Journal of Theoretical Probability
1997 - 2025
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Volume 38, issue 2, 2025
- Limit Theorems for the Rightmost Particle in the Locally Inhomogeneous Branching Brownian Motion pp. 1-77

- Yasuhito Nishimori
- Zeros of the Brownian Sheet pp. 1-31

- Keming Chen and Guillaume Woessner
- Right-Most Position of a Last Progeny Modified Branching Random Walk pp. 1-33

- Antar Bandyopadhyay and Partha Pratim Ghosh
- Exponential Families, Rényi Divergence and the Almost Sure Cauchy Functional Equation pp. 1-28

- Gérard Letac and Mauro Piccioni
- Gaussian Free Fields on the Hypercube pp. 1-14

- Andrea Collevecchio and Robert Griffiths
- On the Kolmogorov Constant Explicit Form in the Theory of Stochastic Continuous-time Markov Branching Systems pp. 1-21

- Azam A. Imomov
- The Spine of Two-Particle Fleming–Viot Process in a Bounded Interval pp. 1-21

- Krzysztof Burdzy, János Engländer and Donald E. Marshall
- Edgeworth Expansion and Large Deviations for the Coefficients of Products of Positive Random Matrices pp. 1-54

- Hui Xiao, Ion Grama and Quansheng Liu
Volume 38, issue 1, 2025
- Lower Bound for Large Local Transversal Fluctuations of Geodesics in Last Passage Percolation pp. 1-11

- Pranay Agarwal
- Small Deviations for the Mutual Intersection Local Time of Brownian Motions pp. 1-19

- Xia Chen and Jian Song
- Quasi-Ergodic Limits for Moments of Jumps Under Absorbing Stable Processes pp. 1-19

- Daehong Kim and Takara Tagawa
- Stable Central Limit Theorem in Total Variation Distance pp. 1-51

- Xiang Li, Lihu Xu and Haoran Yang
- Note on the Weak Convergence of Hyperplane $$\alpha $$ α -Quantile Functionals and Their Continuity in the Skorokhod J1 Topology pp. 1-12

- Pietro Maria Sparago
- Markov Chains in the Domain of Attraction of Brownian Motion in Cones pp. 1-34

- Denis Denisov and Kaiyuan Zhang
- On Decoupled Standard Random Walks pp. 1-34

- Gerold Alsmeyer, Alexander Iksanov and Zakhar Kabluchko
- Exponential Ergodicity for Singular McKean–Vlasov Stochastic Differential Equations in Weighted Variation Metric pp. 1-34

- Shanshan Hu and Yue Wang
- Error Distribution for One-Dimensional Stochastic Differential Equations Driven By Fractional Brownian Motion pp. 1-61

- Kento Ueda
- Propagation of Chaos for Point Processes Induced by Particle Systems with Mean-Field Drift Interaction pp. 1-22

- Nikolaos Kolliopoulos, Martin Larsson and Zeyu Zhang
- Stochastic Comparisons of Tracy–Widom $$\beta $$ β Distributions pp. 1-10

- Virginia Pedreira
- Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems pp. 1-94

- Pascal Beckedorf and Angelika Rohde
- Bounding the $$L^1$$ L 1 -Distance Between One-Dimensional Continuous and Discrete Distributions via Stein’s Method pp. 1-43

- Gilles Germain and Yvik Swan
- Well-Posedness for a Class of Mean-Field-Type Forward-Backward Stochastic Differential Equations and Classical Solutions of Related Master Equations pp. 1-29

- Tianjiao Hua and Peng Luo
- Precise Large Deviations for the Total Population of Heavy-Tailed Subcritical Branching Processes with Immigration pp. 1-24

- Jiayan Guo and Wenming Hong
- On Time-Changed Linear Birth–Death–Immigration Process pp. 1-24

- K. K. Kataria and P. Vishwakarma
- Intersections of Randomly Translated Sets pp. 1-17

