Journal of Theoretical Probability

1997 - 2026

Current editor(s): Andrea Monica

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Volume 39, issue 4, 2026

Free Compressions of R-Diagonal Random Variables and the Semigroup of Brown Measures pp. 1-24

Vladislav Kargin

Optimal Control of Non-instantaneous Impulsive Stochastic Benjamin–Bona–Mahony Equation pp. 1-24

N. Durga, Dimplekumar N. Chalishajar and Raju K. George

Matrix Approach To The Fractional Calculus pp. 1-36

V. N. Kolokoltsov and E. L. Shishkina

The Scaling Limit of Random Two-Connected Series–Parallel Maps pp. 1-23

Daniel Amankwah, Jakob Björnberg, Sigurdur Örn Stefánsson, Benedikt Stufler and Joonas Turunen

Analysis of the Asymmetric Shelf Shuffle pp. 1-27

Raghavendra Tripathi

Dirichlet Forms of Diffusion Processes on the Thoma Simplex pp. 1-44

Sergei Korotkikh

Spectral Representation of Transition Probability of Symmetric Lévy Processes on the Circle Killed at a Point pp. 1-26

Yasuki Isozaki

Stochastic Solutions to Abstract Telegraph-Type Equations Involving Fractional Dynamics pp. 1-26

Alessandro De Gregorio and Roberto Garra

The Dual Burnside Process pp. 1-67

Ivan Z. Feng

Beta Jacobi Ensembles and Associated Jacobi Polynomials, II pp. 1-32

Fumihiko Nakano, Hoang Dung Trinh and Khanh Duy Trinh

The Second-Class Particle in the Half-Line Open Totally Asymmetric Simple Exclusion Process pp. 1-41

Kailun Chen

Propagation of Chaos for Doubly Mean Reflected BSDEs pp. 1-41

Hanwu Li and Ning Ning

Asymptotic Behavior of the Smoluchowski–Kramers Approximation for Distribution-Dependent Stochastic Differential Equations Driven by Fractional Brownian Motion pp. 1-45

Shiyu Liu, Wei Liu, Yajuan Pan and Zhengliang Zhang

Mean Reflected McKean–Vlasov Stochastic Differential Equation pp. 1-50

Shaopeng Hong and Sheng Xiao

Regularization of Hyperbolic Stochastic Partial Differential Equations by Two Fractional Brownian Sheets pp. 1-35

Rachid Belfadli, Youssef Ouknine and Ercan Sönmez

Invariant Measures and Ergodicity of Stochastic p(x)-Laplace Equations with Spatially Variable Exponents Driven by Nonlinear Noise pp. 1-31

Jiangwei Zhang and Jianhua Huang

New Trends in the Stability of Sinkhorn Semigroups pp. 1-70

P. Del Moral and A. Jasra

Volume 39, issue 3, 2026

The Brenier–Schrödinger Problem: Non-local Hamilton–Jacobi–Bellman Equations and Existence of the Pressure Field pp. 1-22

Ronan Herry and Baptiste Huguet

Hessian Matrix Estimates of Heat-Type Equations Via Bismut–Stroock Hessian Formula pp. 1-22

Li-Juan Cheng and Rui-Yu Yang

Free Positive Multiplicative Brownian Motion and the Free Additive Convolution of Semicircle and Uniform Distributions pp. 1-14

Martin Auer

Bernoulli Elephant Random Walks pp. 1-14

Allan Gut and Ulrich Stadtmüller

Spectral Construction of Optimal Weighted Wasserstein Metrics for Random Logistic-Type Maps pp. 1-32

Ramen Ghosh

Quaternionic Stochastic Areas on Quaternionic Full Flag Manifolds and Applications pp. 1-32

Fabrice Baudoin, Teije Kuijper and Jing Wang

Peierls Bounds from Toom Contours pp. 1-54

Jan M. Swart, Réka Szabó and Cristina Toninelli

Convergence of Tsirelson Convolution Systems of Probability Spaces pp. 1-16

Remus Floricel and Patrick Melanson

Exact Expressions for the Maximal Probability that all k-wise Independent Bits are 1 pp. 1-45

Daniel Berend, Philip A. Ernst, Aryeh Kontorovich and Rishi Kumar

Averaging Principle for Multi-scale McKean–Vlasov SPDEs Driven by Lévy Noise pp. 1-37

