EconPapers    
Economics at your fingertips  
 

Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

From Springer
Bibliographic data for series maintained by Sonal Shukla (sonal.shukla@springer.com) and Springer Nature Abstracting and Indexing (indexing@springernature.com).

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 38, issue 2, 2025

Limit Theorems for the Rightmost Particle in the Locally Inhomogeneous Branching Brownian Motion pp. 1-77 Downloads
Yasuhito Nishimori
Zeros of the Brownian Sheet pp. 1-31 Downloads
Keming Chen and Guillaume Woessner
Right-Most Position of a Last Progeny Modified Branching Random Walk pp. 1-33 Downloads
Antar Bandyopadhyay and Partha Pratim Ghosh
Exponential Families, Rényi Divergence and the Almost Sure Cauchy Functional Equation pp. 1-28 Downloads
Gérard Letac and Mauro Piccioni
Gaussian Free Fields on the Hypercube pp. 1-14 Downloads
Andrea Collevecchio and Robert Griffiths
On the Kolmogorov Constant Explicit Form in the Theory of Stochastic Continuous-time Markov Branching Systems pp. 1-21 Downloads
Azam A. Imomov
The Spine of Two-Particle Fleming–Viot Process in a Bounded Interval pp. 1-21 Downloads
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 Downloads
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 Downloads
Pranay Agarwal
Small Deviations for the Mutual Intersection Local Time of Brownian Motions pp. 1-19 Downloads
Xia Chen and Jian Song
Quasi-Ergodic Limits for Moments of Jumps Under Absorbing Stable Processes pp. 1-19 Downloads
Daehong Kim and Takara Tagawa
Stable Central Limit Theorem in Total Variation Distance pp. 1-51 Downloads
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 Downloads
Pietro Maria Sparago
Markov Chains in the Domain of Attraction of Brownian Motion in Cones pp. 1-34 Downloads
Denis Denisov and Kaiyuan Zhang
On Decoupled Standard Random Walks pp. 1-34 Downloads
Gerold Alsmeyer, Alexander Iksanov and Zakhar Kabluchko
Exponential Ergodicity for Singular McKean–Vlasov Stochastic Differential Equations in Weighted Variation Metric pp. 1-34 Downloads
Shanshan Hu and Yue Wang
Error Distribution for One-Dimensional Stochastic Differential Equations Driven By Fractional Brownian Motion pp. 1-61 Downloads
Kento Ueda
Propagation of Chaos for Point Processes Induced by Particle Systems with Mean-Field Drift Interaction pp. 1-22 Downloads
Nikolaos Kolliopoulos, Martin Larsson and Zeyu Zhang
Stochastic Comparisons of Tracy–Widom $$\beta $$ β Distributions pp. 1-10 Downloads
Virginia Pedreira
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems pp. 1-94 Downloads
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 Downloads
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 Downloads
Tianjiao Hua and Peng Luo
Precise Large Deviations for the Total Population of Heavy-Tailed Subcritical Branching Processes with Immigration pp. 1-24 Downloads
Jiayan Guo and Wenming Hong
On Time-Changed Linear Birth–Death–Immigration Process pp. 1-24 Downloads
K. K. Kataria and P. Vishwakarma
Intersections of Randomly Translated Sets pp. 1-17 Downloads
Tommaso Visonà
The Generalized Entropy Ergodic Theorem with Two Types of Convergence for M-th-Order Nonhomogeneous Hidden Markov Models pp. 1-13 Downloads
Qifeng Yao, Longsheng Cheng, Wenhe Chen, Ting Mao and Zhipeng Chang
Fox-H Densities and Completely Monotone Generalized Wright Functions pp. 1-35 Downloads
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 Downloads
Zuozheng Zhang and Fubao Xi
The Euler-Maruyama Approximation of State-Dependent Regime Switching Diffusions pp. 1-40 Downloads
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 Downloads
El Mehdi Haress and Alexandre Richard