- Tommaso Visonà
- The Generalized Entropy Ergodic Theorem with Two Types of Convergence for M-th-Order Nonhomogeneous Hidden Markov Models pp. 1-13

- Qifeng Yao, Longsheng Cheng, Wenhe Chen, Ting Mao and Zhipeng Chang
- Fox-H Densities and Completely Monotone Generalized Wright Functions pp. 1-35

- Luisa Beghin, Lorenzo Cristofaro and José Luís Silva
- Existence, Uniqueness and Stability Analysis for Neutral Stochastic Functional Differential Equations with Jumps and Infinite Delay pp. 1-35

- Zuozheng Zhang and Fubao Xi
- The Euler-Maruyama Approximation of State-Dependent Regime Switching Diffusions pp. 1-40

- Xinghu Jin, Tian Shen, Zhonggen Su and Yuzhen Tan
- Long-time Hurst Regularity of Fractional Stochastic Differential Equations and Their Ergodic Means pp. 1-57

- El Mehdi Haress and Alexandre Richard
- Limit Theorems for $$\sigma $$ σ -Localized Émery Convergence pp. 1-25

- Vasily Melnikov
- On the Existence of Extreme Coherent Distributions with No Atoms pp. 1-15

- Stanisław Cichomski and Adam Osȩkowski
- Tail Behavior and Almost Sure Growth Rate of Superpositions of Ornstein–Uhlenbeck-type Processes pp. 1-15

- Danijel Grahovac and Péter Kevei
- Planar Random Motions in a Vortex pp. 1-42

- Enzo Orsingher and Manfred Marvin Marchione
- The Cosine–Sine Decomposition and Conditional Negative Correlation Inequalities for Determinantal Processes pp. 1-37

- André Goldman
- A Girsanov-Type Formula for a Class of Anticipative Transforms of Brownian Motion Associated with Exponential Functionals pp. 1-23

- Yuu Hariya
- Onset of Pattern Formation for the Stochastic Allen–Cahn Equation pp. 1-23

- Stella Brassesco, Glauco Valle and Maria Eulália Vares
- A Denseness Property of Stochastic Processes pp. 1-18

- Riccardo Passeggeri
Volume 37, issue 4, 2024
- Positive Reinforced Generalized Time-Dependent Pólya Urns via Stochastic Approximation pp. 2859-2885

- Wioletta M. Ruszel and Debleena Thacker
- Doubly Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Coefficients pp. 2886-2911

- Shengqiu Sun
- Optimal Controllability for Multi-Term Time-Fractional Stochastic Systems with Non-Instantaneous Impulses pp. 2912-2940

- A. Afreen, A. Raheem and A. Khatoon
- Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments pp. 2941-2989

- Alexander Kalinin, Thilo Meyer-Brandis and Frank Proske
- Moderate and $$L^p$$ L p Maximal Inequalities for Diffusion Processes and Conformal Martingales pp. 2990-3014

- Xian Chen, Yong Chen, Yumin Cheng and Chen Jia
- Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions pp. 3015-3054

- Jiang Hui, Xu Lihu and Yang Qingshan
- Some Families of Random Fields Related to Multiparameter Lévy Processes pp. 3055-3088

- Francesco Iafrate and Costantino Ricciuti
- Another Look at Stein’s Method for Studentized Nonlinear Statistics with an Application to U-Statistics pp. 3089-3151

- Dennis Leung, Qi-Man Shao and Liqian Zhang
- Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations pp. 3152-3176

- Xing Huang and Xiaochen Ma
- Sample Path Behaviors of Lévy Processes Conditioned to Avoid Zero pp. 3177-3201

- Shosei Takeda
- Regularity of the Semigroup of Regular Probability Measures on Locally Compact Hausdorff Topological Groups pp. 3202-3215

- M. N. N. Namboodiri
- Generalized Iterated Poisson Process and Applications pp. 3216-3245

- Ritik Soni and Ashok Kumar Pathak
- Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach pp. 3246-3280

- Alessandro Gregorio and Francesco Iafrate
- Correction: Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach pp. 3281-3282

