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 2021-05-01 to 2025-05-01.)
ArticleCitations
A Theory of Singular Values for Finite Free Probability11
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 Measures10
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems8
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations8
Functional Limit Theorems for the Pólya Urn8
Lower Deviation for the Supremum of the Support of Super-Brownian Motion8
Commutative Monoid Duality7
Evolving Systems of Stochastic Differential Equations6
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon6
Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise6
The Lightning Model6
Conformable Fractional Stochastic Differential Inclusions Driven by Poisson Jumps with Optimal Control and Clarke Subdifferential6
Fractional Kolmogorov Equations with Singular Paracontrolled Terminal Conditions5
On the Second Eigenvalue of Random Bipartite Biregular Graphs5
Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses5
Some Families of Random Fields Related to Multiparameter Lévy Processes5
Precise Tail Behaviour of Some Dirichlet Series5
Expected Number of Zeros of Random Power Series with Finitely Dependent Gaussian Coefficients4
Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States4
On a Weak Law of Large Numbers with Regularly Varying Normalizing Sequences4
Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails4
mu-Brownian Motion, Dualities, Diffusions, Transforms, and Reproducing Kernel Hilbert Spaces4
Multivariate Stable Approximation by Stein’s Method4
Bifractional Brownian Motions on Metric Spaces4
A Note on the Convergence of the Extreme Eigenvalues of a Large-Dimensional Sample Covariance Matrix4
Markov Chains in the Domain of Attraction of Brownian Motion in Cones3
Normal Approximation of Compound Hawkes Functionals3
Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments3
Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems3
The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities3
General Self-Similarity Properties for Markov Processes and Exponential Functionals of Lévy Processes3
Regularity of the Semigroup of Regular Probability Measures on Locally Compact Hausdorff Topological Groups3
Regularity of Local Times Associated with Volterra–Lévy Processes and Path-Wise Regularization of Stochastic Differential Equations3
Approximation Schemes for McKean–Vlasov and Boltzmann-Type Equations (Error Analysis in Total Variation Distance)3
Exit Times for a Discrete Markov Additive Process3
A Strong Version of the Skorohod Representation Theorem2
A Denseness Property of Stochastic Processes2
Support Theorem for Lévy-driven Stochastic Differential Equations2
On the Normalized Laplacian Spectra of Random Geometric Graphs2
Characterisation of Honest Times and Optional Semimartingales of Class-$$(\Sigma )$$2
Onset of Pattern Formation for the Stochastic Allen–Cahn Equation2
On the Characterization of a Finite Random Field by Conditional Distribution and its Gibbs Form2
Dimensions of Fractional Brownian Images2
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling2
Spatially Inhomogeneous Populations with Seed-Banks: I. Duality, Existence and Clustering2
Green Function for an Asymptotically Stable Random Walk in a Half Space2
Limit Theorems for $$\sigma $$-Localized Émery Convergence2
Small Deviations for the Mutual Intersection Local Time of Brownian Motions2
High-Dimensional Central Limit Theorems for Homogeneous Sums2
Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear Stochastic Integrodifferential Equations2
On Conditioning Brownian Particles to Coalesce2
Convex Order, Quantization and Monotone Approximations of ARCH Models2
Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions2
Cutoff on Trees is Rare2
Hydrodynamic Limit for the d-Facilitated Exclusion Process2
On Ergodic Properties of Some Lévy-Type Processes2
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation2
Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass2
General Mean Reflected Backward Stochastic Differential Equations2
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups2
Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps2
Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations2
Stochastic Forcing in Hydrodynamic Models with Non-local Interactions2
Structural Properties of Gibbsian Point Processes in Abstract Spaces2
Discretization of the Ergodic Functional Central Limit Theorem2
Chung-Type Strong Laws and Almost Complete Convergence for Arrays of Measurable Operators2
On the $$L^{p}$$-Spaces of Projective Limits of Probability Measures2
On Decoupled Standard Random Walks2
Some Bounds for the Expectations of Functions on Order Statistics and Their Applications1
Tail Behavior and Almost Sure Growth Rate of Superpositions of Ornstein–Uhlenbeck-type Processes1
Rough Differential Equations Containing Path-Dependent Bounded Variation Terms1
Another Look at Stein’s Method for Studentized Nonlinear Statistics with an Application to U-Statistics1