Limit Theorems for $$\sigma $$ σ -Localized Émery Convergence pp. 1-25 Downloads
Vasily Melnikov
On the Existence of Extreme Coherent Distributions with No Atoms pp. 1-15 Downloads
Stanisław Cichomski and Adam Osȩkowski
Tail Behavior and Almost Sure Growth Rate of Superpositions of Ornstein–Uhlenbeck-type Processes pp. 1-15 Downloads
Danijel Grahovac and Péter Kevei
Planar Random Motions in a Vortex pp. 1-42 Downloads
Enzo Orsingher and Manfred Marvin Marchione
The Cosine–Sine Decomposition and Conditional Negative Correlation Inequalities for Determinantal Processes pp. 1-37 Downloads
André Goldman
A Girsanov-Type Formula for a Class of Anticipative Transforms of Brownian Motion Associated with Exponential Functionals pp. 1-23 Downloads
Yuu Hariya
Onset of Pattern Formation for the Stochastic Allen–Cahn Equation pp. 1-23 Downloads
Stella Brassesco, Glauco Valle and Maria Eulália Vares
A Denseness Property of Stochastic Processes pp. 1-18 Downloads
Riccardo Passeggeri

Volume 37, issue 4, 2024

Positive Reinforced Generalized Time-Dependent Pólya Urns via Stochastic Approximation pp. 2859-2885 Downloads
Wioletta M. Ruszel and Debleena Thacker
Doubly Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Coefficients pp. 2886-2911 Downloads
Shengqiu Sun
Optimal Controllability for Multi-Term Time-Fractional Stochastic Systems with Non-Instantaneous Impulses pp. 2912-2940 Downloads
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 Downloads
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 Downloads
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 Downloads
Jiang Hui, Xu Lihu and Yang Qingshan
Some Families of Random Fields Related to Multiparameter Lévy Processes pp. 3055-3088 Downloads
Francesco Iafrate and Costantino Ricciuti
Another Look at Stein’s Method for Studentized Nonlinear Statistics with an Application to U-Statistics pp. 3089-3151 Downloads
Dennis Leung, Qi-Man Shao and Liqian Zhang
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations pp. 3152-3176 Downloads
Xing Huang and Xiaochen Ma
Sample Path Behaviors of Lévy Processes Conditioned to Avoid Zero pp. 3177-3201 Downloads
Shosei Takeda
Regularity of the Semigroup of Regular Probability Measures on Locally Compact Hausdorff Topological Groups pp. 3202-3215 Downloads
M. N. N. Namboodiri
Generalized Iterated Poisson Process and Applications pp. 3216-3245 Downloads
Ritik Soni and Ashok Kumar Pathak
Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach pp. 3246-3280 Downloads
Alessandro Gregorio and Francesco Iafrate
Correction: Path Dynamics of Time-Changed Lévy Processes: A Martingale Approach pp. 3281-3282 Downloads
Alessandro Gregorio and Francesco Iafrate
Urns with Multiple Drawings and Graph-Based Interaction pp. 3283-3316 Downloads
Yogesh Dahiya and Neeraja Sahasrabudhe
Density Fluctuations for the Multi-Species Stirring Process pp. 3317-3354 Downloads
Francesco Casini, Cristian Giardinà and Frank Redig
Asymptotic Expansions for Additive Measures of Branching Brownian Motions pp. 3355-3394 Downloads
Haojie Hou, Yan-Xia Ren and Renming Song
Explosion Rates for Continuous-State Branching Processes in a Lévy Environment pp. 3395-3425 Downloads
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 Downloads
Roberta Flenghi and Benjamin Jourdain
Transition of the Simple Random Walk on the Ice Model Graph pp. 3455-3478 Downloads
Xavier Bressaud and Serge Cohen
Hitting with Probability One for Stochastic Heat Equations with Additive Noise pp. 3479-3495 Downloads
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 Downloads
Yue Li, Shijie Shang and Jianliang Zhai
On the Generalized Birth–Death Process and Its Linear Versions pp. 3540-3580 Downloads
P. Vishwakarma and K. K. Kataria
