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 2021-03-01 to 2025-03-01.)
ArticleCitations
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation10
On the Generalized Birth–Death Process and Its Linear Versions9
Generalized Iterated Poisson Process and Applications9
Limit Theorem for Self-intersection Local Time Derivative of Multidimensional Fractional Brownian Motion8
Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains8
Quenched Local Convergence of Boltzmann Planar Maps8
Intersections of Randomly Translated Sets8
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon7
On the Quenched CLT for Stationary Markov Chains7
Non-uniqueness Phase of Percolation on Reflection Groups in $${\mathbb {H}^3}$$7
Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space6
A Theory of Singular Values for Finite Free Probability6
Functional Inequalities for Some Generalised Mehler Semigroups6
The Gorin–Shkolnikov Identity and Its Random Tree Generalization6
Quantitative Russo–Seymour–Welsh for Random Walk on Random Graphs and Decorrelation of Uniform Spanning Trees5
Invariant Measures for Stochastic Reaction–Diffusion Problems on Unbounded Thin Domains Driven by Nonlinear Noise5
Asymptotic Expansions for Additive Measures of Branching Brownian Motions5
Non-Hermitian Random Matrices with a Variance Profile (II): Properties and Examples5
On the Normalized Laplacian Spectra of Random Geometric Graphs4
General Mean Reflected Backward Stochastic Differential Equations4
Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise4
Some Bounds for the Expectations of Functions on Order Statistics and Their Applications4
Exact Uniform Modulus of Continuity and Chung’s LIL for the Generalized Fractional Brownian Motion4
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems4
On the Ergodicity of Certain Markov Chains in Random Environments3
Hitting with Probability One for Stochastic Heat Equations with Additive Noise3
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups3
Support Theorem for Lévy-driven Stochastic Differential Equations3
Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps3
Lower Deviation for the Supremum of the Support of Super-Brownian Motion3
From Irrevocably Modulated Filtrations to Dynamical Equations Over Random Networks3
Spatially Inhomogeneous Populations with Seed-Banks: I. Duality, Existence and Clustering3
On Conditioning Brownian Particles to Coalesce3
Commutative Monoid Duality3
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations3
On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures3
Wasserstein-Type Distances of Two-Type Continuous-State Branching Processes in Lévy Random Environments3
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces3
The Moduli of Continuity for Operator Fractional Brownian Motion2
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition2
Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind2
A Large Deviation Principle for the Stochastic Heat Equation with General Rough Noise2
Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors2
High-Dimensional Central Limit Theorems for Homogeneous Sums2
A Girsanov-Type Formula for a Class of Anticipative Transforms of Brownian Motion Associated with Exponential Functionals2
Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment2
On Order Isomorphisms Intertwining Semigroups for Dirichlet Forms2
Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space2
Hoffmann-Jørgensen Inequalities for Random Walks on the Cone of Positive Definite Matrices2
A Strong Version of the Skorohod Representation Theorem2
Sylvester Index of Random Hermitian Matrices2
Harmonic Moments and Large Deviations for the Markov Branching Process with Immigration2
Macroscopic Multi-fractality of Gaussian Random Fields and Linear Stochastic Partial Differential Equations with Colored Noise2
Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions2
Another Look at Stein’s Method for Studentized Nonlinear Statistics with an Application to U-Statistics2
Generalized Fractional Counting Process2
Correction to: Strong Approximation of the Anisotropic Random Walk Revisited2
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View2
Multivariate Stable Approximation by Stein’s Method2
A Conditioned Local Limit Theorem for Nonnegative Random Matrices2
Stochastic Dynamics of Generalized Planar Random Motions with Orthogonal Directions2
Correction to: A Functional CLT for Partial Traces of Random Matrices2
Functional Limit Theorems for the Pólya Urn2
Small Deviations for the Mutual Intersection Local Time of Brownian Motions2
On Markov Intertwining Relations and Primal Conditioning2
Berry–Esseen-Type Estimates for Random Variables with a Sparse Dependency Graph2
Gradient Flows on Graphons: Existence, Convergence, Continuity Equations2
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case1
Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass1
Higher-Order Derivative of Self-Intersection Local Time for Fractional Brownian Motion1