- Alessandro Gregorio and Francesco Iafrate
- Urns with Multiple Drawings and Graph-Based Interaction pp. 3283-3316

- Yogesh Dahiya and Neeraja Sahasrabudhe
- Density Fluctuations for the Multi-Species Stirring Process pp. 3317-3354

- Francesco Casini, Cristian Giardinà and Frank Redig
- Asymptotic Expansions for Additive Measures of Branching Brownian Motions pp. 3355-3394

- Haojie Hou, Yan-Xia Ren and Renming Song
- Explosion Rates for Continuous-State Branching Processes in a Lévy Environment pp. 3395-3425

- Natalia Cardona-Tobón and Juan Carlos Pardo
- Convergence to the Uniform Distribution of Vectors of Partial Sums Modulo One with a Common Factor pp. 3426-3454

- Roberta Flenghi and Benjamin Jourdain
- Transition of the Simple Random Walk on the Ice Model Graph pp. 3455-3478

- Xavier Bressaud and Serge Cohen
- Hitting with Probability One for Stochastic Heat Equations with Additive Noise pp. 3479-3495

- Robert C. Dalang and Fei Pu
- Large Deviation Principle for Stochastic Reaction–Diffusion Equations with Superlinear Drift on $$\mathbb {R}$$ R Driven by Space–Time White Noise pp. 3496-3539

- Yue Li, Shijie Shang and Jianliang Zhai
- On the Generalized Birth–Death Process and Its Linear Versions pp. 3540-3580

- P. Vishwakarma and K. K. Kataria
- Determining the Number and Values of Thresholds for Multi-regime Threshold Ornstein–Uhlenbeck Processes pp. 3581-3626

- Dingwen Zhang
- Berry–Esseen-Type Estimates for Random Variables with a Sparse Dependency Graph pp. 3627-3653

- Maximilian Janisch and Thomas Lehéricy
- Well-Posedness for Path-Distribution Dependent Stochastic Differential Equations with Singular Drifts pp. 3654-3687

- Xiao-Yu Zhao
- Penalization of Galton–Watson Trees with Marked Vertices pp. 3688-3724

- Abraham Romain, Boulal Sonia and Debs Pierre
- The Transport Map Computed by Iterated Function System pp. 3725-3755

- Judy Yangjun Lin and Huoxia Liu
- Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses pp. 3756-3780

- Xiansi Ma and Yongcheng Qi
- Invariant Measures for Stochastic Reaction–Diffusion Problems on Unbounded Thin Domains Driven by Nonlinear Noise pp. 3781-3802

- Zhe Pu, Jianxiu Guo and Dingshi Li
Volume 37, issue 3, 2024
- Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon pp. 1945-1957

- Jelena Jocković and Bojana Todić
- Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails pp. 1958-1987

- Shuyang Bai and He Tang
- Random Transpositions on Contingency Tables pp. 1988-2022

- Mackenzie Simper
- Sojourn Times of Gaussian Processes with Random Parameters pp. 2023-2053

- Goran Popivoda and Siniša Stamatović
- Limit Theorem for Self-intersection Local Time Derivative of Multidimensional Fractional Brownian Motion pp. 2054-2075

- Qian Yu and Xianye Yu
- Sub-exponentiality in Statistical Exponential Models pp. 2076-2096

- Barbara Trivellato
- The Moduli of Continuity for Operator Fractional Brownian Motion pp. 2097-2120

- Wensheng Wang
- The Distributions of the Mean of Random Vectors with Fixed Marginal Distribution pp. 2121-2129

- Andrzej Komisarski and Jacques Labuschagne
- Rough Differential Equations Containing Path-Dependent Bounded Variation Terms pp. 2130-2183

- Shigeki Aida
- Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains pp. 2184-2233

- Alain Durmus, Eric Moulines, Alexey Naumov and Sergey Samsonov
- Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails pp. 2234-2252

- Christophe Cuny, Jérôme Dedecker and Florence Merlevède
- Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear Stochastic Integrodifferential Equations pp. 2253-2276