Jinming Li and Shihu Li

A Random Walk Approach to Broadcasting on Random Recursive Trees pp. 1-28

Ernst Althaus, Lisa Hartung and Rebecca Steiner

Interacting Point Processes pp. 1-30

Fabrizio Cinque and Enzo Orsingher

Sub-diffusive Behavior of a Recurrent Axis-Driven Random Walk pp. 1-27

Pierre Andreoletti and Pierre Debs

Averaging Principle for Slow–Fast McKean–Vlasov Multivalued Stochastic Evolution Equations pp. 1-44

Yawen Huang and Jing Wu

Random Vectors in the Presence of a Single Big Jump pp. 1-35

Dimitrios G. Konstantinides and Charalampos D. Passalidis

To See the Forest for the Trees: On the Infinite Divisibility of Unlabeled Forests pp. 1-13

Michal Bassan, Serte Donderwinkel and Brett Kolesnik

Pitman’s and Lévy’s Theorems for Brownian Bridges pp. 1-13

Yuu Hariya

Uniform, Localized Asymptotics for Sub-Riemannian Heat Kernels, Their Logarithmic Derivatives, and Associated Diffusion Bridges pp. 1-103

Robert W. Neel and Ludovic Sacchelli

Error Bounds of Random Periodic Solutions for McKean–Vlasov Stochastic Differential Equations pp. 1-25

Min Zhu, Hongshuai Dai and Mingtian Tang

Asymptotic Distribution of Order Statistics in Generalized Allocation Schemes pp. 1-18

May-Ru Chen, Chong-Yi Li and Ju-Yi Yen

On Spectral Outliers of Inhomogeneous Symmetric Random Matrices pp. 1-18

Dylan J. Altschuler, Patrick Oliveira Santos, Konstantin Tikhomirov and Pierre Youssef

Stein’s Method for Asymmetric Laplace Approximation pp. 1-39

Fraser Daly, Robert E. Gaunt and Heather L. Sutcliffe

On the Phase Diagram of the Polymer Model pp. 1-34

Arjun Krishnan, Sevak Mkrtchyan and Scott Neville

Regular Occupation Measures of Volterra Processes pp. 1-48

Martin Friesen

Coalescence in Markov Chains pp. 1-24

Geoffrey R. Grimmett and Mark Holmes

Generalized Ornstein–Uhlenbeck Process for Affine Stochastic Functional Differential Equations and Its Applications pp. 1-29

Xiang Lv

Recurrence of Multidimensional Affine Recursions in the Critical Case pp. 1-29

R. Aoun, S. Brofferio and M. Peigné

Volume 39, issue 2, 2026

Cutoff for Contingency Table and Torus Random Walks with Low Incremental Correlations pp. 1-50

Zihao Fang and Andrew Heeszel

A Restless Time-Fractional Multiclass Queue pp. 1-31

Nicos Georgiou, Enrico Scalas and Vladislav Vysotsky

Two-Dimensional Rademacher Walk pp. 1-13

Satyaki Bhattacharya and Stanislav Volkov

Convergence Rates in the Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations Driven by Fractional Brownian Motion pp. 1-42

Wujun Lv, Hongsheng Qi and Litan Yan

On the Well-Posedness of Stochastic Partial Differential Equations with Locally Lipschitz Coefficients pp. 1-21

Mohammud Foondun, Davar Khoshnevisan and Eulalia Nualart

On the Stationary Measures of Two Variants of the Voter Model pp. 1-53

Jhon Astoquillca

Laplace transform characterizations for classes of life distributions pp. 1-18

Smaranika Bera, Lisa Parveen and Murari Mitra

Complexity Function of Isotropic Gaussian Random Fields pp. 1-18

Ieng Tak Leong and Hao Xu

Fractional Itô Calculus for Randomly Scaled Fractional Brownian Motion and its Applications to Evolution Equations pp. 1-45

Yana A. Butko and Merten Mlinarzik

Construction and Limit Theorems for SupCAR Fields pp. 1-52

Illia Donhauzer, Nikolai Leonenko and Andriy Olenko

A Central Limit Theorem for a Generalization of the Ewens Measure to Random Tuples of Commuting Permutations pp. 1-26

Abdelmalek Abdesselam and Shannon Starr

The Law of the Iterated Logarithm for the Nonlinear Unbalanced Urn Model pp. 1-26

Jianan Shi, Zhenhong Yu and Yu Miao

Limit Profiles and Cutoff for the Burnside Process on Sylow Double Cosets pp. 1-34

Michael Howes

Invariance Principle for Lifts of Geodesic Random Walks pp. 1-15

Jonathan Junné, Frank Redig and Rik Versendaal

McKean–Vlasov Stochastic Differential Equations Driven by Fractional Stable Processes: Well-Posedness, Propagation of Chaos, Averaging Principle pp. 1-28

