Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 35, issue 4, 2022

General Self-Similarity Properties for Markov Processes and Exponential Functionals of Lévy Processes pp. 2083-2144

Grégoire Véchambre

Characterisation of Honest Times and Optional Semimartingales of Class- $$(\Sigma )$$ ( Σ ) pp. 2145-2175

Libo Li

Amalgamated Free Lévy Processes as Limits of Sample Covariance Matrices pp. 2176-2193

G. L. Zitelli

On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case pp. 2194-2216

Paolo Tella

Dimensions of Fractional Brownian Images pp. 2217-2238

Stuart A. Burrell

Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices pp. 2239-2268

Ivan Nourdin and Guangqu Zheng

On the Correlation of Critical Points and Angular Trispectrum for Random Spherical Harmonics pp. 2269-2303

Valentina Cammarota and Domenico Marinucci

Limiting Spherical Integrals of Bounded Continuous Functions pp. 2304-2342

Irfan Alam

Non-Hermitian Random Matrices with a Variance Profile (II): Properties and Examples pp. 2343-2382

Nicholas Cook, Walid Hachem, Jamal Najim and David Renfrew

On Stein’s Factors for Poisson Approximation in Wasserstein Distance with Nonlinear Transportation Costs pp. 2383-2412

Zhong-Wei Liao, Yutao Ma and Aihua Xia

Large Deviation Principle for the Maximal Eigenvalue of Inhomogeneous Erdős-Rényi Random Graphs pp. 2413-2441

Arijit Chakrabarty, Rajat Subhra Hazra, Frank den Hollander and Matteo Sfragara

Exact Uniform Modulus of Continuity and Chung’s LIL for the Generalized Fractional Brownian Motion pp. 2442-2479

Ran Wang and Yimin Xiao

Convex Order, Quantization and Monotone Approximations of ARCH Models pp. 2480-2517

Benjamin Jourdain and Gilles Pagès

Higher-Order Error Estimates of the Discrete-Time Clark–Ocone Formula pp. 2518-2539

Tsubasa Nishimura, Kenji Yasutomi and Tomooki Yuasa

Local Times for Continuous Paths of Arbitrary Regularity pp. 2540-2568

Donghan Kim

A Simple Method to Find All Solutions to the Functional Equation of the Smoothing Transform pp. 2569-2599

Gerold Alsmeyer and Bastien Mallein

Second-Order Tail Behavior for Stochastic Discounted Value of Aggregate Net Losses in a Discrete-Time Risk Model pp. 2600-2621

Yang Yang, Shuang Liu and Kam Chuen Yuen

Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions pp. 2622-2642

Toshiro Watanabe

Stratonovich Solution for the Wave Equation pp. 2643-2689

Raluca M. Balan

Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$ L 2 -Exponential Convergence Rates pp. 2690-2711

Yong-Hua Mao and Tao Wang

Concentration Inequalities on the Multislice and for Sampling Without Replacement pp. 2712-2737

Holger Sambale and Arthur Sinulis

The Lightning Model pp. 2738-2756

James T. Campbell, A. Deane and A. Quas

mu-Brownian Motion, Dualities, Diffusions, Transforms, and Reproducing Kernel Hilbert Spaces pp. 2757-2783

Daniel Alpay and Palle Jorgensen

Generalized Fractional Counting Process pp. 2784-2805

K. K. Kataria and M. Khandakar

Stochastic Forcing in Hydrodynamic Models with Non-local Interactions pp. 2806-2852

Pavel Ludvík and Václav Mácha

A Limit Theorem for Bernoulli Convolutions and the $$\Phi $$ Φ -Variation of Functions in the Takagi Class pp. 2853-2878

Xiyue Han, Alexander Schied and Zhenyuan Zhang

Strong Approximation of the Anisotropic Random Walk Revisited pp. 2879-2895

Endre Csáki and Antónia Földes

A New Life of Pearson’s Skewness pp. 2896-2915

Yevgeniy Kovchegov

Stochastic Two-Dimensional Navier–Stokes Equations on Time-Dependent Domains pp. 2916-2939

Wei Wang, Jianliang Zhai and Tusheng Zhang

Well-Posedness for Stochastic Fractional Navier–Stokes Equation in the Critical Fourier–Besov Space pp. 2940-2959

Xiuwei Yin, Jiang-Lun Wu and Guangjun Shen

Volume 35, issue 3, 2022

The Generalized Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree pp. 1367-1390

Zhiyan Shi, Zhongzhi Wang, Pingping Zhong and Yan Fan

Chung-Type Strong Laws and Almost Complete Convergence for Arrays of Measurable Operators pp. 1391-1411

Do The Son, Duong Xuan Giap and Nguyen Van Quang

Convergence Towards the End Space for Random Walks on Schreier Graphs pp. 1412-1422

Bogdan Stankov

The Laws of Large Numbers Associated with the Linear Self-attracting Diffusion Driven by Fractional Brownian Motion and Applications pp. 1423-1478

