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 2021-09-01 to 2025-09-01.)
ArticleCitations
A Theory of Singular Values for Finite Free Probability13
Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors10
Lower Deviation for the Supremum of the Support of Super-Brownian Motion9
On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures9
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations8
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems7
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon6
Commutative Monoid Duality6
Conformable Fractional Stochastic Differential Inclusions Driven by Poisson Jumps with Optimal Control and Clarke Subdifferential6
Precise Tail Behaviour of Some Dirichlet Series5
The Lightning Model5
On the Second Eigenvalue of Random Bipartite Biregular Graphs5
Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise5
Left-Continuous Random Walk on $${\mathbb {Z}}$$ and the Parity of Its Hitting Times5
Some Families of Random Fields Related to Multiparameter Lévy Processes4
Multivariate Stable Approximation by Stein’s Method4
Expected Number of Zeros of Random Power Series with Finitely Dependent Gaussian Coefficients4
Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems4
Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses4
Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States4
The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities4
Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails4
Poisson–Dirichlet Scaling Limits of Kemp’s Supertrees4
Fractional Kolmogorov Equations with Singular Paracontrolled Terminal Conditions4
Markov Chains in the Domain of Attraction of Brownian Motion in Cones4
A Note on the Convergence of the Extreme Eigenvalues of a Large-Dimensional Sample Covariance Matrix3
Normal Approximation of Compound Hawkes Functionals3
Large Deviations for Locally Monotone Stochastic Partial Differential Equations Driven by Lévy Noise3
Hydrodynamic Limit for the d-Facilitated Exclusion Process3
Cutoff on Trees is Rare3
Approximation Schemes for McKean–Vlasov and Boltzmann-Type Equations (Error Analysis in Total Variation Distance)3
Bifractional Brownian Motions on Metric Spaces3
Exit Times for a Discrete Markov Additive Process3
Regularity of the Semigroup of Regular Probability Measures on Locally Compact Hausdorff Topological Groups3
Dimensions of Fractional Brownian Images3
On the Characterization of a Finite Random Field by Conditional Distribution and its Gibbs Form3
mu-Brownian Motion, Dualities, Diffusions, Transforms, and Reproducing Kernel Hilbert Spaces3
Mean Attractors and Invariant Measures for Fractional Stochastic Lattice Systems Driven by Nonlinear Noise3
General Self-Similarity Properties for Markov Processes and Exponential Functionals of Lévy Processes3
Structural Properties of Gibbsian Point Processes in Abstract Spaces3
Discretization of the Ergodic Functional Central Limit Theorem3
Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments3
On Decoupled Standard Random Walks2
High-Dimensional Central Limit Theorems for Homogeneous Sums2
Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear Stochastic Integrodifferential Equations2
Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations2
Onset of Pattern Formation for the Stochastic Allen–Cahn Equation2
On the $$L^{p}$$-Spaces of Projective Limits of Probability Measures2
Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps2
Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass2
Entropies of Sums of Independent Gamma Random Variables2
Green Function for an Asymptotically Stable Random Walk in a Half Space2
Limit Theorems for $$\sigma $$-Localized Émery Convergence2
Support Theorem for Lévy-driven Stochastic Differential Equations2
On the Normalized Laplacian Spectra of Random Geometric Graphs2
On Ergodic Properties of Some Lévy-Type Processes2
Characterisation of Honest Times and Optional Semimartingales of Class-$$(\Sigma )$$2
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling2
Small Deviations for the Mutual Intersection Local Time of Brownian Motions2
On Conditioning Brownian Particles to Coalesce2
A Conditioned Local Limit Theorem for Nonnegative Random Matrices2
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements2
A Strong Version of the Skorohod Representation Theorem2
General Mean Reflected Backward Stochastic Differential Equations2
A Law of Large Numbers for Local Patterns in Schur Measures and a Schur Process2
Convex Order, Quantization and Monotone Approximations of ARCH Models2
Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions2
Stochastic Forcing in Hydrodynamic Models with Non-local Interactions2
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups2