Determining the Number and Values of Thresholds for Multi-regime Threshold Ornstein–Uhlenbeck Processes pp. 3581-3626 Downloads
Dingwen Zhang
Berry–Esseen-Type Estimates for Random Variables with a Sparse Dependency Graph pp. 3627-3653 Downloads
Maximilian Janisch and Thomas Lehéricy
Well-Posedness for Path-Distribution Dependent Stochastic Differential Equations with Singular Drifts pp. 3654-3687 Downloads
Xiao-Yu Zhao
Penalization of Galton–Watson Trees with Marked Vertices pp. 3688-3724 Downloads
Abraham Romain, Boulal Sonia and Debs Pierre
The Transport Map Computed by Iterated Function System pp. 3725-3755 Downloads
Judy Yangjun Lin and Huoxia Liu
Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses pp. 3756-3780 Downloads
Xiansi Ma and Yongcheng Qi
Invariant Measures for Stochastic Reaction–Diffusion Problems on Unbounded Thin Domains Driven by Nonlinear Noise pp. 3781-3802 Downloads
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 Downloads
Jelena Jocković and Bojana Todić
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails pp. 1958-1987 Downloads
Shuyang Bai and He Tang
Random Transpositions on Contingency Tables pp. 1988-2022 Downloads
Mackenzie Simper
Sojourn Times of Gaussian Processes with Random Parameters pp. 2023-2053 Downloads
Goran Popivoda and Siniša Stamatović
Limit Theorem for Self-intersection Local Time Derivative of Multidimensional Fractional Brownian Motion pp. 2054-2075 Downloads
Qian Yu and Xianye Yu
Sub-exponentiality in Statistical Exponential Models pp. 2076-2096 Downloads
Barbara Trivellato
The Moduli of Continuity for Operator Fractional Brownian Motion pp. 2097-2120 Downloads
Wensheng Wang
The Distributions of the Mean of Random Vectors with Fixed Marginal Distribution pp. 2121-2129 Downloads
Andrzej Komisarski and Jacques Labuschagne
Rough Differential Equations Containing Path-Dependent Bounded Variation Terms pp. 2130-2183 Downloads
Shigeki Aida
Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains pp. 2184-2233 Downloads
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 Downloads
Christophe Cuny, Jérôme Dedecker and Florence Merlevède
Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear Stochastic Integrodifferential Equations pp. 2253-2276 Downloads
Amadou Diop, Mamadou Moustapha Mbaye, Yong-Kui Chang and Gaston Mandata N’Guérékata
On Poisson Approximation pp. 2277-2303 Downloads
S. Y. Novak
Hausdorff Measure and Uniform Dimension for Space-Time Anisotropic Gaussian Random Fields pp. 2304-2329 Downloads
Weijie Yuan and Zhenlong Chen
Some Properties of Markov chains on the Free Group $${\mathbb {F}}_2$$ F 2 pp. 2330-2351 Downloads
Antoine Goldsborough and Stefanie Zbinden
Stochastic Differential Equations with Singular Coefficients: The Martingale Problem View and the Stochastic Dynamics View pp. 2352-2393 Downloads
Elena Issoglio and Francesco Russo
A Robust $$\alpha $$ α -Stable Central Limit Theorem Under Sublinear Expectation without Integrability Condition pp. 2394-2424 Downloads
Lianzi Jiang and Gechun Liang
On Markov Intertwining Relations and Primal Conditioning pp. 2425-2456 Downloads
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 Downloads
Yan-Xia Ren and Ting Yang
The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities pp. 2508-2533 Downloads
Sebastian Rickelhoff and Alexander Schnurr
Non-uniqueness Phase of Percolation on Reflection Groups in $${\mathbb {H}^3}$$ H 3 pp. 2534-2575 Downloads
Jan Czajkowski
Stochastic Differential Equations with Local Growth Singular Drifts pp. 2576-2614 Downloads
Wenjie Ye
Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators pp. 2615-2645 Downloads
Hanwu Li and Guomin Liu
An Analogue of the Klebanov Theorem for Locally Compact Abelian Groups pp. 2646-2664 Downloads
