonlinear Transportation Costs	1
Existence and Uniqueness of Solutions for Multi-dimensional Reflected Backward Stochastic Differential Equations with Diagonally Quadratic Generators	1
Coupled McKean–Vlasov Equations Over Convex Domains	1
Entropic Regularization of Wasserstein Distance Between Infinite-Dimensional Gaussian Measures and Gaussian Processes	1
Quasi-Ergodic Limits for Moments of Jumps Under Absorbing Stable Processes	1
Bounding the $$L^1$$-Distance Between One-Dimensional Continuous and Discrete Distributions via Stein’s Method	1
Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution	1
Higher-Order Error Estimates of the Discrete-Time Clark–Ocone Formula	1
Exact Modulus of Continuities for $$\Lambda $$-Fleming–Viot Processes with Brownian Spatial Motion	1
Deviation and Moment Inequalities for Banach-Valued U-statistics	1
Multivariate Random Fields Evolving Temporally Over Hyperbolic Spaces	1
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements	1
Hoeffding–Serfling Inequality for U-Statistics Without Replacement	1
A Conditioned Local Limit Theorem for Nonnegative Random Matrices	1
Moderate and $$L^p$$ Maximal Inequalities for Diffusion Processes and Conformal Martingales	1
Anisotropic Non-oriented Bond Percolation in High Dimensions	1
Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions	1
On the Generalized Birth–Death Process and Its Linear Versions	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
Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space	1
Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past	1
Sylvester Index of Random Hermitian Matrices	1
Tail Behavior and Almost Sure Growth Rate of Superpositions of Ornstein–Uhlenbeck-type Processes	1
Rough Differential Equations Containing Path-Dependent Bounded Variation Terms	1
Sub-exponentiality in Statistical Exponential Models	1
The Generalized Entropy Ergodic Theorem with Two Types of Convergence for M-th-Order Nonhomogeneous Hidden Markov Models	1
Strong Solutions to a Beta-Wishart Particle System	1
A note on the maximal expected local time of $${\text {L}}_2$$-bounded martingales	1
Gaussian Free Fields on the Hypercube	1
Zero–One Laws for Events with Positional Symmetries	1
On a Certain Operator Related to Blackwell’s Markov Chain	1
The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices	1
Spectral Heat Content for Time-Changed Killed Brownian Motions	1
Stochastic Differential Equations with Singular Coefficients: The Martingale Problem View and the Stochastic Dynamics View	1
Limiting Distributions for a Class of Super-Brownian Motions with Spatially Dependent Branching Mechanisms	1
Stochastic Two-Dimensional Navier–Stokes Equations on Time-Dependent Domains	0
Edgeworth Expansion and Large Deviations for the Coefficients of Products of Positive Random Matrices	0
A Central Limit Theorem for the Mean Starting Hitting Time for a Random Walk on a Random Graph	0
Hoffmann-Jørgensen Inequalities for Random Walks on the Cone of Positive Definite Matrices	0
The Local Limit Theorem for Supercritical Branching Processes with Immigration	0
Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators	0
The Moduli of Continuity for Operator Fractional Brownian Motion	0
Universality for Persistence Exponents of Local Times of Self-Similar Processes with Stationary Increments	0
Local Times for Continuous Paths of Arbitrary Regularity	0
On the Probabilistic Representation of the Free Effective Resistance of Infinite Graphs	0
Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model	0
On Time-Changed Linear Birth–Death–Immigration Process	0
Partial Smoothing of the Stochastic Wave Equation and Regularization by Noise Phenomena	0
Scaling Limits of Slim and Fat Trees	0
General Transfer Formula for Stochastic Integral with Respect to Multifractional Brownian Motion	0
The Euler-Maruyama Approximation of State-Dependent Regime Switching Diffusions	0