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation2
On Stein’s Factors for Poisson Approximation in Wasserstein Distance with Nonlinear Transportation Costs2
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails2
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition2
A Denseness Property of Stochastic Processes2
Urns with Multiple Drawings and Graph-Based Interaction1
Bounding the $$L^1$$-Distance Between One-Dimensional Continuous and Discrete Distributions via Stein’s Method1
Multivariate Random Fields Evolving Temporally Over Hyperbolic Spaces1
Some Properties of Markov chains on the Free Group $${\mathbb {F}}_2$$1
Stochastic Differential Equations with Singular Coefficients: The Martingale Problem View and the Stochastic Dynamics View1
Deviation and Moment Inequalities for Banach-Valued U-statistics1
The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices1
Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates1
Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes1
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
Quasi-Stationary Distributions for Single Death Processes with Killing1
Lower Deviation Probabilities for Level Sets of the Branching Random Walk1
On the Ergodicity of Certain Markov Chains in Random Environments1
A Proof of Sanov’s Theorem via Discretizations1
Moderate and $$L^p$$ Maximal Inequalities for Diffusion Processes and Conformal Martingales1
Another Look at Stein’s Method for Studentized Nonlinear Statistics with an Application to U-Statistics1
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term1
Gaussian Free Fields on the Hypercube1
Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy Noises1
Quasi-Ergodic Limits for Moments of Jumps Under Absorbing Stable Processes1
Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions1
A Version of the Random Directed Forest and its Convergence to the Brownian Web1
Some Bounds for the Expectations of Functions on Order Statistics and Their Applications1
Central Limit Theorem for Crossings in Randomly Embedded Graphs1
Well-Posedness for Stochastic Fractional Navier–Stokes Equation in the Critical Fourier–Besov Space1
Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces1
Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment1
Limiting Distributions for a Class of Super-Brownian Motions with Spatially Dependent Branching Mechanisms1
Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past1
Spectral Heat Content for Time-Changed Killed Brownian Motions1
Optimal Controllability for Multi-Term Time-Fractional Stochastic Systems with Non-Instantaneous Impulses1
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces1
Sub-exponentiality in Statistical Exponential Models1
Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space1
Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution1
On the Generalized Birth–Death Process and Its Linear Versions1
Error distribution of the Euler approximation scheme for stochastic Volterra equations1
Asymptotic Behaviors for Random Geometric Series1
Well-Posedness for Path-Distribution Dependent Stochastic Differential Equations with Singular Drifts1
The Generalized Entropy Ergodic Theorem with Two Types of Convergence for M-th-Order Nonhomogeneous Hidden Markov Models1
On a Generalisation of the Coupon Collector Problem1
Using Stein’s Method to Analyze Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes1
On Self-Similar Bernstein Functions and Corresponding Generalized Fractional Derivatives1
Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space1
Generalized Unimodality and Subordinators, With Applications to Stable Laws and to the Mittag-Leffler Function1
Higher-Order Error Estimates of the Discrete-Time Clark–Ocone Formula1
Penalization of Galton–Watson Trees with Marked Vertices1
Tail Behavior and Almost Sure Growth Rate of Superpositions of Ornstein–Uhlenbeck-type Processes1
Zero–One Laws for Events with Positional Symmetries1
Regular Diffusion and Stochastic Differential Equation with Generalized Drift1
Hoeffding–Serfling Inequality for U-Statistics Without Replacement1
The Heyde Theorem on a Group $$\mathbb {R}^n \times D$$, Where D is a Discrete Abelian Group1
A Simple Method to Find All Solutions to the Functional Equation of the Smoothing Transform1
$$L^p$$-Error Estimates for Numerical Schemes for Solving Certain Kinds of Mean-Field Backward Stochastic Differential Equations1
Exact Modulus of Continuities for $$\Lambda $$-Fleming–Viot Processes with Brownian Spatial Motion1
Entropic Regularization of Wasserstein Distance Between Infinite-Dimensional Gaussian Measures and Gaussian Processes1
Anisotropic Non-oriented Bond Percolation in High Dimensions1
