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 2020-03-01 to 2024-03-01.)
ArticleCitations
Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients13
Euler–Maruyama Approximations for Stochastic McKean–Vlasov Equations with Non-Lipschitz Coefficients12
Regularity of Local Times Associated with Volterra–Lévy Processes and Path-Wise Regularization of Stochastic Differential Equations9
Multivariate Normal Approximation on the Wiener Space: New Bounds in the Convex Distance8
Maximum of Catalytic Branching Random Walk with Regularly Varying Tails8
The Laws of Large Numbers Associated with the Linear Self-attracting Diffusion Driven by Fractional Brownian Motion and Applications7
Regenerativity of Viterbi Process for Pairwise Markov Models7
Non-integrable Stable Approximation by Stein’s Method7
Stein’s Method for Asymmetric $$\alpha $$-stable Distributions, with Application to the Stable CLT7
Path Properties of a Generalized Fractional Brownian Motion7
Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Generators6
On a Weak Law of Large Numbers with Regularly Varying Normalizing Sequences6
Concentration Inequalities for Bounded Functionals via Log-Sobolev-Type Inequalities6
Functional Limit Theorems for the Fractional Ornstein–Uhlenbeck Process6
On the Long-Range Dependence of Mixed Fractional Poisson Process5
Strong Solutions of Stochastic Differential Equations with Generalized Drift and Multidimensional Fractional Brownian Initial Noise5
How Does Tempering Affect the Local and Global Properties of Fractional Brownian Motion?5
Polynomial Ensembles and Pólya Frequency Functions4
Large Deviation Principle for the Maximal Eigenvalue of Inhomogeneous Erdős-Rényi Random Graphs4
Higher-Order Derivative of Self-Intersection Local Time for Fractional Brownian Motion4
Large and Moderate Deviations Principles and Central Limit Theorem for the Stochastic 3D Primitive Equations with Gradient-Dependent Noise4
Mild Solutions for the Stochastic Generalized Burgers–Huxley Equation4
Regularized Divergences Between Covariance Operators and Gaussian Measures on Hilbert Spaces4
Non-local Solvable Birth–Death Processes4
On a Theorem by A.S. Cherny for Semilinear Stochastic Partial Differential Equations4
The Generalized Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree4
Distances Between Distributions Via Stein’s Method3
On the Convergence of Series of Dependent Random Variables3
Generating M-Indeterminate Probability Densities by Way of Quantum Mechanics3
High-Dimensional Central Limit Theorems for Homogeneous Sums3
Schauder Estimates for Poisson Equations Associated with Non-local Feller Generators3
Estimates of Certain Exit Probabilities for p-Adic Brownian Bridges3
Empirical Measure and Small Noise Asymptotics Under Large Deviation Scaling for Interacting Diffusions3
Local Central Limit Theorem for Multi-group Curie–Weiss Models3
Generalized Fractional Counting Process3
Quenched Local Convergence of Boltzmann Planar Maps3
Moderate Deviations for Drift Parameter Estimations in Reflected Ornstein–Uhlenbeck Process3
Asymptotic Properties of Random Contingency Tables with Uniform Margin3
Second-Order Term of Cover Time for Planar Simple Random Walk3
On Exact Laws of Large Numbers for Oppenheim Expansions with Infinite Mean3
Spatially Inhomogeneous Populations with Seed-Banks: I. Duality, Existence and Clustering3
A Kolmogorov–Chentsov Type Theorem on General Metric Spaces with Applications to Limit Theorems for Banach-Valued Processes2
General Bernstein-Like Inequality for Additive Functionals of Markov Chains2
Stochastic Dynamics of Generalized Planar Random Motions with Orthogonal Directions2
Evolving Systems of Stochastic Differential Equations2
Pathwise Uniqueness and Non-explosion Property of Skorohod SDEs with a Class of Non-Lipschitz Coefficients and Non-smooth Domains2
Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions2
Ergodic Theorems with Random Weights for Stationary Random Processes and Fields2
Dimensions of Fractional Brownian Images2
Local Times for Continuous Paths of Arbitrary Regularity2
On Asymptotic Properties of Bell Polynomials and Concentration of Vertex Degree of Large Random Graphs2
Strong Approximation of the Anisotropic Random Walk Revisited2
Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices2
Weak Convergence of Topological Measures2
Compound Poisson Approximations in $$\ell _p$$-norm for Sums of Weakly Dependent Vectors2
Central Limit Theorems for Weighted Sums of Dependent Random Vectors in Hilbert Spaces via the Theory of the Regular Variation2
Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution2
Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections2