- Amadou Diop, Mamadou Moustapha Mbaye, Yong-Kui Chang and Gaston Mandata N’Guérékata
- On Poisson Approximation pp. 2277-2303

- S. Y. Novak
- Hausdorff Measure and Uniform Dimension for Space-Time Anisotropic Gaussian Random Fields pp. 2304-2329

- Weijie Yuan and Zhenlong Chen
- Some Properties of Markov chains on the Free Group $${\mathbb {F}}_2$$ F 2 pp. 2330-2351

- Antoine Goldsborough and Stefanie Zbinden
- Stochastic Differential Equations with Singular Coefficients: The Martingale Problem View and the Stochastic Dynamics View pp. 2352-2393

- Elena Issoglio and Francesco Russo
- A Robust $$\alpha $$ α -Stable Central Limit Theorem Under Sublinear Expectation without Integrability Condition pp. 2394-2424

- Lianzi Jiang and Gechun Liang
- On Markov Intertwining Relations and Primal Conditioning pp. 2425-2456

- Marc Arnaudon, Koléhè Coulibaly-Pasquier and Laurent Miclo
- Limiting Distributions for a Class of Super-Brownian Motions with Spatially Dependent Branching Mechanisms pp. 2457-2507

- Yan-Xia Ren and Ting Yang
- The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities pp. 2508-2533

- Sebastian Rickelhoff and Alexander Schnurr
- Non-uniqueness Phase of Percolation on Reflection Groups in $${\mathbb {H}^3}$$ H 3 pp. 2534-2575

- Jan Czajkowski
- Stochastic Differential Equations with Local Growth Singular Drifts pp. 2576-2614

- Wenjie Ye
- Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators pp. 2615-2645

- Hanwu Li and Guomin Liu
- An Analogue of the Klebanov Theorem for Locally Compact Abelian Groups pp. 2646-2664

- Margaryta Myronyuk
- On the $$L^{p}$$ L p -Spaces of Projective Limits of Probability Measures pp. 2665-2703

- Juan Carlos Sampedro
- Precise Tail Behaviour of Some Dirichlet Series pp. 2704-2737

- Alexander Iksanov and Vitali Wachtel
- Partial Smoothing of the Stochastic Wave Equation and Regularization by Noise Phenomena pp. 2738-2774

- Federica Masiero and Enrico Priola
- The Voter Model with a Slow Membrane pp. 2775-2817

- Linjie Zhao and Xiaofeng Xue
- Asymptotic Behaviors for Random Geometric Series pp. 2818-2842

- Fuqing Gao, Yunshi Gao and Xianjie Xia
- Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems pp. 2843-2858

- Azam A. Imomov and Misliddin Murtazaev
Volume 37, issue 2, 2024
- Multivariate Random Fields Evolving Temporally Over Hyperbolic Spaces pp. 975-1000

- Anatoliy Malyarenko and Emilio Porcu
- Reflected and Doubly Reflected Backward Stochastic Differential Equations with Irregular Obstacles and a Large Set of Stopping Strategies pp. 1001-1038

- Ihsan Arharas and Youssef Ouknine
- A Note on the Markovian SIR Epidemic on a Random Graph with Given Degrees pp. 1039-1051

- Malwina Luczak
- Exit Times for a Discrete Markov Additive Process pp. 1052-1078

- Zbigniew Palmowski, Lewis Ramsden and Apostolos D. Papaioannou
- Lower Deviation for the Supremum of the Support of Super-Brownian Motion pp. 1079-1123

- Yan-Xia Ren, Renming Song and Rui Zhang
- Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces pp. 1124-1167

- G. Last, I. Molchanov and M. Schulte
- Convergence of Martingales with Jumps on Submanifolds of Euclidean Spaces and its Applications to Harmonic Maps pp. 1168-1198

- Fumiya Okazaki
- Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices pp. 1199-1229