Xichao Sun, Litan Yan and Yong Ge

Excursions of the Brox Diffusion pp. 1479-1500

Carlos G. Pacheco and Mariana Pérez-Rojas

On a Certain Operator Related to Blackwell’s Markov Chain pp. 1501-1510

Ernest Nieznaj

Mild Solutions for the Stochastic Generalized Burgers–Huxley Equation pp. 1511-1536

Manil T. Mohan

Generating M-Indeterminate Probability Densities by Way of Quantum Mechanics pp. 1537-1555

Rafael Sala Mayato, Patrick Loughlin and Leon Cohen

Divergence Criterion for a Class of Random Series Related to the Partial Sums of I.I.D. Random Variables pp. 1556-1573

Michael J. Klass, Deli Li and Andrew Rosalsky

Strong Solutions to a Beta-Wishart Particle System pp. 1574-1613

Benjamin Jourdain and Ezéchiel Kahn

Weak Convergence of Topological Measures pp. 1614-1639

Svetlana V. Butler

On Smooth Mesoscopic Linear Statistics of the Eigenvalues of Random Permutation Matrices pp. 1640-1661

Valentin Bahier and Joseph Najnudel

Evolving Systems of Stochastic Differential Equations pp. 1662-1705

Leonardo Videla and Rolando Rebolledo

Regularity of Local Times Associated with Volterra–Lévy Processes and Path-Wise Regularization of Stochastic Differential Equations pp. 1706-1735

Fabian A. Harang and Chengcheng Ling

Large and Moderate Deviations Principles and Central Limit Theorem for the Stochastic 3D Primitive Equations with Gradient-Dependent Noise pp. 1736-1781

Jakub Slavík

On the Additive Property of Finitely Additive Measures pp. 1782-1794

Ryoichi Kunisada

Spatially Inhomogeneous Populations with Seed-Banks: I. Duality, Existence and Clustering pp. 1795-1841

Frank Hollander and Shubhamoy Nandan

Universality for Persistence Exponents of Local Times of Self-Similar Processes with Stationary Increments pp. 1842-1862

Christian Mönch

Positivity of the Density for Rough Differential Equations pp. 1863-1877

Yuzuru Inahama and Bin Pei

Estimates of Certain Exit Probabilities for p-Adic Brownian Bridges pp. 1878-1897

David Weisbart

Edgeworth Expansions for Centered Random Walks on Covering Graphs of Polynomial Volume Growth pp. 1898-1938

Ryuya Namba

Lie Point Symmetries of Autonomous Scalar First-Order Itô Stochastic Delay Ordinary Differential Equations pp. 1939-1951

Aminu Ma’aruf Nass

A note on the maximal expected local time of $${\text {L}}_2$$ L 2 -bounded martingales pp. 1952-1955

David Gilat, Isaac Meilijson and Laura Sacerdote

Octonionic Brownian Windings pp. 1956-1973

Gunhee Cho and Guang Yang

Criteria for Geometric and Algebraic Transience for Discrete-Time Markov Chains pp. 1974-2008

Yong-Hua Mao and Yan-Hong Song

Local Central Limit Theorem for Multi-group Curie–Weiss Models pp. 2009-2019

Michael Fleermann, Werner Kirsch and Gabor Toth

Multivariate Normal Approximation on the Wiener Space: New Bounds in the Convex Distance pp. 2020-2037

Ivan Nourdin, Giovanni Peccati and Xiaochuan Yang

Functional Limit Theorems for the Pólya Urn pp. 2038-2051

Dimitris Cheliotis and Dimitra Kouloumpou

On a Theorem by A.S. Cherny for Semilinear Stochastic Partial Differential Equations pp. 2052-2067

David Criens and Moritz Ritter

On a Weak Law of Large Numbers with Regularly Varying Normalizing Sequences pp. 2068-2079

Fakhreddine Boukhari

Correction to: A Functional CLT for Partial Traces of Random Matrices pp. 2080-2081

Jan Nagel

Volume 35, issue 2, 2022

Rerooting Multi-type Branching Trees: The Infinite Spine Case pp. 653-684

Benedikt Stufler

Local Convergence of Critical Random Trees and Continuous-State Branching Processes pp. 685-713

Xin He

Strong Solutions of Stochastic Differential Equations with Generalized Drift and Multidimensional Fractional Brownian Initial Noise pp. 714-771

David Baños, Salvador Ortiz-Latorre, Andrey Pilipenko and Frank Proske

On Azuma-Type Inequalities for Banach Space-Valued Martingales pp. 772-800

Sijie Luo

Random Gap Processes and Asymptotically Complete Sequences pp. 801-818

Erin Crossen Brown, Sevak Mkrtchyan and Jonathan Pakianathan

Euclidean Travelling Salesman Problem with Location-Dependent and Power-Weighted Edges pp. 819-862

Ghurumuruhan Ganesan

Graph Constructions for the Contact Process with a Prescribed Critical Rate pp. 863-893

Stein Andreas Bethuelsen, Gabriel Baptista Silva and Daniel Valesin

An Ideal Class to Construct Solutions for Skew Brownian Motion Equations pp. 894-916

Fulgence Eyi Obiang, Octave Moutsinga and Youssef Ouknine

Limit Theorems for Conservative Flows on Multiple Stochastic Integrals pp. 917-948

