Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 27, issue 4, 2014

Representations of the Absolute Value Function and Applications in Gaussian Estimates pp. 1059-1070

Ang Wei

$$U$$ U -Statistics of Ornstein–Uhlenbeck Branching Particle System pp. 1071-1111

Radosław Adamczak and Piotr Miłoś

A Note on Random Perturbations of a Multiple Eigenvalue of a Hermitian Operator pp. 1112-1123

G. Gaines, K. Kaphle and F. Ruymgaart

An Invariance Principle for Fractional Brownian Sheets pp. 1124-1139

Yizao Wang

Quenched Large Deviations for Multidimensional Random Walk in Random Environment with Holding Times pp. 1140-1166

Ryoki Fukushima and Naoki Kubota

The Generalized Lognormal Distribution and the Stieltjes Moment Problem pp. 1167-1177

Christian Kleiber

Widder’s Representation Theorem for Symmetric Local Dirichlet Spaces pp. 1178-1212

Nathaniel Eldredge and Laurent Saloff-Coste

New Proofs of Some Results on Bounded Mean Oscillation Martingales Using Backward Stochastic Differential Equations pp. 1213-1228

B. Chikvinidze and M. Mania

Extensions of the Borel–Cantelli lemma in general measure spaces pp. 1229-1248

Xuejun Wang, Xinghui Wang, Xiaoqin Li and Shuhe Hu

The Brownian Plane pp. 1249-1291

Nicolas Curien and Jean-François Le Gall

Occupation Times of Refracted Lévy Processes pp. 1292-1315

A. E. Kyprianou, J. C. Pardo and J. L. Pérez

Singularity Results for Functional Equations Driven by Linear Fractional Transformations pp. 1316-1328

Kazuki Okamura

On the Multifractal Analysis of the Branching Random Walk in $$\mathbb{R }^d$$ R d pp. 1329-1349

Najmeddine Attia

Weak Characterizations of Stochastic Integrability and Dudley’s Theorem in Infinite Dimensions pp. 1350-1374

Martin Ondreját and Mark Veraar

Bessel Bridges Decomposition with Varying Dimension: Applications to Finance pp. 1375-1403

Gabriel Faraud and Stéphane Goutte

Volume 27, issue 3, 2014

Progressive Enlargement of Filtrations and Backward Stochastic Differential Equations with Jumps pp. 683-724

Idris Kharroubi and Thomas Lim

On Edgeworth Expansions in Generalized Urn Models pp. 725-753

S. M. Mirakhmedov, S. Rao Jammalamadaka and Ibrahim B. Mohamed

Recurrence and Transience Criteria for Two Cases of Stable-Like Markov Chains pp. 754-788

Nikola Sandrić

The $$\frac{4}{3}$$ -Variation of the Derivative of the Self-intersection Brownian Local Time and Related Processes pp. 789-825

Yaozhong Hu, David Nualart and Jian Song

Asymptotic Behavior of the Maximum and Minimum Singular Value of Random Vandermonde Matrices pp. 826-862

Gabriel H. Tucci and Philip A. Whiting

Existence and Uniqueness of Invariant Measures for SPDEs with Two Reflecting Walls pp. 863-877

Juan Yang and Tusheng Zhang

Local Particles Numbers in Critical Branching Random Walk pp. 878-898

Ekaterina Vladimirovna Bulinskaya

On the Density of the Winding Number of Planar Brownian Motion pp. 899-914

Stella Brassesco and Silvana C. García Pire

Characterizations of Some Free Random Variables by Properties of Conditional Moments of Third Degree Polynomials pp. 915-931

Wiktor Ejsmont

The Tail of the Maximum of Smooth Gaussian Fields on Fractal Sets pp. 932-944

Jean-Marc Azaïs and Mario Wschebor

A Quantitative Central Limit Theorem for Linear Statistics of Random Matrix Eigenvalues pp. 945-953

Christian Döbler and Michael Stolz

Hitting Times and Interlacing Eigenvalues: A Stochastic Approach Using Intertwinings pp. 954-981

James Allen Fill and Vince Lyzinski

The Dichotomy of Recurrence and Transience of Semi-Lévy Processes pp. 982-996

Makoto Maejima, Taisuke Takamune and Yohei Ueda

A Monotonicity Result for the Range of a Perturbed Random Walk pp. 997-1010

Lung-Chi Chen and Rongfeng Sun

Independence Under the $$G$$ -Expectation Framework pp. 1011-1020

Mingshang Hu and Xiaojuan Li

On the Existence and Explicit Estimates for the Coupling Property of Lévy Processes with Drift pp. 1021-1044

