Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 38, issue 4, 2025

Large Deviations for Locally Monotone Stochastic Partial Differential Equations Driven by Lévy Noise pp. 1-33

Weina Wu, Jianliang Zhai and Jiahui Zhu

Mean Attractors and Invariant Measures for Fractional Stochastic Lattice Systems Driven by Nonlinear Noise pp. 1-50

Pengyu Chen, Ailin Bai and Xuping Zhang

Stabilization of Distribution Dependent Stochastic Differential Equations Driven by Lévy Noise with Discrete-Time Feedback Controls pp. 1-27

Guangjun Shen, Jie Song, Jiang-Lun Wu and Xiuwei Yin

Large Deviations and Berry–Esseen Bounds for A Critical Galton–Watson Process pp. 1-30

Shengli Liang and Qi-Man Shao

Asymptotics in Multivariate Le Cam’s Theorem pp. 1-15

V. Čekanavičius and S. Jokubauskienė

Publisher Correction: On a Generalisation of the Coupon Collector Problem pp. 1-3

Siva Athreya, Satyaki Mukherjee and Soumendu Sundar Mukherjee

On the Empty Balls of Critical and Subcritical Super-Brownian Motions with General Branching Mechanisms pp. 1-23

Shuxiong Zhang, Jiawei Liu and Jie Xiong

On Multiparameter Generalized Counting Process and its Time-Changed Variants pp. 1-23

M. Dhillon and K. K. Kataria

Left-Continuous Random Walk on $${\mathbb {Z}}$$ Z and the Parity of Its Hitting Times pp. 1-14

Timo Vilkas

Milstein Scheme for Stochastic Differential Equations Driven by G-Brownian Motion pp. 1-21

Bahar Akhtari and Panyu Wu

Moments of Balanced Pólya Urns pp. 1-19

Svante Janson

A Family of Log-Correlated Gaussian Processes pp. 1-34

Yizao Wang

A Sharp Upper Bound for the Expected Interval Occupation Time of Brownian Martingales pp. 1-36

Stefan Ankirchner and Julian Wendt

Convergence to Stable Laws and a Local Limit Theorem for Products of Positive Random Matrices pp. 1-31

Jianzhang Mei and Quansheng Liu

Strong Approximation for Non-homogeneous Random Flights pp. 1-12

Elena Bashtova and Alexey Shashkin

Volume 38, issue 3, 2025

On a Generalisation of the Coupon Collector Problem pp. 1-20

Siva Athreya, Satyaki Mukherjee and Soumendu Sundar Mukherjee

The Extinction Rate of a Branching Random Walk with a Barrier in a Time-Inhomogeneous Random Environment pp. 1-39

You Lv

Cluster Random Fields and Random-Shift Representations pp. 1-39

Enkelejd Hashorva

Pathwise Blowup of Space-Time Fractional Stochastic Partial Differential Equations pp. 1-16

Chang-Song Deng, Wei Liu and Erkan Nane

On Weak Convergence of Stochastic Wave Equation with Colored Noise on $$\mathbb {R}$$ R pp. 1-23

Wenxuan Tao

Polynomial Convergence Rates for Markov Kernels Under Nested Modulated Drift Conditions pp. 1-22

Loïc Hervé and James Ledoux

Limit Theorems for Stochastic Exponentials of Matrix-Valued Lévy Processes pp. 1-40

Anita Behme and Sebastian Mentemeier

White Noise-Driven Stochastic Partial Differential Equations with Mean Reflection pp. 1-40

Junxia Duan, Ying Hu and Jun Peng

A Law of Large Numbers for Local Patterns in Schur Measures and a Schur Process pp. 1-38

Pierre Lazag

Poisson–Dirichlet Scaling Limits of Kemp’s Supertrees pp. 1-29

Benedikt Stufler

Gaussian Generating Functionals on Easy Quantum Groups pp. 1-29

Uwe Franz, Amaury Freslon and Adam Skalski

Non-Instantaneous Impulsive Fractional Stochastic Differential Systems with Damping: Optimal Controls and Trajectory Controllability pp. 1-27

Ravikumar Kasinathan, Varshini Sandrasekaran, Ramkumar Kasinathan and Rajesh Dhayal

Exact Convergence Rates to Derivatives of Local Time for Some Self-similar Gaussian processes pp. 1-32