Margaryta Myronyuk
On the $$L^{p}$$ L p -Spaces of Projective Limits of Probability Measures pp. 2665-2703 Downloads
Juan Carlos Sampedro
Precise Tail Behaviour of Some Dirichlet Series pp. 2704-2737 Downloads
Alexander Iksanov and Vitali Wachtel
Partial Smoothing of the Stochastic Wave Equation and Regularization by Noise Phenomena pp. 2738-2774 Downloads
Federica Masiero and Enrico Priola
The Voter Model with a Slow Membrane pp. 2775-2817 Downloads
Linjie Zhao and Xiaofeng Xue
Asymptotic Behaviors for Random Geometric Series pp. 2818-2842 Downloads
Fuqing Gao, Yunshi Gao and Xianjie Xia
Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems pp. 2843-2858 Downloads
Azam A. Imomov and Misliddin Murtazaev

Volume 37, issue 2, 2024

Multivariate Random Fields Evolving Temporally Over Hyperbolic Spaces pp. 975-1000 Downloads
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 Downloads
Ihsan Arharas and Youssef Ouknine
A Note on the Markovian SIR Epidemic on a Random Graph with Given Degrees pp. 1039-1051 Downloads
Malwina Luczak
Exit Times for a Discrete Markov Additive Process pp. 1052-1078 Downloads
Zbigniew Palmowski, Lewis Ramsden and Apostolos D. Papaioannou
Lower Deviation for the Supremum of the Support of Super-Brownian Motion pp. 1079-1123 Downloads
Yan-Xia Ren, Renming Song and Rui Zhang
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces pp. 1124-1167 Downloads
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 Downloads
Fumiya Okazaki
Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices pp. 1199-1229 Downloads
Huanchao Zhou, Jiang Hu, Zhidong Bai and Jack W. Silverstein
Equivalences of Geometric Ergodicity of Markov Chains pp. 1230-1256 Downloads
Marco A. Gallegos-Herrada, David Ledvinka and Jeffrey S. Rosenthal
A Theory of Singular Values for Finite Free Probability pp. 1257-1298 Downloads
Aurelien Gribinski
Bifractional Brownian Motions on Metric Spaces pp. 1299-1332 Downloads
Chunsheng Ma
Fractional Skellam Process of Order k pp. 1333-1356 Downloads
K. K. Kataria and M. Khandakar
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term pp. 1357-1396 Downloads
Le Chen and Nicholas Eisenberg
Harmonic Moments and Large Deviations for the Markov Branching Process with Immigration pp. 1397-1416 Downloads
Liuyan Li and Junping Li
Cutoff on Trees is Rare pp. 1417-1444 Downloads
Nina Gantert, Evita Nestoridi and Dominik Schmid
Limit Behavior in High-Dimensional Regime for the Wishart Tensors in Wiener Chaos pp. 1445-1468 Downloads
Rémy Dhoyer and Ciprian A. Tudor
Gradient Flows on Graphons: Existence, Convergence, Continuity Equations pp. 1469-1522 Downloads
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 Downloads
Yifeng Qin
Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes pp. 1597-1626 Downloads
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 Downloads
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 Downloads
Endre Csáki and Antónia Földes
Wigner- and Marchenko–Pastur-Type Limit Theorems for Jacobi Processes pp. 1674-1709 Downloads
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 Downloads
Huili Liu and Xiaowen Zhou
Green Function for an Asymptotically Stable Random Walk in a Half Space pp. 1745-1786 Downloads
Denis Denisov and Vitali Wachtel
Homogenization of a Multivariate Diffusion with Semipermeable Interfaces pp. 1787-1823 Downloads
Olga Aryasova, Ilya Pavlyukevich and Andrey Pilipenko
Coupled McKean–Vlasov Equations Over Convex Domains pp. 1824-1849 Downloads
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 Downloads
Xiaoyue Li, Xuerong Mao and Guoting Song
A Conditioned Local Limit Theorem for Nonnegative Random Matrices pp. 1882-1901 Downloads
Marc Peigné and Da Cam Pham
