OOIR: Observatory of International Research

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.)

Article	Citations
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation	10
On the Generalized Birth–Death Process and Its Linear Versions	9
Generalized Iterated Poisson Process and Applications	9
Limit Theorem for Self-intersection Local Time Derivative of Multidimensional Fractional Brownian Motion	8
Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains	8
Quenched Local Convergence of Boltzmann Planar Maps	8
Intersections of Randomly Translated Sets	8
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon	7
On the Quenched CLT for Stationary Markov Chains	7
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 Space	6
A Theory of Singular Values for Finite Free Probability	6
Functional Inequalities for Some Generalised Mehler Semigroups	6
The Gorin–Shkolnikov Identity and Its Random Tree Generalization	6
Quantitative Russo–Seymour–Welsh for Random Walk on Random Graphs and Decorrelation of Uniform Spanning Trees	5
Invariant Measures for Stochastic Reaction–Diffusion Problems on Unbounded Thin Domains Driven by Nonlinear Noise	5
Asymptotic Expansions for Additive Measures of Branching Brownian Motions	5
Non-Hermitian Random Matrices with a Variance Profile (II): Properties and Examples	5
On the Normalized Laplacian Spectra of Random Geometric Graphs	4
General Mean Reflected Backward Stochastic Differential Equations	4
Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise	4
Some Bounds for the Expectations of Functions on Order Statistics and Their Applications	4
Exact Uniform Modulus of Continuity and Chung’s LIL for the Generalized Fractional Brownian Motion	4
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems	4
On the Ergodicity of Certain Markov Chains in Random Environments	3

Hitting with Probability One for Stochastic Heat Equations with Additive Noise	3
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups	3
Support Theorem for Lévy-driven Stochastic Differential Equations	3
Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps	3
Lower Deviation for the Supremum of the Support of Super-Brownian Motion	3
From Irrevocably Modulated Filtrations to Dynamical Equations Over Random Networks	3
Spatially Inhomogeneous Populations with Seed-Banks: I. Duality, Existence and Clustering	3
On Conditioning Brownian Particles to Coalesce	3
Commutative Monoid Duality	3
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations	3
On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures	3
Wasserstein-Type Distances of Two-Type Continuous-State Branching Processes in Lévy Random Environments	3
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces	3
The Moduli of Continuity for Operator Fractional Brownian Motion	2
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition	2
Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind	2
A Large Deviation Principle for the Stochastic Heat Equation with General Rough Noise	2
Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors	2
High-Dimensional Central Limit Theorems for Homogeneous Sums	2
A Girsanov-Type Formula for a Class of Anticipative Transforms of Brownian Motion Associated with Exponential Functionals	2
Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment	2
On Order Isomorphisms Intertwining Semigroups for Dirichlet Forms	2
Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space	2
Hoffmann-Jørgensen Inequalities for Random Walks on the Cone of Positive Definite Matrices	2
A Strong Version of the Skorohod Representation Theorem	2
Sylvester Index of Random Hermitian Matrices	2
Harmonic Moments and Large Deviations for the Markov Branching Process with Immigration	2
Macroscopic Multi-fractality of Gaussian Random Fields and Linear Stochastic Partial Differential Equations with Colored Noise	2
Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions	2
Another Look at Stein’s Method for Studentized Nonlinear Statistics with an Application to U-Statistics	2
Generalized Fractional Counting Process	2
Correction to: Strong Approximation of the Anisotropic Random Walk Revisited	2
Limit Theorems for Iterates of the Szász–Mirakyan Operator in Probabilistic View	2
Multivariate Stable Approximation by Stein’s Method	2
A Conditioned Local Limit Theorem for Nonnegative Random Matrices	2
Stochastic Dynamics of Generalized Planar Random Motions with Orthogonal Directions	2
Correction to: A Functional CLT for Partial Traces of Random Matrices	2
Functional Limit Theorems for the Pólya Urn	2
Small Deviations for the Mutual Intersection Local Time of Brownian Motions	2
On Markov Intertwining Relations and Primal Conditioning	2
Berry–Esseen-Type Estimates for Random Variables with a Sparse Dependency Graph	2
Gradient Flows on Graphons: Existence, Convergence, Continuity Equations	2
A Proof of Sanov’s Theorem via Discretizations	1
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case	1
Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces	1
Error distribution of the Euler approximation scheme for stochastic Volterra equations	1
Well-Posedness for a Class of Mean-Field-Type Forward-Backward Stochastic Differential Equations and Classical Solutions of Related Master Equations	1
Spectrum of Lévy–Khintchine Random Laplacian Matrices	1
The Generalized Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree	1
Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach	1