- Huanchao Zhou, Jiang Hu, Zhidong Bai and Jack W. Silverstein
- Equivalences of Geometric Ergodicity of Markov Chains pp. 1230-1256

- Marco A. Gallegos-Herrada, David Ledvinka and Jeffrey S. Rosenthal
- A Theory of Singular Values for Finite Free Probability pp. 1257-1298

- Aurelien Gribinski
- Bifractional Brownian Motions on Metric Spaces pp. 1299-1332

- Chunsheng Ma
- Fractional Skellam Process of Order k pp. 1333-1356

- K. K. Kataria and M. Khandakar
- Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term pp. 1357-1396

- Le Chen and Nicholas Eisenberg
- Harmonic Moments and Large Deviations for the Markov Branching Process with Immigration pp. 1397-1416

- Liuyan Li and Junping Li
- Cutoff on Trees is Rare pp. 1417-1444

- Nina Gantert, Evita Nestoridi and Dominik Schmid
- Limit Behavior in High-Dimensional Regime for the Wishart Tensors in Wiener Chaos pp. 1445-1468

- Rémy Dhoyer and Ciprian A. Tudor
- Gradient Flows on Graphons: Existence, Convergence, Continuity Equations pp. 1469-1522

- Sewoong Oh, Soumik Pal, Raghav Somani and Raghavendra Tripathi
- Approximation Schemes for McKean–Vlasov and Boltzmann-Type Equations (Error Analysis in Total Variation Distance) pp. 1523-1596

- Yifeng Qin
- Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes pp. 1597-1626

- Peng Chen, Xinghu Jin, Tian Shen and Zhonggen Su
- On Convergence of the Uniform Norm and Approximation for Stochastic Processes from the Space $${\textbf{F}}_\psi (\Omega )$$ F ψ ( Ω ) pp. 1627-1653

- Iryna Rozora, Yurii Mlavets, Olga Vasylyk and Volodymyr Polishchuk
- On the Local Time of Anisotropic Random Walk on $$\mathbb Z^2$$ Z 2 pp. 1654-1673

- Endre Csáki and Antónia Földes
- Wigner- and Marchenko–Pastur-Type Limit Theorems for Jacobi Processes pp. 1674-1709

- Martin Auer, Michael Voit and Jeannette H. C. Woerner
- Exact Modulus of Continuities for $$\Lambda $$ Λ -Fleming–Viot Processes with Brownian Spatial Motion pp. 1710-1744

- Huili Liu and Xiaowen Zhou
- Green Function for an Asymptotically Stable Random Walk in a Half Space pp. 1745-1786

- Denis Denisov and Vitali Wachtel
- Homogenization of a Multivariate Diffusion with Semipermeable Interfaces pp. 1787-1823

- Olga Aryasova, Ilya Pavlyukevich and Andrey Pilipenko
- Coupled McKean–Vlasov Equations Over Convex Domains pp. 1824-1849

- Guangying Lv, Wei Wang and Jinlong Wei
- Explicit Approximation of Invariant Measure for Stochastic Delay Differential Equations with the Nonlinear Diffusion Term pp. 1850-1881

- Xiaoyue Li, Xuerong Mao and Guoting Song
- A Conditioned Local Limit Theorem for Nonnegative Random Matrices pp. 1882-1901

- Marc Peigné and Da Cam Pham
- Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition pp. 1902-1926

- Bingjun Wang, Hongjun Gao, Mingxia Yuan and Qingkun Xiao
- A Note on Transience of Generalized Multi-Dimensional Excited Random Walks pp. 1927-1943

- Rodrigo B. Alves, Giulio Iacobelli and Glauco Valle
Volume 37, issue 1, 2024
- Generalized Unimodality and Subordinators, With Applications to Stable Laws and to the Mittag-Leffler Function pp. 1-42

- Safa Bridaa, Wissem Jedidi and Hristo Sendov
- Convergence of Weak Euler Approximation for Nondegenerate Stochastic Differential Equations Driven by Point and Martingale Measures pp. 43-80

- Remigijus Mikulevičius and Changyong Zhang
- Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass pp. 81-120