Probabilistic Stirling Numbers of the Second Kind and Applications2
Spectral Heat Content for Time-Changed Killed Brownian Motions2
The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices2
Positivity of the Density for Rough Differential Equations2
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements2
Exact Uniform Modulus of Continuity and Chung’s LIL for the Generalized Fractional Brownian Motion2
Stratonovich Solution for the Wave Equation2
On Reflection with Two-Sided Jumps2
Functional Central Limit Theorems for Occupancies and Missing Mass Process in Infinite Urn Models2
Random Transpositions on Contingency Tables1
On Stein’s Factors for Poisson Approximation in Wasserstein Distance with Nonlinear Transportation Costs1
Hörmander’s Hypoelliptic Theorem for Nonlocal Operators1
The Oscillating Random Walk on $$ {\mathbf {\mathbb {Z}}} $$1
Rerooting Multi-type Branching Trees: The Infinite Spine Case1
Universality for Persistence Exponents of Local Times of Self-Similar Processes with Stationary Increments1
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling1
Set-Valued Functions of Bounded Generalized Variation and Set-Valued Young Integrals1
Convex Order, Quantization and Monotone Approximations of ARCH Models1
Products of Conditional Expectation Operators: Convergence and Divergence1
Quaternionic Brownian Windings1
On the Exponential Ergodicity of (2+2)-Affine Processes in Total Variation Distances1
Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces1
On Conditioning Brownian Particles to Coalesce1
Central Limit Theorem for Kernel Estimator of Invariant Density in Bifurcating Markov Chains Models1
Equivalence–Singularity Dichotomy in Markov Measures1
Non-Hermitian Random Matrices with a Variance Profile (II): Properties and Examples1
On a Certain Operator Related to Blackwell’s Markov Chain1
On the Local Time of the Half-Plane Half-Comb Walk1
Macroscopic Multi-fractality of Gaussian Random Fields and Linear Stochastic Partial Differential Equations with Colored Noise1
Maximum Drawdown and Drawdown Duration of Spectrally Negative Lévy Processes Decomposed at Extremes1
Large Time Asymptotic Properties of the Stochastic Heat Equation1
Semimartingale Representation of a Class of Semi-Markov Dynamics1
Limiting Distributions for a Class of Super-Brownian Motions with Spatially Dependent Branching Mechanisms1
Multivariate Stable Approximation by Stein’s Method1
Large Deviations of the Range of the Planar Random Walk on the Scale of the Mean1
Concentration Inequalities on the Multislice and for Sampling Without Replacement1
Tail indices for $$\mathbf{A}\mathbf{X}+\mathbf{B}$$ Recursion with Triangular Matrices1
A Central Limit Theorem for Star-Generators of $${S}_{\infty }$$, Which Relates to the Law of a GUE Matrix1
Lower Deviation Probabilities for Level Sets of the Branching Random Walk1
Integral Functionals for Spectrally Positive Lévy Processes1
Weighted Davis Inequalities for Martingale Square Functions1
Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions1
The Large Deviation Principle for Inhomogeneous Erdős–Rényi Random Graphs1
An Analysis of the Induced Linear Operators Associated to Divide and Color Models1
Local Convergence of Critical Random Trees and Continuous-State Branching Processes1
A Strong Version of the Skorohod Representation Theorem1
Limit Theorems for Deviation Means of Independent and Identically Distributed Random Variables1
Wasserstein Convergence Rates for Empirical Measures of Subordinated Processes on Noncompact Manifolds1
Commutative Monoid Duality1
Semi-uniform Feller Stochastic Kernels1
A Simple Method to Find All Solutions to the Functional Equation of the Smoothing Transform1
Wong–Zakai Approximation for Stochastic Differential Equations Driven by G-Brownian Motion1
Self-Standardized Central Limit Theorems for Trimmed Lévy Processes1
Integral Representations for the Hartman–Watson Density1
A Phase Transition for Large Values of Bifurcating Autoregressive Models1
Color Representations of Ising Models1
Lie Point Symmetries of Autonomous Scalar First-Order Itô Stochastic Delay Ordinary Differential Equations1
A Version of the Random Directed Forest and its Convergence to the Brownian Web1
Backward Euler–Maruyama Method for the Random Periodic Solution of a Stochastic Differential Equation with a Monotone Drift1
Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Coefficients in (y, z)1
Criteria for Geometric and Algebraic Transience for Discrete-Time Markov Chains1
Using Stein’s Method to Analyze Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes1
Green’s Functions with Oblique Neumann Boundary Conditions in the Quadrant1
Iterative Weak Approximation and Hard Bounds for Switching Diffusion1
