Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 38, issue 2, 2025

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

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

Davide Giraudo

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

Hui Xiao, Ion Grama and Quansheng Liu

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

Gérard Letac and Mauro Piccioni

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

Antar Bandyopadhyay and Partha Pratim Ghosh

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

Helena Kremp and Nicolas Perkowski

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

Wenjie Sun

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

Panqiu Xia and Guangqu Zheng

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

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

Philip Dörr and Johannes Heiny

Gaussian Free Fields on the Hypercube pp. 1-14

Andrea Collevecchio and Robert Griffiths

Zeros of the Brownian Sheet pp. 1-31

Keming Chen and Guillaume Woessner

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

Xiyuan Su, Menglin Xu and Fen-Fen Yang

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

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

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

Yasuhito Nishimori

Volume 38, issue 1, 2025

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

André Goldman

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

Xinghu Jin, Tian Shen, Zhonggen Su and Yuzhen Tan

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

Pascal Beckedorf and Angelika Rohde

A Denseness Property of Stochastic Processes pp. 1-18

Riccardo Passeggeri

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

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

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

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

Intersections of Randomly Translated Sets pp. 1-17

Tommaso Visonà

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

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

Pranay Agarwal

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

Xiang Li, Lihu Xu and Haoran Yang

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

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

El Mehdi Haress and Alexandre Richard

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

Planar Random Motions in a Vortex pp. 1-42

Enzo Orsingher and Manfred Marvin Marchione

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

Kento Ueda

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

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

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

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

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