Journal of Theoretical Probability

Papers
(The median citation count 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 2022-05-01 to 2026-05-01.)
ArticleCitations
Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors15
On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures10
Lower Deviation for the Supremum of the Support of Super-Brownian Motion10
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems9
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations9
Commutative Monoid Duality8
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon7
Conformable Fractional Stochastic Differential Inclusions Driven by Poisson Jumps with Optimal Control and Clarke Subdifferential6
A Theory of Singular Values for Finite Free Probability6
Stabilization of Distribution Dependent Stochastic Differential Equations Driven by Lévy Noise with Discrete-Time Feedback Controls6
Krylov–Veretennikov Decomposition for Measure-Valued Processes Induced by Stochastic Differential Equations with Interaction on Riemannian Manifolds6
Left-Continuous Random Walk on $${\mathbb {Z}}$$ and the Parity of Its Hitting Times6
On the Second Eigenvalue of Random Bipartite Biregular Graphs5
Hölder Estimates and Weak Convergences of Certain Weighted Sum Processes5
Multivariate Stable Approximation by Stein’s Method5
A Central Limit Theorem for a Generalization of the Ewens Measure to Random Tuples of Commuting Permutations5
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
Some Families of Random Fields Related to Multiparameter Lévy Processes4
Banach Random Walk in Acoustics4
Bifractional Brownian Motions on Metric Spaces4
Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States4
Precise Tail Behaviour of Some Dirichlet Series4
Markov Chains in the Domain of Attraction of Brownian Motion in Cones4
The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities4
Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses4
Expected Number of Zeros of Random Power Series with Finitely Dependent Gaussian Coefficients4
Measure Kernel Sections for Superlinear Stochastic Korteweg–de Vries Lattice Systems on Banach Spaces4
Structural Properties of Gibbsian Point Processes in Abstract Spaces3
Exit Times for a Discrete Markov Additive Process3
Large Deviations for Locally Monotone Stochastic Partial Differential Equations Driven by Lévy Noise3
Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails3
On the Stationary Measures of Two Variants of the Voter Model3
On the Characterization of a Finite Random Field by Conditional Distribution and its Gibbs Form3
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation3
Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations3
A Law of Large Numbers for Local Patterns in Schur Measures and a Schur Process3
Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments3
Regularity of the Semigroup of Regular Probability Measures on Locally Compact Hausdorff Topological Groups3
A Note on the Convergence of the Extreme Eigenvalues of a Large-Dimensional Sample Covariance Matrix3
Cutoff on Trees is Rare3
Convergence to Stable Laws and a Local Limit Theorem for Products of Positive Random Matrices3
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups3
All Spatial Random Graphs with Weak Long-Range Effects have Chemical Distance Comparable to Euclidean Distance3
Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions3
Onset of Pattern Formation for the Stochastic Allen–Cahn Equation3
Discretization of the Ergodic Functional Central Limit Theorem3
Approximation Schemes for McKean–Vlasov and Boltzmann-Type Equations (Error Analysis in Total Variation Distance)3
Mean Attractors and Invariant Measures for Fractional Stochastic Lattice Systems Driven by Nonlinear Noise3
Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems3
Normal Approximation of Compound Hawkes Functionals3
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling3
Support Theorem for Lévy-driven Stochastic Differential Equations3
On the $$L^{p}$$-Spaces of Projective Limits of Probability Measures3
Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear Stochastic Integrodifferential Equations3
On Ergodic Properties of Some Lévy-Type Processes3
Sub-exponentiality in Statistical Exponential Models2
Deviation and Moment Inequalities for Banach-Valued U-statistics2
Entropies of Sums of Independent Gamma Random Variables2
Elephant Random Walks with Multiple Extractions and General Reinforcement Functions2
Large Deviations and Berry–Esseen Bounds for A Critical Galton–Watson Process2
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements2
A Denseness Property of Stochastic Processes2
Spectral Heat Content for Time-Changed Killed Brownian Motions2
From Pinned Billiard Balls to Partial Differential Equations2
Two-Dimensional Rademacher Walk2
Existence and Uniqueness of Solutions for Multi-dimensional Reflected Backward Stochastic Differential Equations with Diagonally Quadratic Generators2
Determining the Number and Values of Thresholds for Multi-regime Threshold Ornstein–Uhlenbeck Processes2
Asymptotics in Multivariate Le Cam’s Theorem2
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition2
A Conditioned Local Limit Theorem for Nonnegative Random Matrices2
On Conditioning Brownian Particles to Coalesce2
Small Deviations for the Mutual Intersection Local Time of Brownian Motions2
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails2
On Decoupled Standard Random Walks2
Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past2
A Local Limit Theorem for a Random Walk in an Intermittent Dynamical Environment2
Optimal Controllability for Multi-Term Time-Fractional Stochastic Systems with Non-Instantaneous Impulses2
$$L^p$$-Error Estimates for Numerical Schemes for Solving Certain Kinds of Mean-Field Backward Stochastic Differential Equations2
Anisotropic Non-oriented Bond Percolation in High Dimensions2
Green Function for an Asymptotically Stable Random Walk in a Half Space2
General Mean Reflected Backward Stochastic Differential Equations2
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
Regular Diffusion and Stochastic Differential Equation with Generalized Drift2