Stochastic Two-Dimensional Navier–Stokes Equations on Time-Dependent Domains1
Error distribution of the Euler approximation scheme for stochastic Volterra equations1
On the Correlation of Critical Points and Angular Trispectrum for Random Spherical Harmonics1
Large Deviation Properties of the Empirical Measure of a Metastable Small Noise Diffusion1
Backbone Decomposition of Multitype Superprocesses1
A note on the maximal expected local time of $${\text {L}}_2$$-bounded martingales1
Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise1
On Smooth Mesoscopic Linear Statistics of the Eigenvalues of Random Permutation Matrices1
A Multiplicatively Symmetrized Version of the Chung-Diaconis-Graham Random Process1
Functional Limit Theorems for the Pólya Urn1
1-Meixner Random Vectors1
Backward Stochastic Differential Equations with No Driving Martingale, Markov Processes and Associated Pseudo-Partial Differential Equations: Part II—Decoupled Mild Solutions and Examples1
Limit Theorems for Classical, Freely and Boolean Max-Infinitely Divisible Distributions1
On Azuma-Type Inequalities for Banach Space-Valued Martingales1
Large Deviations for Backward Stochastic Differential Equations Driven by G-Brownian Motion1
Large Deviation Principle for Occupation Measures of Stochastic Generalized Burgers–Huxley Equation1
On the Second Eigenvalue of Random Bipartite Biregular Graphs1
An Exponential Nonuniform Berry–Esseen Bound for the Fractional Ornstein–Uhlenbeck Process1
The Lightning Model0
The Height Process of a Continuous-State Branching Process with Interaction0
Bifractional Brownian Motions on Metric Spaces0
Octonionic Brownian Windings0
A General Version of Price’s Theorem0
Functional Inequalities for Some Generalised Mehler Semigroups0
A Central Limit Theorem for the Mean Starting Hitting Time for a Random Walk on a Random Graph0
Time-Changed Local Martingales Under Signed Measures0
Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors0
Reflected Backward Stochastic Differential Equation with Rank-Based Data0
Euclidean Travelling Salesman Problem with Location-Dependent and Power-Weighted Edges0
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition0
Lower Deviation for the Supremum of the Support of Super-Brownian Motion0
Asymptotic Normality in Banach Spaces via Lindeberg Method0
On the Normalized Laplacian Spectra of Random Geometric Graphs0
Well-Posedness for Stochastic Fractional Navier–Stokes Equation in the Critical Fourier–Besov Space0
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case0
Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy Noises0
Hoeffding–Serfling Inequality for U-Statistics Without Replacement0
Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space0
Quantitative Russo–Seymour–Welsh for Random Walk on Random Graphs and Decorrelation of Uniform Spanning Trees0
General Self-Similarity Properties for Markov Processes and Exponential Functionals of Lévy Processes0
The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities0
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View0
On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures0
Selected Topics in the Generalized Mixed Set-Indexed Fractional Brownian Motion0
Anisotropic Non-oriented Bond Percolation in High Dimensions0
Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind0
An Ideal Class to Construct Solutions for Skew Brownian Motion Equations0
Large Deviation Principles of Realized Laplace Transform of Volatility0
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term0
Stationary Determinantal Processes on $${\mathbb {Z}}^d$$ with N Labeled Objects per Site, Part I: Basic Properties and Full Domination0
Correction to: Cylindrical Martingale Problems Associated with Lévy Generators0
On Poisson Approximation0
Hoffmann-Jørgensen Inequalities for Random Walks on the Cone of Positive Definite Matrices0
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces0
Gradient Flows on Graphons: Existence, Convergence, Continuity Equations0
Some Bounds for the Expectations of Functions on Order Statistics and Their Applications0
Expected Number of Zeros of Random Power Series with Finitely Dependent Gaussian Coefficients0
Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices0
Support Theorem for Lévy-driven Stochastic Differential Equations0
Fluctuation Moments Induced by Conjugation with Asymptotically Liberating Random Matrix Ensembles0
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails0
Non-uniqueness Phase of Percolation on Reflection Groups in $${\mathbb {H}^3}$$0
Correction to: A Functional CLT for Partial Traces of Random Matrices0
Strong Renewal Theorem and Local Limit Theorem in the Absence of Regular Variation0
