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 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