Sub-exponentiality in Statistical Exponential Models1
The Generalized Entropy Ergodic Theorem with Two Types of Convergence for M-th-Order Nonhomogeneous Hidden Markov Models1
Concentration Inequalities on the Multislice and for Sampling Without Replacement1
Strong Solutions to a Beta-Wishart Particle System1
A note on the maximal expected local time of $${\text {L}}_2$$-bounded martingales1
On the Ergodicity of Certain Markov Chains in Random Environments1
Gaussian Free Fields on the Hypercube1
Zero–One Laws for Events with Positional Symmetries1
On a Certain Operator Related to Blackwell’s Markov Chain1
The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices1
Spectral Heat Content for Time-Changed Killed Brownian Motions1
Limiting Distributions for a Class of Super-Brownian Motions with Spatially Dependent Branching Mechanisms1
Entropies of Sums of Independent Gamma Random Variables1
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition1
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term1
Regular Diffusion and Stochastic Differential Equation with Generalized Drift1
Urns with Multiple Drawings and Graph-Based Interaction1
Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates1
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces1
Optimal Controllability for Multi-Term Time-Fractional Stochastic Systems with Non-Instantaneous Impulses1
The Heyde Theorem on a Group $$\mathbb {R}^n \times D$$, Where D is a Discrete Abelian Group1
Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space1
$$L^p$$-Error Estimates for Numerical Schemes for Solving Certain Kinds of Mean-Field Backward Stochastic Differential Equations1
Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment1
Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains1
Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes1
On the Existence of Extreme Coherent Distributions with No Atoms1
Error distribution of the Euler approximation scheme for stochastic Volterra equations1
Some Properties of Markov chains on the Free Group $${\mathbb {F}}_2$$1
On Self-Similar Bernstein Functions and Corresponding Generalized Fractional Derivatives1
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
Determining the Number and Values of Thresholds for Multi-regime Threshold Ornstein–Uhlenbeck Processes1
Penalization of Galton–Watson Trees with Marked Vertices1
Lower Deviation Probabilities for Level Sets of the Branching Random Walk1
Well-Posedness for Path-Distribution Dependent Stochastic Differential Equations with Singular Drifts1
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails1
Criteria for Geometric and Algebraic Transience for Discrete-Time Markov Chains1
Hoeffding–Serfling Inequality for U-Statistics Without Replacement1
Multivariate Normal Approximation on the Wiener Space: New Bounds in the Convex Distance1
Moderate and $$L^p$$ Maximal Inequalities for Diffusion Processes and Conformal Martingales1
A Simple Method to Find All Solutions to the Functional Equation of the Smoothing Transform1
Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions1
Local Central Limit Theorem for Multi-group Curie–Weiss Models1
On Stein’s Factors for Poisson Approximation in Wasserstein Distance with Nonlinear Transportation Costs1
On the Generalized Birth–Death Process and Its Linear Versions1
Existence and Uniqueness of Solutions for Multi-dimensional Reflected Backward Stochastic Differential Equations with Diagonally Quadratic Generators1
Coupled McKean–Vlasov Equations Over Convex Domains1
Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space1
Entropic Regularization of Wasserstein Distance Between Infinite-Dimensional Gaussian Measures and Gaussian Processes1
Quasi-Ergodic Limits for Moments of Jumps Under Absorbing Stable Processes1
Sylvester Index of Random Hermitian Matrices1
Bounding the $$L^1$$-Distance Between One-Dimensional Continuous and Discrete Distributions via Stein’s Method1
Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution1
Higher-Order Error Estimates of the Discrete-Time Clark–Ocone Formula1
Exact Modulus of Continuities for $$\Lambda $$-Fleming–Viot Processes with Brownian Spatial Motion1
Deviation and Moment Inequalities for Banach-Valued U-statistics1
Multivariate Random Fields Evolving Temporally Over Hyperbolic Spaces1
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements1
A Conditioned Local Limit Theorem for Nonnegative Random Matrices1
Stochastic Differential Equations with Singular Coefficients: The Martingale Problem View and the Stochastic Dynamics View1
Anisotropic Non-oriented Bond Percolation in High Dimensions1
A Proof of Sanov’s Theorem via Discretizations1
Backward Stochastic Differential Equations with No Driving Martingale, Markov Processes and Associated Pseudo-Partial Differential Equations: Part II—Decoupled Mild Solutions and Examples1
Asymptotic Behaviors for Random Geometric Series1
Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past1
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