Boundary Non-crossing Probabilities of Gaussian Processes: Sharp Bounds and Asymptotics0
A Theory of Singular Values for Finite Free Probability0
On Self-Similar Bernstein Functions and Corresponding Generalized Fractional Derivatives0
On Markov Intertwining Relations and Primal Conditioning0
The Galerkin Analysis for the Random Periodic Solution of Semilinear Stochastic Evolution Equations0
Limiting Spectral Radii of Circular Unitary Matrices Under Light Truncation0
On the Quenched CLT for Stationary Markov Chains0
Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates0
Selfsimilar Free Additive Processes and Freely Selfdecomposable Distributions0
Generalization of the Energy Distance by Bernstein Functions0
The Local Limit Theorem for Supercritical Branching Processes with Immigration0
On the Probabilistic Representation of the Free Effective Resistance of Infinite Graphs0
Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps0
A Penalised Model Reproducing the Mod-Poisson Fluctuations in the Sathé–Selberg Theorem0
Mixing Times for the Commuting Chain on CA Groups0
On Order Isomorphisms Intertwining Semigroups for Dirichlet Forms0
Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space0
$$L^p$$-Error Estimates for Numerical Schemes for Solving Certain Kinds of Mean-Field Backward Stochastic Differential Equations0
Spectrum of Lévy–Khintchine Random Laplacian Matrices0
Limit Theorems for Conservative Flows on Multiple Stochastic Integrals0
Asymptotic Behavior of the Fundamental Solutions for Critical Schrödinger Forms0
Moderate Deviations for Extreme Eigenvalues of Real-Valued Sample Covariance Matrices0
On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands0
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon0
Green Function for an Asymptotically Stable Random Walk in a Half Space0
Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment0
Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails0
Second-Order Tail Behavior for Stochastic Discounted Value of Aggregate Net Losses in a Discrete-Time Risk Model0
From Irrevocably Modulated Filtrations to Dynamical Equations Over Random Networks0
Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past0
Necessary and Sufficient Conditions for the Uniform Integrability of the Stochastic Exponential0
Wasserstein-Type Distances of Two-Type Continuous-State Branching Processes in Lévy Random Environments0
A Support Theorem for Stochastic Differential Equations Driven by a Fractional Brownian Motion0
Sylvester Index of Random Hermitian Matrices0
Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains0
Some Results for Range of Random Walk on Graph with Spectral Dimension Two0
Graph Constructions for the Contact Process with a Prescribed Critical Rate0
Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass0
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups0
The Heyde Theorem on a Group $$\mathbb {R}^n \times D$$, Where D is a Discrete Abelian Group0
General Mean Reflected Backward Stochastic Differential Equations0
mu-Brownian Motion, Dualities, Diffusions, Transforms, and Reproducing Kernel Hilbert Spaces0
The Limit Empirical Spectral Distribution of Gaussian Monic Complex Matrix Polynomials0
Limiting Spherical Integrals of Bounded Continuous Functions0
A Proof of Sanov’s Theorem via Discretizations0
Limit Theorem for Self-intersection Local Time Derivative of Multidimensional Fractional Brownian Motion0
Generalized Unimodality and Subordinators, With Applications to Stable Laws and to the Mittag-Leffler Function0
A Class of Non-Reversible Hypercube Long-Range Random Walks and Bernoulli Autoregression0
Scaling Limits of Slim and Fat Trees0
On the Ergodicity of Certain Markov Chains in Random Environments0
Normal Approximation of Compound Hawkes Functionals0
Convergence Towards the End Space for Random Walks on Schreier Graphs0
Entropies of Sums of Independent Gamma Random Variables0
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation0
Sub-exponentiality in Statistical Exponential Models0
A Large Deviation Principle for the Stochastic Heat Equation with General Rough Noise0
Random Perturbations of Matrix Polynomials0
Statistical Properties of Eigenvalues of Laplace–Beltrami Operators0
Equivalences of Geometric Ergodicity of Markov Chains0
The Moduli of Continuity for Operator Fractional Brownian Motion0
The Gorin–Shkolnikov Identity and Its Random Tree Generalization0
Harmonic Moments and Large Deviations for the Markov Branching Process with Immigration0
Correction to: Strong Approximation of the Anisotropic Random Walk Revisited0
Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States0
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