- Luca Avena and Conrado Costa
- Anisotropic Non-oriented Bond Percolation in High Dimensions pp. 121-132

- Pablo A. Gomes, Alan Pereira and Remy Sanchis
- The Galerkin Analysis for the Random Periodic Solution of Semilinear Stochastic Evolution Equations pp. 133-159

- Yue Wu and Chenggui Yuan
- Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation pp. 160-208

- Nicolas Schaeffer
- Some Optimal Conditions for the ASCLT pp. 209-227

- István Berkes and Siegfried Hörmann
- Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model pp. 228-250

- Hui Jiang, Yajuan Pan and Xiao Wei
- A Large Deviation Principle for the Stochastic Heat Equation with General Rough Noise pp. 251-306

- Ruinan Li, Ran Wang and Beibei Zhang
- Volterra Equations Driven by Rough Signals 3: Probabilistic Construction of the Volterra Rough Path for Fractional Brownian Motions pp. 307-351

- Fabian Harang, Samy Tindel and Xiaohua Wang
- Moderate Deviation Principle for Multiscale Systems Driven by Fractional Brownian Motion pp. 352-408

- Solesne Bourguin, Thanh Dang and Konstantinos Spiliopoulos
- Cutpoints of (1,2) and (2,1) Random Walks on the Lattice of Positive Half Line pp. 409-445

- Lanlan Tang and Hua-Ming Wang
- Multivariate Stable Approximation by Stein’s Method pp. 446-488

- Peng Chen, Ivan Nourdin, Lihu Xu and Xiaochuan Yang
- Semimartingale Representation of a Class of Semi-Markov Dynamics pp. 489-510

- Anindya Goswami, Subhamay Saha and Ravishankar Kapildev Yadav
- Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States pp. 511-532

- Xiaohan Wu, Anyue Chen and Junping Li
- Renewal Dynamical Approach for Non-Minimal Quasi-Stationary Distributions of One-Dimensional Diffusions pp. 533-548

- Kosuke Yamato
- Normal Approximation of Compound Hawkes Functionals pp. 549-581

- Mahmoud Khabou, Nicolas Privault and Anthony Réveillac
- On Ergodic Properties of Some Lévy-Type Processes pp. 582-602

- Victoria Knopova and Yana Mokanu
- On the Quenched CLT for Stationary Markov Chains pp. 603-622

- Magda Peligrad
- Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion pp. 623-641

- Jingjun Guo, Cuiyun Zhang and Aiqin Ma
- Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors pp. 642-670

- Robert E. Gaunt and Heather Sutcliffe
- A Sobolev Space Theory for Time-Fractional Stochastic Partial Differential Equations Driven by Lévy Processes pp. 671-720

- Kyeong-Hun Kim and Daehan Park
- On Sharp Rate of Convergence for Discretization of Integrals Driven by Fractional Brownian Motions and Related Processes with Discontinuous Integrands pp. 721-743

- Ehsan Azmoodeh, Pauliina Ilmonen, Nourhan Shafik, Tommi Sottinen and Lauri Viitasaari
- On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling pp. 744-767

- Emmanuel Coffie, Xuerong Mao and Frank Proske
- Sylvester Index of Random Hermitian Matrices pp. 768-813

- Mohamed Bouali and Jacques Faraut
- Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups pp. 814-859

- Amos Nevo and Felix Pogorzelski
- Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind pp. 860-876

- Rachid Belfadli, Khalifa Es-Sebaiy and Fatima-Ezzahra Farah
- General Mean Reflected Backward Stochastic Differential Equations pp. 877-904

- Ying Hu, Remi Moreau and Falei Wang
- General Transfer Formula for Stochastic Integral with Respect to Multifractional Brownian Motion pp. 905-932

- Christian Bender, Joachim Lebovits and Jacques Lévy Véhel
- Spectrum of Lévy–Khintchine Random Laplacian Matrices pp. 933-973

- Andrew Campbell and Sean O’Rourke
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