Planar Random Motions in a Vortex	0
Limit Theorem for Self-intersection Local Time Derivative of Multidimensional Fractional Brownian Motion	0
Generating M-Indeterminate Probability Densities by Way of Quantum Mechanics	0
Mild Solutions for the Stochastic Generalized Burgers–Huxley Equation	0
Asymptotic Expansions for Additive Measures of Branching Brownian Motions	0
Volterra Equations Driven by Rough Signals 3: Probabilistic Construction of the Volterra Rough Path for Fractional Brownian Motions	0
Spectrum of Lévy–Khintchine Random Laplacian Matrices	0
Strong Approximation of the Anisotropic Random Walk Revisited	0
Ergodic Theorems with Random Weights for Stationary Random Processes and Fields	0
The Spine of Two-Particle Fleming–Viot Process in a Bounded Interval	0
Large and Moderate Deviations Principles and Central Limit Theorem for the Stochastic 3D Primitive Equations with Gradient-Dependent Noise	0
On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case	0
Positive Reinforced Generalized Time-Dependent Pólya Urns via Stochastic Approximation	0
Log-Harnack Inequality and Exponential Ergodicity for Distribution Dependent Chan–Karolyi–Longstaff–Sanders and Vasicek Models	0
On the Local Time of Anisotropic Random Walk on $$\mathbb Z^2$$	0
Large Deviation Principle for Occupation Measures of Stochastic Generalized Burgers–Huxley Equation	0
The Distributions of the Mean of Random Vectors with Fixed Marginal Distribution	0
Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices	0
Amalgamated Free Lévy Processes as Limits of Sample Covariance Matrices	0
Stratonovich Solution for the Wave Equation	0
Functional Inequalities for Some Generalised Mehler Semigroups	0
Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind	0
Right-Most Position of a Last Progeny Modified Branching Random Walk	0
The Oscillating Random Walk on $$ {\mathbf {\mathbb {Z}}} $$	0
On a Theorem by A.S. Cherny for Semilinear Stochastic Partial Differential Equations	0
The Gorin–Shkolnikov Identity and Its Random Tree Generalization	0
A Note on Transience of Generalized Multi-Dimensional Excited Random Walks	0
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View	0
Correction to: A Functional CLT for Partial Traces of Random Matrices	0
On Poisson Approximation	0
A New Life of Pearson’s Skewness	0
Non-Hermitian Random Matrices with a Variance Profile (II): Properties and Examples	0
An Analogue of the Klebanov Theorem for Locally Compact Abelian Groups	0
Exponential Families, Rényi Divergence and the Almost Sure Cauchy Functional Equation	0
A Limit Theorem for Bernoulli Convolutions and the $$\Phi $$-Variation of Functions in the Takagi Class	0
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case	0
Hitting with Probability One for Stochastic Heat Equations with Additive Noise	0
Limit Behavior in High-Dimensional Regime for the Wishart Tensors in Wiener Chaos	0
Integral Functionals for Spectrally Positive Lévy Processes	0
Generalized Iterated Poisson Process and Applications	0
Precise Large Deviations for the Total Population of Heavy-Tailed Subcritical Branching Processes with Immigration	0
A Robust $$\alpha $$-Stable Central Limit Theorem Under Sublinear Expectation without Integrability Condition	0
From Irrevocably Modulated Filtrations to Dynamical Equations Over Random Networks	0
Explicit Approximation of Invariant Measure for Stochastic Delay Differential Equations with the Nonlinear Diffusion Term	0
Equivalences of Geometric Ergodicity of Markov Chains	0
Fractional Poisson Processes of Order k and Beyond	0
Excursions of the Brox Diffusion	0
The Transport Map Computed by Iterated Function System	0
A Note on the Markovian SIR Epidemic on a Random Graph with Given Degrees	0
On the Correlation of Critical Points and Angular Trispectrum for Random Spherical Harmonics	0
Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices	0