Guangjun Shen and Qian Yu

Sensitivity Analysis for Mean-Field Stochastic Differential Equations with Jumps and Its Applications in Option Pricing pp. 1-37

Sijia Qin, Yulin Song, Zengwu Wang and Yihui Zhang

One-Dimensional and Planar Random Motions with Variable Propagation Speeds pp. 1-46

Enzo Orsingher and Manfred Marvin Marchione

Long-Time Behavior of Time-Inhomogeneous Diffusion Processes Under the Wasserstein Distance pp. 1-24

Xiaobin Sun, Yingchao Xie and Dong Yao

Krylov–Veretennikov Decomposition for Measure-Valued Processes Induced by Stochastic Differential Equations with Interaction on Riemannian Manifolds pp. 1-29

Andrey Dorogovtsev and Alexander Weiß

A Unified Approach to Compound Poisson Process and its Time-Fractional Versions pp. 1-43

Palaniappan Vellaisamy and Tomoyuki Ichiba

On the Differentiability of Local Times of ( $$1+\beta $$ 1 + β )-Stable Super-Brownian Motion pp. 1-27

Ziyi Chen and Jieliang Hong

Relaxation Equations with Stretched Non-local Operators: Renewals and Time-Changed Processes pp. 1-38

Luisa Beghin, Nikolai Leonenko and Jayme Vaz

Volume 39, issue 1, 2026

A Note on Lévy-Driven McKean–Vlasov Stochastic Differential Equations Under Monotonicity pp. 1-39

Jianhai Bao, Yao Liu and Jian Wang

Nonlinear Marked Poisson Autoregression: Stability and Rate of Convergence to Equilibrium pp. 1-39

Matthias Kirchner and Giovanni Luca Torrisi

Banach Random Walk in Acoustics pp. 1-20

Tadeusz Henryk Banek

Gradient Bounds for Iterated Kolmogorov Diffusions pp. 1-20

Bin Qian and Beibei Zhang

Well-Posedness and Propagation of Chaos for McKean–Vlasov Stochastic Variational Inequalities pp. 1-48

Ning Ning and Jing Wu

A Local Limit Theorem for a Random Walk in an Intermittent Dynamical Environment pp. 1-37

Juho Leppänen

Approximate Message Passing for General Non-Symmetric Random Matrices pp. 1-69

Mohammed-Younes Gueddari, Walid Hachem and Jamal Najim

Elephant Random Walks with Multiple Extractions and General Reinforcement Functions pp. 1-40

Moumanti Podder and Archi Roy

Functional Large Deviation Principle and Functional Laws of Iterated Logarithm for Random Dirichlet Series pp. 1-30

Fuqing Gao and Xianjie Xia

From Pinned Billiard Balls to Partial Differential Equations pp. 1-30

Krzysztof Burdzy, Jeremy G. Hoskins and Stefan Steinerberger

Strong Convergence of the Euler Scheme for a Delayed Jump-Diffusion CIR Model with Markovian Switching pp. 1-29

Shengrong Wang and Li Tan

The Onsager–Machlup Action Functional for Degenerate Stochastic Differential Equations Driven by Fractional Brownian Motion pp. 1-43

Shanqi Liu and Hongjun Gao

On the Dimension-Free Concentration of Simple Tensors via Matrix Deviation pp. 1-12

Pedro Abdalla and Roman Vershynin

Strong Solutions of Fractional Brownian Sheet-Driven Stochastic Differential Equations with Integrable Drift pp. 1-49

Antoine-Marie Bogso, Olivier Menoukeu Pamen and Frank Norbert Proske

Maximum Weight of Stable Sets in Non-Sparse and Inhomogeneous Random Graphs pp. 1-31

Ghurumuruhan Ganesan

Hölder Estimates and Weak Convergences of Certain Weighted Sum Processes pp. 1-70

Shigeki Aida and Nobuaki Naganuma

Iterated Generalized Counting Process and its Extensions pp. 1-42

M. Dhillon and K. K. Kataria

Entropy Theory for Random Walks on Lie Groups pp. 1-25

Samuel Kittle and Constantin Kogler

Strong Law of Large Numbers for a Function of the Local Time of a Transient Random Walk on a Group pp. 1-16

Yinshan Chang, Qinwei Chen, Qian Meng and Xue Peng

All Spatial Random Graphs with Weak Long-Range Effects have Chemical Distance Comparable to Euclidean Distance pp. 1-18

Lukas Lüchtrath