Propagation of Chaos for Point Processes Induced by Particle Systems with Mean-Field Drift Interaction	1
On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands	1
Stochastic Comparisons of Tracy–Widom $$\beta $$ Distributions	1
Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses	1
Second-Order Tail Behavior for Stochastic Discounted Value of Aggregate Net Losses in a Discrete-Time Risk Model	1
Weighted Davis Inequalities for Martingale Square Functions	1
The Lightning Model	1
Concentration Inequalities on the Multislice and for Sampling Without Replacement	1
Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass	1
Higher-Order Derivative of Self-Intersection Local Time for Fractional Brownian Motion	1
Octonionic Brownian Windings	1
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term	1
Evolving Systems of Stochastic Differential Equations	1
On the Probabilistic Representation of the Free Effective Resistance of Infinite Graphs	1
The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities	1
Determining the Number and Values of Thresholds for Multi-regime Threshold Ornstein–Uhlenbeck Processes	1
Universality for Persistence Exponents of Local Times of Self-Similar Processes with Stationary Increments	1
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements	1
Equivalence–Singularity Dichotomy in Markov Measures	1
Green Function for an Asymptotically Stable Random Walk in a Half Space	1
Urns with Multiple Drawings and Graph-Based Interaction	1
A note on the maximal expected local time of $${\text {L}}_2$$-bounded martingales	1
On Decoupled Standard Random Walks	1
Entropies of Sums of Independent Gamma Random Variables	1
Some Families of Random Fields Related to Multiparameter Lévy Processes	1
A Denseness Property of Stochastic Processes	1
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails	1
Correction: Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach	1
Long-time Hurst Regularity of Fractional Stochastic Differential Equations and Their Ergodic Means	1
On a Weak Law of Large Numbers with Regularly Varying Normalizing Sequences	1
Precise Tail Behaviour of Some Dirichlet Series	1
Weak Convergence of Topological Measures	1
Strong Solutions of Stochastic Differential Equations with Generalized Drift and Multidimensional Fractional Brownian Initial Noise	1
Multivariate Normal Approximation on the Wiener Space: New Bounds in the Convex Distance	1
Backward Euler–Maruyama Method for the Random Periodic Solution of a Stochastic Differential Equation with a Monotone Drift	1
Equivalences of Geometric Ergodicity of Markov Chains	1
Backward Stochastic Differential Equations with No Driving Martingale, Markov Processes and Associated Pseudo-Partial Differential Equations: Part II—Decoupled Mild Solutions and Examples	1
Limit Theorems for Conservative Flows on Multiple Stochastic Integrals	1
On the Second Eigenvalue of Random Bipartite Biregular Graphs	1
Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates	1
Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices	1
Criteria for Geometric and Algebraic Transience for Discrete-Time Markov Chains	1
A Support Theorem for Stochastic Differential Equations Driven by a Fractional Brownian Motion	1
Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions	1
Existence, Uniqueness and Stability Analysis for Neutral Stochastic Functional Differential Equations with Jumps and Infinite Delay	1
Convergence Towards the End Space for Random Walks on Schreier Graphs	1
Transition of the Simple Random Walk on the Ice Model Graph	1
The Limit Empirical Spectral Distribution of Gaussian Monic Complex Matrix Polynomials	1
Selfsimilar Free Additive Processes and Freely Selfdecomposable Distributions	1
Mild Solutions for the Stochastic Generalized Burgers–Huxley Equation	1
Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices	1
The Oscillating Random Walk on $$ {\mathbf {\mathbb {Z}}} $$	1
Positivity of the Density for Rough Differential Equations	1
Reflected and Doubly Reflected Backward Stochastic Differential Equations with Irregular Obstacles and a Large Set of Stopping Strategies	1
On Stein’s Factors for Poisson Approximation in Wasserstein Distance with Nonlinear Transportation Costs	1
Generating M-Indeterminate Probability Densities by Way of Quantum Mechanics	1
Limit Theorems for $$\sigma $$-Localized Émery Convergence	1
Scaling Limits of Slim and Fat Trees	1
A Multiplicatively Symmetrized Version of the Chung-Diaconis-Graham Random Process	1
Large Deviation Principle for the Maximal Eigenvalue of Inhomogeneous Erdős-Rényi Random Graphs	1