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition pp. 1902-1926 Downloads
Bingjun Wang, Hongjun Gao, Mingxia Yuan and Qingkun Xiao
A Note on Transience of Generalized Multi-Dimensional Excited Random Walks pp. 1927-1943 Downloads
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 Downloads
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 Downloads
Remigijus Mikulevičius and Changyong Zhang
Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass pp. 81-120 Downloads
Luca Avena and Conrado Costa
Anisotropic Non-oriented Bond Percolation in High Dimensions pp. 121-132 Downloads
Pablo A. Gomes, Alan Pereira and Remy Sanchis
The Galerkin Analysis for the Random Periodic Solution of Semilinear Stochastic Evolution Equations pp. 133-159 Downloads
Yue Wu and Chenggui Yuan
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation pp. 160-208 Downloads
Nicolas Schaeffer
Some Optimal Conditions for the ASCLT pp. 209-227 Downloads
István Berkes and Siegfried Hörmann
Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model pp. 228-250 Downloads
Hui Jiang, Yajuan Pan and Xiao Wei
A Large Deviation Principle for the Stochastic Heat Equation with General Rough Noise pp. 251-306 Downloads
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 Downloads
Fabian Harang, Samy Tindel and Xiaohua Wang
Moderate Deviation Principle for Multiscale Systems Driven by Fractional Brownian Motion pp. 352-408 Downloads
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 Downloads
Lanlan Tang and Hua-Ming Wang
Multivariate Stable Approximation by Stein’s Method pp. 446-488 Downloads
Peng Chen, Ivan Nourdin, Lihu Xu and Xiaochuan Yang
Semimartingale Representation of a Class of Semi-Markov Dynamics pp. 489-510 Downloads
Anindya Goswami, Subhamay Saha and Ravishankar Kapildev Yadav
Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States pp. 511-532 Downloads
Xiaohan Wu, Anyue Chen and Junping Li
Renewal Dynamical Approach for Non-Minimal Quasi-Stationary Distributions of One-Dimensional Diffusions pp. 533-548 Downloads
Kosuke Yamato
Normal Approximation of Compound Hawkes Functionals pp. 549-581 Downloads
Mahmoud Khabou, Nicolas Privault and Anthony Réveillac
On Ergodic Properties of Some Lévy-Type Processes pp. 582-602 Downloads
Victoria Knopova and Yana Mokanu
On the Quenched CLT for Stationary Markov Chains pp. 603-622 Downloads
Magda Peligrad
Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion pp. 623-641 Downloads
Jingjun Guo, Cuiyun Zhang and Aiqin Ma
Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors pp. 642-670 Downloads
Robert E. Gaunt and Heather Sutcliffe
A Sobolev Space Theory for Time-Fractional Stochastic Partial Differential Equations Driven by Lévy Processes pp. 671-720 Downloads
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 Downloads
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 Downloads
Emmanuel Coffie, Xuerong Mao and Frank Proske
Sylvester Index of Random Hermitian Matrices pp. 768-813 Downloads
Mohamed Bouali and Jacques Faraut
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups pp. 814-859 Downloads
Amos Nevo and Felix Pogorzelski
Volatility Estimation of Gaussian Ornstein–Uhlenbeck Processes of the Second Kind pp. 860-876 Downloads
Rachid Belfadli, Khalifa Es-Sebaiy and Fatima-Ezzahra Farah
General Mean Reflected Backward Stochastic Differential Equations pp. 877-904 Downloads
Ying Hu, Remi Moreau and Falei Wang
General Transfer Formula for Stochastic Integral with Respect to Multifractional Brownian Motion pp. 905-932 Downloads
Christian Bender, Joachim Lebovits and Jacques Lévy Véhel
Spectrum of Lévy–Khintchine Random Laplacian Matrices pp. 933-973 Downloads
Andrew Campbell and Sean O’Rourke
Page updated 2025-03-31