Octonionic Brownian Windings1
Evolving Systems of Stochastic Differential Equations1
Well-Posedness for a Class of Mean-Field-Type Forward-Backward Stochastic Differential Equations and Classical Solutions of Related Master Equations1
On the Probabilistic Representation of the Free Effective Resistance of Infinite Graphs1
Determining the Number and Values of Thresholds for Multi-regime Threshold Ornstein–Uhlenbeck Processes1
Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach1
Universality for Persistence Exponents of Local Times of Self-Similar Processes with Stationary Increments1
Equivalence–Singularity Dichotomy in Markov Measures1
Stochastic Comparisons of Tracy–Widom $$\beta $$ Distributions1
Green Function for an Asymptotically Stable Random Walk in a Half Space1
A note on the maximal expected local time of $${\text {L}}_2$$-bounded martingales1
Second-Order Tail Behavior for Stochastic Discounted Value of Aggregate Net Losses in a Discrete-Time Risk Model1
On Decoupled Standard Random Walks1
Some Families of Random Fields Related to Multiparameter Lévy Processes1
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails1
Long-time Hurst Regularity of Fractional Stochastic Differential Equations and Their Ergodic Means1
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term1
On a Weak Law of Large Numbers with Regularly Varying Normalizing Sequences1
The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities1
Precise Tail Behaviour of Some Dirichlet Series1
Weak Convergence of Topological Measures1
Multivariate Normal Approximation on the Wiener Space: New Bounds in the Convex Distance1
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements1
Backward Euler–Maruyama Method for the Random Periodic Solution of a Stochastic Differential Equation with a Monotone Drift1
Backward Stochastic Differential Equations with No Driving Martingale, Markov Processes and Associated Pseudo-Partial Differential Equations: Part II—Decoupled Mild Solutions and Examples1
Urns with Multiple Drawings and Graph-Based Interaction1
Limit Theorems for Conservative Flows on Multiple Stochastic Integrals1
Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates1
Entropies of Sums of Independent Gamma Random Variables1
Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices1
A Support Theorem for Stochastic Differential Equations Driven by a Fractional Brownian Motion1
A Denseness Property of Stochastic Processes1
Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions1
Convergence Towards the End Space for Random Walks on Schreier Graphs1
Correction: Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach1
Transition of the Simple Random Walk on the Ice Model Graph1
Selfsimilar Free Additive Processes and Freely Selfdecomposable Distributions1
Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices1
Strong Solutions of Stochastic Differential Equations with Generalized Drift and Multidimensional Fractional Brownian Initial Noise1
The Oscillating Random Walk on $$ {\mathbf {\mathbb {Z}}} $$1
Equivalences of Geometric Ergodicity of Markov Chains1
Positivity of the Density for Rough Differential Equations1
On the Second Eigenvalue of Random Bipartite Biregular Graphs1
Reflected and Doubly Reflected Backward Stochastic Differential Equations with Irregular Obstacles and a Large Set of Stopping Strategies1
On Stein’s Factors for Poisson Approximation in Wasserstein Distance with Nonlinear Transportation Costs1
Limit Theorems for $$\sigma $$-Localized Émery Convergence1
Criteria for Geometric and Algebraic Transience for Discrete-Time Markov Chains1
Scaling Limits of Slim and Fat Trees1
Large Deviation Principle for the Maximal Eigenvalue of Inhomogeneous Erdős-Rényi Random Graphs1
Existence, Uniqueness and Stability Analysis for Neutral Stochastic Functional Differential Equations with Jumps and Infinite Delay1
A Proof of Sanov’s Theorem via Discretizations1
Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces1
The Limit Empirical Spectral Distribution of Gaussian Monic Complex Matrix Polynomials1
Error distribution of the Euler approximation scheme for stochastic Volterra equations1
Spectrum of Lévy–Khintchine Random Laplacian Matrices1
Mild Solutions for the Stochastic Generalized Burgers–Huxley Equation1
The Generalized Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree1
Propagation of Chaos for Point Processes Induced by Particle Systems with Mean-Field Drift Interaction1
On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands1
Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses1
Weighted Davis Inequalities for Martingale Square Functions1
Generating M-Indeterminate Probability Densities by Way of Quantum Mechanics1
The Lightning Model1
A Multiplicatively Symmetrized Version of the Chung-Diaconis-Graham Random Process1
Concentration Inequalities on the Multislice and for Sampling Without Replacement1
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