Minhao Hong

On Monotonic Functionals Over Partially-Ordered Path Spaces pp. 1-32

Levent Ali Mengütürk

Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands pp. 1-26

Kostiantyn Ralchenko, Foad Shokrollahi and Tommi Sottinen

Quasi-Stationary Distributions for Single Death Processes with Killing pp. 1-51

Zhe-Kang Fang and Yong-Hua Mao

Dobrushin and Steif Metrics are Equal pp. 1-10

Jacob A. Armstrong-Goodall and Robert S. MacKay

Central Limit Theorem for Crossings in Randomly Embedded Graphs pp. 1-31

Santiago Arenas-Velilla, Octavio Arizmendi and J. E. Paguyo

On Nonlinear Markov Processes in the Sense of McKean pp. 1-36

Marco Rehmeier and Michael Röckner

Series Expansions for Stochastic Partial Differential Equations with Symmetric $$\alpha $$ α -Stable Lévy Noise pp. 1-63

Raluca M. Balan and Juan J. Jiménez

Volume 38, issue 2, 2025

Right-Most Position of a Last Progeny Modified Branching Random Walk pp. 1-33

Antar Bandyopadhyay and Partha Pratim Ghosh

Regular Diffusion and Stochastic Differential Equation with Generalized Drift pp. 1-30

Wenjie Sun

Limit Theorems for the Rightmost Particle in the Locally Inhomogeneous Branching Brownian Motion pp. 1-77

Yasuhito Nishimori

Harnack Inequalities for Mean-Field G-Stochastic Differential Equations with Multiplicative Noise pp. 1-29

Xiyuan Su, Menglin Xu and Fen-Fen Yang

Joint Extremes of Inversions and Descents of Random Permutations pp. 1-37

Philip Dörr and Johannes Heiny

Deviation and Moment Inequalities for Banach-Valued U-statistics pp. 1-48

Davide Giraudo

Almost Sure Central Limit Theorems for Parabolic/Hyperbolic Anderson Models with Gaussian Colored Noises pp. 1-22

Panqiu Xia and Guangqu Zheng

Gaussian Free Fields on the Hypercube pp. 1-14

Andrea Collevecchio and Robert Griffiths

A Note on the Convergence of the Extreme Eigenvalues of a Large-Dimensional Sample Covariance Matrix pp. 1-16

Shizhe Hong, Haiyan Song, Jiang Hu and Zhidong Bai

Exponential Families, Rényi Divergence and the Almost Sure Cauchy Functional Equation pp. 1-28

Gérard Letac and Mauro Piccioni

Zero–One Laws for Events with Positional Symmetries pp. 1-20

Yahya Ayach, Anthony Khairallah, Tia Manoukian, Jad Mchaimech, Adam Salha and Siamak Taati

Edgeworth Expansion and Large Deviations for the Coefficients of Products of Positive Random Matrices pp. 1-54

Hui Xiao, Ion Grama and Quansheng Liu

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

Zeros of the Brownian Sheet pp. 1-31

Keming Chen and Guillaume Woessner

Fractional Kolmogorov Equations with Singular Paracontrolled Terminal Conditions pp. 1-44

Helena Kremp and Nicolas Perkowski

Conformable Fractional Stochastic Differential Inclusions Driven by Poisson Jumps with Optimal Control and Clarke Subdifferential pp. 1-26

S. Varshini, K. Ravikumar, K. Ramkumar and Hamdy M. Ahmed

Volume 38, issue 1, 2025

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

Intersections of Randomly Translated Sets pp. 1-17

Tommaso Visonà

Limit Theorems for $$\sigma $$ σ -Localized Émery Convergence pp. 1-25

Vasily Melnikov

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

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

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

A Denseness Property of Stochastic Processes pp. 1-18

Riccardo Passeggeri

Lower Bound for Large Local Transversal Fluctuations of Geodesics in Last Passage Percolation pp. 1-11

Pranay Agarwal

Long-time Hurst Regularity of Fractional Stochastic Differential Equations and Their Ergodic Means pp. 1-57

El Mehdi Haress and Alexandre Richard

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

The Euler-Maruyama Approximation of State-Dependent Regime Switching Diffusions pp. 1-40

Xinghu Jin, Tian Shen, Zhonggen Su and Yuzhen Tan

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

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

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

Pascal Beckedorf and Angelika Rohde

Stochastic Comparisons of Tracy–Widom $$\beta $$ β Distributions pp. 1-10

Virginia Pedreira

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

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

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

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