Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

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 22, issue 4, 2009

Spectral Representation of Gaussian Semimartingales pp. 811-826

Andreas Basse

Comparison Inequalities for One Sided Normal Probabilities pp. 827-836

Liqing Yan

Strong Differential Subordination and Sharp Inequalities for Orthogonal Processes pp. 837-855

Adam Osękowski

Convergence of Certain Functionals of Integral Fractional Processes pp. 856-870

José Manuel Corcuera, David Nualart and Jeannette H. C. Woerner

Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables pp. 871-882

Jaap Geluk and Qihe Tang

Set-indexed Brownian Motion on Increasing Paths pp. 883-890

Ely Merzbach and Arthur Yosef

Cut Points and Diffusions in Random Environment pp. 891-933

Ivan Tenno

On Moduli of Continuity for Local Times of Fractional Stable Processes pp. 934-954

Raby Guerbaz

Convergence of Point Processes with Weakly Dependent Points pp. 955-982

Raluca M. Balan and Sana Louhichi

A Φ-Entropy Contraction Inequality for Gaussian Vectors pp. 983-991

Liming Wu

Transient Nearest Neighbor Random Walk and Bessel Process pp. 992-1009

Endre Csáki, Antónia Földes and Pál Révész

Stationarity and Self-Similarity Characterization of the Set-Indexed Fractional Brownian Motion pp. 1010-1029

Erick Herbin and Ely Merzbach

An Optimal Wavelet Series Expansion of the Riemann–Liouville Process pp. 1030-1057

Helga Schack

Erratum to: Uniqueness of Embedding into a Gaussian Semigroup and a Poisson Semigroup with Determinate Jump Law on a Simply Connected Nilpotent Lie Group pp. 1058-1060

Daniel Neuenschwander

Volume 22, issue 3, 2009

The Passage Time Distribution for a Birth-and-Death Chain: Strong Stationary Duality Gives a First Stochastic Proof pp. 543-557

James Allen Fill

On Times to Quasi-stationarity for Birth and Death Processes pp. 558-586

Persi Diaconis and Laurent Miclo

On Hitting Times and Fastest Strong Stationary Times for Skip-Free and More General Chains pp. 587-600

James Allen Fill

Reflected BSDE Driven by a Lévy Process pp. 601-619

Mohamed Otmani

Uniform Shrinking and Expansion under Isotropic Brownian Flows pp. 620-639

Peter Baxendale and Georgi Dimitroff

Exact L 2-Small Ball Asymptotics of Gaussian Processes and the Spectrum of Boundary-Value Problems pp. 640-665

Alexander I. Nazarov

On Distributional Properties of Perpetuities pp. 666-682

Gerold Alsmeyer, Alex Iksanov and Uwe Rösler

Support Theorems for the Radon Transform and Cramér-Wold Theorems pp. 683-710

Jan Boman and Filip Lindskog

The Contact Process Seen from a Typical Infected Site pp. 711-740

Jan M. Swart

Bessel Convolutions on Matrix Cones: Algebraic Properties and Random Walks pp. 741-771

Michael Voit

Merging of Linear Combinations to Semistable Laws pp. 772-790

Péter Kevei and Sándor Csörgő

Generating Uniform Random Vectors in Z p k: The General Case pp. 791-809

Claudio Asci

Volume 22, issue 2, 2009

Equivalent Conditions of Asymptotics for the Density of the Supremum of a Random Walk in the Intermediate Case pp. 281-293

Yuebao Wang and Kaiyong Wang

Polynomial Birth–Death Distribution Approximation in the Wasserstein Distance pp. 294-310

Aihua Xia and Fuxi Zhang

Ultrametric and Tree Potential pp. 311-347

Claude Dellacherie, Servet Martinez and Jaime San Martin

L p -Version of the Dubins–Savage Inequality and Some Exponential Inequalities pp. 348-364

Rasul A. Khan

Moments and Distribution of the Local Times of a Transient Random Walk on ℤ d pp. 365-374

Mathias Becker and Wolfgang König

Multifractional, Multistable, and Other Processes with Prescribed Local Form pp. 375-401

K. J. Falconer and J. Lévy Véhel

Continuum Percolation at and above the Uniqueness Threshold on Homogeneous Spaces pp. 402-417

Johan H. Tykesson

On an Explicit Skorokhod Embedding for Spectrally Negative Lévy Processes pp. 418-440

Jan Obłój and Martijn Pistorius

A Smooth Approach to Malliavin Calculus for Lévy Processes pp. 441-473

Horst Osswald

On Anticipative Girsanov Transformations for Lévy Processes pp. 474-481

Horst Osswald

On Weak Generalized Stability and (c,d)-Pseudostable Random Variables via Functional Equations pp. 482-505

W. Jarczyk and J. K. Misiewicz

A Note on the Almost Sure Convergence for Dependent Random Variables in a Hilbert Space pp. 506-513

Mi-Hwa Ko, Tae-Sung Kim and Kwang-Hee Han

The Upper Envelope of Positive Self-Similar Markov Processes pp. 514-542

J. C. Pardo

Volume 22, issue 1, 2009

On Large Deviations of Multivariate Heavy-Tailed Random Walks pp. 1-17

Harri Nyrhinen

Sharp Error Terms for Return Time Statistics under Mixing Conditions pp. 18-37

Miguel Abadi and Nicolas Vergne

On Convergence and Convolutions of Random Signed Measures pp. 38-56

Richard Nickl

Fluctuation Identities Applied to the Hitting Time of a Half-line in the Plane pp. 57-81

Yasuki Isozaki

On Asymptotic Proximity of Distributions pp. 82-98

Youri Davydov and Vladimir Rotar

On Asymptotic Proximity of Distributions pp. 99-99

Youri Davydov and Vladimir Rotar

Transient Nearest Neighbor Random Walk on the Line pp. 100-122

Endre Csáki, Antónia Földes and Pál Révész

A Study of Probability Measures Through Commutators pp. 123-145

Aurel I. Stan and John J. Whitaker

Moment Inequalities for Sums of Dependent Random Variables under Projective Conditions pp. 146-163

Emmanuel Rio

A Decomposition of Markov Processes via Group Actions pp. 164-185

Ming Liao

Convergence of Markov Chains in Information Divergence pp. 186-202

Peter Harremoës and Klaus Kähler Holst

Stochastic Integration Based on Simple, Symmetric Random Walks pp. 203-219

Tamás Szabados and Balázs Székely

An L p -theory of Stochastic PDEs of Divergence Form on Lipschitz Domains pp. 220-238

Kyeong-Hun Kim

On Limit Theorems for Continued Fractions pp. 239-255

Zbigniew S. Szewczak

On Gaussian Marginals of Uniformly Convex Bodies pp. 256-278

Emanuel Milman

Translated Poisson Approximation for Markov Chains pp. 279-280

A. D. Barbour and Torgny Lindvall