Concentration Inequalities on the Multislice and for Sampling Without Replacement1
Coupled McKean–Vlasov Equations Over Convex Domains1
Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains1
Sylvester Index of Random Hermitian Matrices1
On Nonlinear Markov Processes in the Sense of McKean1
An Exponential Nonuniform Berry–Esseen Bound for the Fractional Ornstein–Uhlenbeck Process1
On the Existence of Extreme Coherent Distributions with No Atoms1
Rough Differential Equations Containing Path-Dependent Bounded Variation Terms1
The Extinction Rate of a Branching Random Walk with a Barrier in a Time-Inhomogeneous Random Environment1
Generalized Backward Doubly Stochastic Differential Equations Driven by Lévy Processes with Discontinuous and Linear Growth Coefficients0
Asymptotic Normality in Banach Spaces via Lindeberg Method0
Semimartingale Representation of a Class of Semi-Markov Dynamics0
A Note on Transience of Generalized Multi-Dimensional Excited Random Walks0
On Monotonic Functionals Over Partially-Ordered Path Spaces0
Large Deviation Principle for the Maximal Eigenvalue of Inhomogeneous Erdős-Rényi Random Graphs0
Local Times for Continuous Paths of Arbitrary Regularity0
Transition of the Simple Random Walk on the Ice Model Graph0
Correction: Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach0
The Euler-Maruyama Approximation of State-Dependent Regime Switching Diffusions0
Hoffmann-Jørgensen Inequalities for Random Walks on the Cone of Positive Definite Matrices0
Well-Posedness for a Class of Mean-Field-Type Forward-Backward Stochastic Differential Equations and Classical Solutions of Related Master Equations0
Sojourn Times of Gaussian Processes with Random Parameters0
Correction to: A Functional CLT for Partial Traces of Random Matrices0
Moderate Deviation Principle for Multiscale Systems Driven by Fractional Brownian Motion0
Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind0
Limit Theorems for Stochastic Exponentials of Matrix-Valued Lévy Processes0
Volterra Equations Driven by Rough Signals 3: Probabilistic Construction of the Volterra Rough Path for Fractional Brownian Motions0
General Transfer Formula for Stochastic Integral with Respect to Multifractional Brownian Motion0
Limit Theorem for Self-intersection Local Time Derivative of Multidimensional Fractional Brownian Motion0
Ergodic Theorems with Random Weights for Stationary Random Processes and Fields0
A Robust $$\alpha $$-Stable Central Limit Theorem Under Sublinear Expectation without Integrability Condition0
Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model0
Strong Approximation of the Anisotropic Random Walk Revisited0
Stratonovich Solution for the Wave Equation0
Planar Random Motions in a Vortex0
Amalgamated Free Lévy Processes as Limits of Sample Covariance Matrices0
Error Distribution for One-Dimensional Stochastic Differential Equations Driven By Fractional Brownian Motion0
The Voter Model with a Slow Membrane0
Limit Behavior in High-Dimensional Regime for the Wishart Tensors in Wiener Chaos0
Equivalences of Geometric Ergodicity of Markov Chains0
A Strong Convergence Rate of the Averaging Principle for Two-Time-Scale Forward-Backward Stochastic Differential Equations0
Right-Most Position of a Last Progeny Modified Branching Random Walk0
Log-Harnack Inequality and Exponential Ergodicity for Distribution Dependent Chan–Karolyi–Longstaff–Sanders and Vasicek Models0
A Limit Theorem for Bernoulli Convolutions and the $$\Phi $$-Variation of Functions in the Takagi Class0
Functional Inequalities for Some Generalised Mehler Semigroups0
Hausdorff Measure and Uniform Dimension for Space-Time Anisotropic Gaussian Random Fields0
On the Exponential Ergodicity of (2+2)-Affine Processes in Total Variation Distances0
The Transport Map Computed by Iterated Function System0
A Central Limit Theorem for the Mean Starting Hitting Time for a Random Walk on a Random Graph0
On Time-Changed Linear Birth–Death–Immigration Process0
A New Life of Pearson’s Skewness0
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View0
The Local Limit Theorem for Supercritical Branching Processes with Immigration0
Positive Reinforced Generalized Time-Dependent Pólya Urns via Stochastic Approximation0
Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions0
On the Probabilistic Representation of the Free Effective Resistance of Infinite Graphs0
On Convergence of the Uniform Norm and Approximation for Stochastic Processes from the Space $${\textbf{F}}_\psi (\Omega )$$0
Invariant Measures for Stochastic Reaction–Diffusion Problems on Unbounded Thin Domains Driven by Nonlinear Noise0
Scaling Limits of Slim and Fat Trees0