Jian Wang

Asymptotic Behaviour of the Critical Value for the Contact Process with Rapid Stirring pp. 1045-1057

Roman Berezin and Leonid Mytnik

Volume 27, issue 2, 2014

Inhomogeneous Lévy Processes in Lie Groups and Homogeneous Spaces pp. 315-357

Ming Liao

An Inequality for the Sum of Independent Bounded Random Variables pp. 358-369

Christopher R. Dance

On a Stochastic Fourier Coefficient: Case of Noncausal Functions pp. 370-382

Shigeyoshi Ogawa and Hideaki Uemura

The Hausdorff Dimension of Operator Semistable Lévy Processes pp. 383-403

Peter Kern and Lina Wedrich

Explosion of Jump-Type Symmetric Dirichlet Forms on ℝ d pp. 404-432

Yuichi Shiozawa and Toshihiro Uemura

Iterating Brownian Motions, Ad Libitum pp. 433-448

Nicolas Curien and Takis Konstantopoulos

Bernstein Diffusions for a Class of Linear Parabolic Partial Differential Equations pp. 449-492

Pierre A. Vuillermot and Jean C. Zambrini

Weak Invariance Principle for the Local Times of Partial Sums of Markov Chains pp. 493-517

Michael Bromberg and Zemer Kosloff

The Number of Generations Entirely Visited for Recurrent Random Walks in a Random Environment pp. 518-538

P. Andreoletti and P. Debs

On Hidden Markov Processes with Infinite Excess Entropy pp. 539-551

Łukasz Dębowski

2D-Stochastic Currents over the Wiener Sheet pp. 552-575

Franco Flandoli, Peter Imkeller and Ciprian A. Tudor

Generalized Random Spectral Measures pp. 576-600

Dang Hung Thang, Nguyen Thinh and Tran Xuan Quy

On Range and Local Time of Many-dimensional Submartingales pp. 601-617

Mikhail Menshikov and Serguei Popov

Random-Time Isotropic Fractional Stable Fields pp. 618-633

Paul Jung

Escape Rate of Markov Chains on Infinite Graphs pp. 634-682

Xueping Huang

Volume 27, issue 1, 2014

Maximal Inequalities for Martingales and Their Differential Subordinates pp. 1-21

Adam Ose¸kowski

Shearer’s Measure and Stochastic Domination of Product Measures pp. 22-40

Christoph Temmel

On Operator-Valued Semicircular Random Variables pp. 41-56

Mohsen Soltanifar

Self-stabilizing Processes in Multi-wells Landscape in ℝ d -Invariant Probabilities pp. 57-79

Julian Tugaut

Derivative Formula and Gradient Estimates for Gruschin Type Semigroups pp. 80-95

Feng-Yu Wang

Marcinkiewicz–Zygmund Type Strong Law of Large Numbers for Pairwise i.i.d. Random Variables pp. 96-106

Soo Hak Sung

A Weighted Sobolev Space Theory of Parabolic Stochastic PDEs on Non-smooth Domains pp. 107-136

Kyeong-Hun Kim

Exponential Ergodicity for SDEs with Jumps and Non-Lipschitz Coefficients pp. 137-152

Huijie Qiao

Minimal Configurations and Sandpile Measures pp. 153-167

Antal A. Járai and Nicolás Werning

A Skew Stochastic Heat Equation pp. 168-201

Said Karim Bounebache and Lorenzo Zambotti

A Note on Wiener–Hopf Factorization for Markov Additive Processes pp. 202-219

Przemysław Klusik and Zbigniew Palmowski

Central and Non-central Limit Theorems in a Free Probability Setting pp. 220-248

Ivan Nourdin and Murad S. Taqqu

An Empirical Process Central Limit Theorem for Multidimensional Dependent Data pp. 249-277

Olivier Durieu and Marco Tusche

Moment Functions and Central Limit Theorem for Jacobi Hypergroups on [ $$0,\infty $$ [ pp. 278-300

Waldemar Grundmann

Rademacher Inequalities with Applications pp. 301-314

Sergey Utev and Syeda Rabab Mudakkar