Shuyang Bai

Distances Between Distributions Via Stein’s Method pp. 949-987

Marie Ernst and Yvik Swan

Central Limit Theorems for Weighted Sums of Dependent Random Vectors in Hilbert Spaces via the Theory of the Regular Variation pp. 988-1012

Ta Cong Son and Le Van Dung

Strong Renewal Theorem and Local Limit Theorem in the Absence of Regular Variation pp. 1013-1048

Péter Kevei and Dalia Terhesiu

Large Deviation Properties of the Empirical Measure of a Metastable Small Noise Diffusion pp. 1049-1136

Paul Dupuis and Guo-Jhen Wu

Non-integrable Stable Approximation by Stein’s Method pp. 1137-1186

Peng Chen, Ivan Nourdin, Lihu Xu, Xiaochuan Yang and Rui Zhang

Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients pp. 1187-1215

Jianhai Bao and Xing Huang

A Multiplicatively Symmetrized Version of the Chung-Diaconis-Graham Random Process pp. 1216-1225

Martin Hildebrand

Asymptotic Behaviour of the Empirical Distance Covariance for Dependent Data pp. 1226-1246

Marius Kroll

On the Local Time of the Half-Plane Half-Comb Walk pp. 1247-1261

Endre Csáki and Antónia Földes

Moderate Deviations for Drift Parameter Estimations in Reflected Ornstein–Uhlenbeck Process pp. 1262-1283

Hui Jiang and Qingshan Yang

Non-local Solvable Birth–Death Processes pp. 1284-1323

Giacomo Ascione, Nikolai Leonenko and Enrica Pirozzi

Quenched Local Convergence of Boltzmann Planar Maps pp. 1324-1342

Benedikt Stufler

Second-Order Behaviour for Self-Decomposable Distributions with Two-Sided Regularly Varying Densities pp. 1343-1366

Toshiro Watanabe

Volume 35, issue 1, 2022

Functional Central Limit Theorems for Occupancies and Missing Mass Process in Infinite Urn Models pp. 1-19

Mikhail Chebunin and Sergei Zuyev

On Asymptotic Properties of Bell Polynomials and Concentration of Vertex Degree of Large Random Graphs pp. 20-51

O. Khorunzhiy

Random Perturbations of Matrix Polynomials pp. 52-88

Patryk Pagacz and Michał Wojtylak

Limit Theorems for Classical, Freely and Boolean Max-Infinitely Divisible Distributions pp. 89-114

Yuki Ueda

Doubly Reflected Backward Stochastic Differential Equations in the Predictable Setting pp. 115-141

Ihsan Arharas, Siham Bouhadou and Youssef Ouknine

The Height Process of a Continuous-State Branching Process with Interaction pp. 142-185

Zenghu Li, Etienne Pardoux and Anton Wakolbinger

Large Deviation Principles of Realized Laplace Transform of Volatility pp. 186-208

Xinwei Feng, Lidan He and Zhi Liu

Integral Representations for the Hartman–Watson Density pp. 209-230

Yuu Hariya

$${{\varvec{L}}}^{{\varvec{p}}}$$ L p -Solutions and Comparison Results for Lévy-Driven Backward Stochastic Differential Equations in a Monotonic, General Growth Setting pp. 231-281

Stefan Kremsner and Alexander Steinicke

Necessary and Sufficient Conditions for the Uniform Integrability of the Stochastic Exponential pp. 282-294

B. Chikvinidze

Empirical Measure and Small Noise Asymptotics Under Large Deviation Scaling for Interacting Diffusions pp. 295-349

Amarjit Budhiraja and Michael Conroy

Sup-Sums Principles for F-Divergence and a New Definition for t-Entropy pp. 350-369

V. I. Bakhtin and A. V. Lebedev

Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Coefficients in (y, z) pp. 370-409

Shengqiu Sun

Wong–Zakai Approximation for Stochastic Differential Equations Driven by G-Brownian Motion pp. 410-425

Shige Peng and Huilin Zhang

Functional Limit Theorems for the Fractional Ornstein–Uhlenbeck Process pp. 426-456

Johann Gehringer and Xue-Mei Li

Mixing Times for the Commuting Chain on CA Groups pp. 457-483

John Rahmani

How Does Tempering Affect the Local and Global Properties of Fractional Brownian Motion? pp. 484-527

Ehsan Azmoodeh, Yuliya Mishura and Farzad Sabzikar

Set-Valued Functions of Bounded Generalized Variation and Set-Valued Young Integrals pp. 528-549

Mariusz Michta and Jerzy Motyl

Path Properties of a Generalized Fractional Brownian Motion pp. 550-574

Tomoyuki Ichiba, Guodong Pang and Murad S. Taqqu

An Approximation Scheme for Reflected Stochastic Differential Equations with Non-Lipschitzian Coefficients pp. 575-602

Junxia Duan and Jun Peng

Color Representations of Ising Models pp. 603-635

Malin P. Forsström

Probabilistic Stirling Numbers of the Second Kind and Applications pp. 636-652

José A. Adell