Journal of Theoretical Probability

Papers
(The TQCC 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 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
On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures9
Lower Deviation for the Supremum of the Support of Super-Brownian Motion9
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations8
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems7
Conformable Fractional Stochastic Differential Inclusions Driven by Poisson Jumps with Optimal Control and Clarke Subdifferential6
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon6
Commutative Monoid Duality6
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
Precise Tail Behaviour of Some Dirichlet Series5
The Lightning Model5
On the Second Eigenvalue of Random Bipartite Biregular Graphs5
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
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
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
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
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
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
Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces1
Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space1
Well-Posedness for Stochastic Fractional Navier–Stokes Equation in the Critical Fourier–Besov Space1
Limiting Distributions for a Class of Super-Brownian Motions with Spatially Dependent Branching Mechanisms1
Error distribution of the Euler approximation scheme for stochastic Volterra equations1
Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment1
The Generalized Entropy Ergodic Theorem with Two Types of Convergence for M-th-Order Nonhomogeneous Hidden Markov Models1
Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past1
On Self-Similar Bernstein Functions and Corresponding Generalized Fractional Derivatives1
Spectral Heat Content for Time-Changed Killed Brownian Motions1
Optimal Controllability for Multi-Term Time-Fractional Stochastic Systems with Non-Instantaneous Impulses1
Sub-exponentiality in Statistical Exponential Models1
Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution1
On the Generalized Birth–Death Process and Its Linear Versions1
Asymptotic Behaviors for Random Geometric Series1
Well-Posedness for Path-Distribution Dependent Stochastic Differential Equations with Singular Drifts1
On a Generalisation of the Coupon Collector Problem1
Using Stein’s Method to Analyze Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes1
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
Penalization of Galton–Watson Trees with Marked Vertices1
Exact Modulus of Continuities for $$\Lambda $$-Fleming–Viot Processes with Brownian Spatial Motion1
Higher-Order Error Estimates of the Discrete-Time Clark–Ocone Formula1
Zero–One Laws for Events with Positional Symmetries1
Concentration Inequalities on the Multislice and for Sampling Without Replacement1
Tail Behavior and Almost Sure Growth Rate of Superpositions of Ornstein–Uhlenbeck-type Processes1
Hoeffding–Serfling Inequality for U-Statistics Without Replacement1
Sylvester Index of Random Hermitian Matrices1
Regular Diffusion and Stochastic Differential Equation with Generalized Drift1
On the Existence of Extreme Coherent Distributions with No Atoms1
The Heyde Theorem on a Group $$\mathbb {R}^n \times D$$, Where D is a Discrete Abelian Group1
Urns with Multiple Drawings and Graph-Based Interaction1
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
Entropic Regularization of Wasserstein Distance Between Infinite-Dimensional Gaussian Measures and Gaussian Processes1
Anisotropic Non-oriented Bond Percolation in High Dimensions1
Coupled McKean–Vlasov Equations Over Convex Domains1
Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains1
On Nonlinear Markov Processes in the Sense of McKean1
An Exponential Nonuniform Berry–Esseen Bound for the Fractional Ornstein–Uhlenbeck Process1
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
Bounding the $$L^1$$-Distance Between One-Dimensional Continuous and Discrete Distributions via Stein’s Method1
Multivariate Random Fields Evolving Temporally Over Hyperbolic Spaces1
Stochastic Differential Equations with Singular Coefficients: The Martingale Problem View and the Stochastic Dynamics View1
Quasi-Stationary Distributions for Single Death Processes with Killing1
Some Properties of Markov chains on the Free Group $${\mathbb {F}}_2$$1
The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices1
A Proof of Sanov’s Theorem via Discretizations1
Deviation and Moment Inequalities for Banach-Valued U-statistics1
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term1
Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates1
Quasi-Ergodic Limits for Moments of Jumps Under Absorbing Stable Processes1
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
Lower Deviation Probabilities for Level Sets of the Branching Random Walk1
On the Ergodicity of Certain Markov Chains in Random Environments1
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
Gaussian Free Fields on the Hypercube1
Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy Noises1
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
Central Limit Theorem for Crossings in Randomly Embedded Graphs1
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces1
Some Bounds for the Expectations of Functions on Order Statistics and Their Applications1
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