Fox-H Densities and Completely Monotone Generalized Wright Functions	0
On the Kolmogorov Constant Explicit Form in the Theory of Stochastic Continuous-time Markov Branching Systems	0
Hausdorff Measure and Uniform Dimension for Space-Time Anisotropic Gaussian Random Fields	0
On Smooth Mesoscopic Linear Statistics of the Eigenvalues of Random Permutation Matrices	0
Transition of the Simple Random Walk on the Ice Model Graph	0
A Kolmogorov–Chentsov Type Theorem on General Metric Spaces with Applications to Limit Theorems for Banach-Valued Processes	0
Convergence Towards the End Space for Random Walks on Schreier Graphs	0
Asymptotic Normality in Banach Spaces via Lindeberg Method	0
Stochastic Comparisons of Tracy–Widom $$\beta $$ Distributions	0
Semimartingale Representation of a Class of Semi-Markov Dynamics	0
Asymptotic Properties of Random Contingency Tables with Uniform Margin	0
The Generalized Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree	0
Invariant Measures for Stochastic Reaction–Diffusion Problems on Unbounded Thin Domains Driven by Nonlinear Noise	0
Semi-uniform Feller Stochastic Kernels	0
Correction: Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach	0
Non-uniqueness Phase of Percolation on Reflection Groups in $${\mathbb {H}^3}$$	0
Large Deviation Principle for the Maximal Eigenvalue of Inhomogeneous Erdős-Rényi Random Graphs	0
Divergence Criterion for a Class of Random Series Related to the Partial Sums of I.I.D. Random Variables	0
Well-Posedness for a Class of Mean-Field-Type Forward-Backward Stochastic Differential Equations and Classical Solutions of Related Master Equations	0
Convergence of Martingales with Jumps on Submanifolds of Euclidean Spaces and its Applications to Harmonic Maps	0
Convergence to the Uniform Distribution of Vectors of Partial Sums Modulo One with a Common Factor	0
Note on the Weak Convergence of Hyperplane $$\alpha $$-Quantile Functionals and Their Continuity in the Skorokhod J1 Topology	0
Generalized Fractional Counting Process	0
Large Deviation Principle for Stochastic Reaction–Diffusion Equations with Superlinear Drift on $$\mathbb {R}$$ Driven by Space–Time White Noise	0
Sojourn Times of Gaussian Processes with Random Parameters	0
Some Optimal Conditions for the ASCLT	0
A Girsanov-Type Formula for a Class of Anticipative Transforms of Brownian Motion Associated with Exponential Functionals	0
Moderate Deviation Principle for Multiscale Systems Driven by Fractional Brownian Motion	0
Generalized Backward Doubly Stochastic Differential Equations Driven by Lévy Processes with Discontinuous and Linear Growth Coefficients	0
Reflected and Doubly Reflected Backward Stochastic Differential Equations with Irregular Obstacles and a Large Set of Stopping Strategies	0
Cutpoints of (1,2) and (2,1) Random Walks on the Lattice of Positive Half Line	0
Limiting Spherical Integrals of Bounded Continuous Functions	0
Wasserstein Convergence Rates for Empirical Measures of Subordinated Processes on Noncompact Manifolds	0
Sample Path Behaviors of Lévy Processes Conditioned to Avoid Zero	0
The Voter Model with a Slow Membrane	0
On Null-Homology and Stationary Sequences	0
Estimates of Certain Exit Probabilities for p-Adic Brownian Bridges	0
On the Exponential Ergodicity of (2+2)-Affine Processes in Total Variation Distances	0
Error Distribution for One-Dimensional Stochastic Differential Equations Driven By Fractional Brownian Motion	0
Second-Order Tail Behavior for Stochastic Discounted Value of Aggregate Net Losses in a Discrete-Time Risk Model	0
On Convergence of the Uniform Norm and Approximation for Stochastic Processes from the Space $${\textbf{F}}_\psi (\Omega )$$	0
A Sobolev Space Theory for Time-Fractional Stochastic Partial Differential Equations Driven by Lévy Processes	0
On the Quenched CLT for Stationary Markov Chains	0
Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions	0