A Sobolev Space Theory for Time-Fractional Stochastic Partial Differential Equations Driven by Lévy Processes0
Non-uniqueness Phase of Percolation on Reflection Groups in $${\mathbb {H}^3}$$0
On the Kolmogorov Constant Explicit Form in the Theory of Stochastic Continuous-time Markov Branching Systems0
An Analogue of the Klebanov Theorem for Locally Compact Abelian Groups0
On the Quenched CLT for Stationary Markov Chains0
Explicit Approximation of Invariant Measure for Stochastic Delay Differential Equations with the Nonlinear Diffusion Term0
Exact Convergence Rates to Derivatives of Local Time for Some Self-similar Gaussian processes0
Generalized Iterated Poisson Process and Applications0
Edgeworth Expansion and Large Deviations for the Coefficients of Products of Positive Random Matrices0
The Spine of Two-Particle Fleming–Viot Process in a Bounded Interval0
Semi-uniform Feller Stochastic Kernels0
Pathwise Blowup of Space-Time Fractional Stochastic Partial Differential Equations0
On the Correlation of Critical Points and Angular Trispectrum for Random Spherical Harmonics0
Integral Functionals for Spectrally Positive Lévy Processes0
A Note on the Markovian SIR Epidemic on a Random Graph with Given Degrees0
Second-Order Tail Behavior for Stochastic Discounted Value of Aggregate Net Losses in a Discrete-Time Risk Model0
Stochastic Two-Dimensional Navier–Stokes Equations on Time-Dependent Domains0
The Distributions of the Mean of Random Vectors with Fixed Marginal Distribution0
Wasserstein Convergence Rates for Empirical Measures of Subordinated Processes on Noncompact Manifolds0
Stochastic Differential Equations with Local Growth Singular Drifts0
A Kolmogorov–Chentsov Type Theorem on General Metric Spaces with Applications to Limit Theorems for Banach-Valued Processes0
On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case0
Asymptotic Properties of Random Contingency Tables with Uniform Margin0
A Girsanov-Type Formula for a Class of Anticipative Transforms of Brownian Motion Associated with Exponential Functionals0
Convergence to the Uniform Distribution of Vectors of Partial Sums Modulo One with a Common Factor0
Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices0
Generalized Fractional Counting Process0
Exponential Families, Rényi Divergence and the Almost Sure Cauchy Functional Equation0
Partial Smoothing of the Stochastic Wave Equation and Regularization by Noise Phenomena0
Note on the Weak Convergence of Hyperplane $$\alpha $$-Quantile Functionals and Their Continuity in the Skorokhod J1 Topology0
The Moduli of Continuity for Operator Fractional Brownian Motion0
On Poisson Approximation0
Stochastic Comparisons of Tracy–Widom $$\beta $$ Distributions0
From Irrevocably Modulated Filtrations to Dynamical Equations Over Random Networks0
The Oscillating Random Walk on $$ {\mathbf {\mathbb {Z}}} $$0
Hitting with Probability One for Stochastic Heat Equations with Additive Noise0
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case0
Limiting Spherical Integrals of Bounded Continuous Functions0
Gaussian Generating Functionals on Easy Quantum Groups0
On the Additive Property of Finitely Additive Measures0
Convergence of Martingales with Jumps on Submanifolds of Euclidean Spaces and its Applications to Harmonic Maps0
Non-Hermitian Random Matrices with a Variance Profile (II): Properties and Examples0
Cutpoints of (1,2) and (2,1) Random Walks on the Lattice of Positive Half Line0
White Noise-Driven Stochastic Partial Differential Equations with Mean Reflection0
Large Deviation Principle for Stochastic Reaction–Diffusion Equations with Superlinear Drift on $$\mathbb {R}$$ Driven by Space–Time White Noise0
Reflected and Doubly Reflected Backward Stochastic Differential Equations with Irregular Obstacles and a Large Set of Stopping Strategies0
Excursions of the Brox Diffusion0
Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators0
Spectrum of Lévy–Khintchine Random Laplacian Matrices0
On the Local Time of Anisotropic Random Walk on $$\mathbb Z^2$$0
Some Optimal Conditions for the ASCLT0
On Null-Homology and Stationary Sequences0
Series Expansions for Stochastic Partial Differential Equations with Symmetric $$\alpha $$-Stable Lévy Noise0
Large Deviation Principle for Occupation Measures of Stochastic Generalized Burgers–Huxley Equation0
Fox-H Densities and Completely Monotone Generalized Wright Functions0
Non-Instantaneous Impulsive Fractional Stochastic Differential Systems with Damping: Optimal Controls and Trajectory Controllability0
Fluctuation Moments Induced by Conjugation with Asymptotically Liberating Random Matrix Ensembles0
Sample Path Behaviors of Lévy Processes Conditioned to Avoid Zero0
Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices0
0.13851118087769