Limit Theorems for $$\sigma $$-Localized Émery Convergence2
Some Properties of Markov chains on the Free Group $${\mathbb {F}}_2$$2
Tail Behavior and Almost Sure Growth Rate of Superpositions of Ornstein–Uhlenbeck-type Processes2
Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes2
McKean–Vlasov Stochastic Differential Equations Driven by Fractional Stable Processes: Well-Posedness, Propagation of Chaos, Averaging Principle2
A Version of the Random Directed Forest and its Convergence to the Brownian Web1
On a Generalisation of the Coupon Collector Problem1
Well-Posedness for Path-Distribution Dependent Stochastic Differential Equations with Singular Drifts1
Functional Large Deviation Principle and Functional Laws of Iterated Logarithm for Random Dirichlet Series1
The Extinction Rate of a Branching Random Walk with a Barrier in a Time-Inhomogeneous Random Environment1
Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains1
Coupled McKean–Vlasov Equations Over Convex Domains1
Zero–One Laws for Events with Positional Symmetries1
Strong Law of Large Numbers for a Function of the Local Time of a Transient Random Walk on a Group1
Penalization of Galton–Watson Trees with Marked Vertices1
On the Dimension-Free Concentration of Simple Tensors via Matrix Deviation1
Stable Central Limit Theorem in Total Variation Distance1
On the Existence of Extreme Coherent Distributions with No Atoms1
Exponential Ergodicity for Singular McKean–Vlasov Stochastic Differential Equations in Weighted Variation Metric1
On the Ergodicity of Certain Markov Chains in Random Environments1
Joint Extremes of Inversions and Descents of Random Permutations1
Lower Deviation Probabilities for Level Sets of the Branching Random Walk1
Transcritical Bifurcation for the Conditional Distribution of a Diffusion Process1
Bounding the $$L^1$$-Distance Between One-Dimensional Continuous and Discrete Distributions via Stein’s Method1
Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces1
A Strong Convergence Rate of the Averaging Principle for Two-Time-Scale Forward-Backward Stochastic Differential Equations1
Gaussian Free Fields on the Hypercube1
Stochastic Differential Equations with Local Growth Singular Drifts1
Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space1
Multivariate Random Fields Evolving Temporally Over Hyperbolic Spaces1
On Nonlinear Markov Processes in the Sense of McKean1
Using Stein’s Method to Analyze Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes1
Quasi-Stationary Distributions for Single Death Processes with Killing1
Nonlinear Marked Poisson Autoregression: Stability and Rate of Convergence to Equilibrium1
Publisher Correction: On a Generalisation of the Coupon Collector Problem1
Another Look at Stein’s Method for Studentized Nonlinear Statistics with an Application to U-Statistics1
Stochastic Differential Equations with Singular Coefficients: The Martingale Problem View and the Stochastic Dynamics View1
Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space1
Density Fluctuations for the Multi-Species Stirring Process1
Convergence of Weak Euler Approximation for Nondegenerate Stochastic Differential Equations Driven by Point and Martingale Measures1
Urns with Multiple Drawings and Graph-Based Interaction1
The Onsager–Machlup Action Functional for Degenerate Stochastic Differential Equations Driven by Fractional Brownian Motion1
Quasi-Ergodic Limits for Moments of Jumps Under Absorbing Stable Processes1
The Cosine–Sine Decomposition and Conditional Negative Correlation Inequalities for Determinantal Processes1
Error distribution of the Euler approximation scheme for stochastic Volterra equations1
Limit Theorems for the Rightmost Particle in the Locally Inhomogeneous Branching Brownian Motion1
Some Bounds for the Expectations of Functions on Order Statistics and Their Applications1
A Note on Lévy-Driven McKean–Vlasov Stochastic Differential Equations Under Monotonicity1
Projections in Enlargements of Filtrations under Jacod’s Absolute Continuity Hypothesis for Marked Point Processes1
Explosion Rates for Continuous-State Branching Processes in a Lévy Environment1
Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion1
Rough Differential Equations Containing Path-Dependent Bounded Variation Terms1
Generalized Unimodality and Subordinators, With Applications to Stable Laws and to the Mittag-Leffler Function1
Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution1
Central Limit Theorem for Crossings in Randomly Embedded Graphs1
Asymptotic Behaviors for Random Geometric Series1
Limiting Distributions for a Class of Super-Brownian Motions with Spatially Dependent Branching Mechanisms1
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces1
A Restless Time-Fractional Multiclass Queue1
On the Generalized Birth–Death Process and Its Linear Versions1
Fractional Poisson Processes of Order k and Beyond1
Relaxation Equations with Stretched Non-local Operators: Renewals and Time-Changed Processes1
Sylvester Index of Random Hermitian Matrices1
Limit Theorems for Deviation Means of Independent and Identically Distributed Random Variables1
An Exponential Nonuniform Berry–Esseen Bound for the Fractional Ornstein–Uhlenbeck Process1
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term1
A Unified Approach to Compound Poisson Process and its Time-Fractional Versions1
Exact Modulus of Continuities for $$\Lambda $$-Fleming–Viot Processes with Brownian Spatial Motion1
Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands1
Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment1
Polynomial Convergence Rates for Markov Kernels Under Nested Modulated Drift Conditions1
The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices1
Pathwise Blowup of Space-Time Fractional Stochastic Partial Differential Equations1
On the Differentiability of Local Times of ($$1+\beta $$)-Stable Super-Brownian Motion1
Dobrushin and Steif Metrics are Equal1
The Generalized Entropy Ergodic Theorem with Two Types of Convergence for M-th-Order Nonhomogeneous Hidden Markov Models1
Moderate and $$L^p$$ Maximal Inequalities for Diffusion Processes and Conformal Martingales1
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