Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 38, issue 3, 2025

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

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

Chang-Song Deng, Wei Liu and Erkan Nane

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

Pierre Lazag

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

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

Loïc Hervé and James Ledoux

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

Kostiantyn Ralchenko, Foad Shokrollahi and Tommi Sottinen

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

Benedikt Stufler

Volume 38, issue 2, 2025

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

Gérard Letac and Mauro Piccioni

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

Philip Dörr and Johannes Heiny

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

Antar Bandyopadhyay and Partha Pratim Ghosh

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

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

Zeros of the Brownian Sheet pp. 1-31

Keming Chen and Guillaume Woessner

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

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

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

Wenjie Sun

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

Helena Kremp and Nicolas Perkowski

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

Davide Giraudo

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

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

Hui Xiao, Ion Grama and Quansheng Liu

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

Panqiu Xia and Guangqu Zheng

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

Gaussian Free Fields on the Hypercube pp. 1-14

Andrea Collevecchio and Robert Griffiths

Volume 38, issue 1, 2025

Planar Random Motions in a Vortex pp. 1-42

Enzo Orsingher and Manfred Marvin Marchione

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

The Cosine–Sine Decomposition and Conditional Negative Correlation Inequalities for Determinantal Processes pp. 1-37

André Goldman

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

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

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

El Mehdi Haress and Alexandre Richard

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

Virginia Pedreira

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

Vasily Melnikov

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

Pascal Beckedorf and Angelika Rohde

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

Pranay Agarwal

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

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

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

A Denseness Property of Stochastic Processes pp. 1-18

Riccardo Passeggeri

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

Intersections of Randomly Translated Sets pp. 1-17

Tommaso Visonà

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

Error Distribution for One-Dimensional Stochastic Differential Equations Driven By Fractional Brownian Motion pp. 1-61

Kento Ueda

Stable Central Limit Theorem in Total Variation Distance pp. 1-51

Xiang Li, Lihu Xu and Haoran Yang

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

Xinghu Jin, Tian Shen, Zhonggen Su and Yuzhen Tan

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

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