Journal of Theoretical Probability

1997 - 2025

Current editor(s): Andrea Monica

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Volume 34, issue 4, 2021

Higher-Order Derivative of Self-Intersection Local Time for Fractional Brownian Motion pp. 1749-1774

Qian Yu

Green’s Functions with Oblique Neumann Boundary Conditions in the Quadrant pp. 1775-1810

S. Franceschi

On Reflection with Two-Sided Jumps pp. 1811-1830

Imane Jarni and Youssef Ouknine

Tail indices for $$\mathbf{A}\mathbf{X}+\mathbf{B}$$ A X + B Recursion with Triangular Matrices pp. 1831-1869

Muneya Matsui and Witold Świątkowski

Hörmander’s Hypoelliptic Theorem for Nonlocal Operators pp. 1870-1916

Zimo Hao, Xuhui Peng and Xicheng Zhang

Polynomial Ensembles and Pólya Frequency Functions pp. 1917-1950

Yanik-Pascal Förster, Mario Kieburg and Holger Kösters

Asymptotic Behavior of the Fundamental Solutions for Critical Schrödinger Forms pp. 1951-1958

Masaki Wada

Steep Points of Gaussian Free Fields in Any Dimension pp. 1959-2004

Linan Chen

Martingale Nature and Laws of the Iterated Logarithm for Markov Processes of Pure-Jump Type pp. 2005-2032

Yuichi Shiozawa and Jian Wang

1-Meixner Random Vectors pp. 2033-2080

Aurel I. Stan and Florin Catrina

A Phase Transition for Large Values of Bifurcating Autoregressive Models pp. 2081-2116

Vincent Bansaye and S. Valère Bitseki Penda

Self-Standardized Central Limit Theorems for Trimmed Lévy Processes pp. 2117-2144

David M. Mason

Limiting Spectral Radii of Circular Unitary Matrices Under Light Truncation pp. 2145-2165

Yu Miao and Yongcheng Qi

Pathwise Uniqueness and Non-explosion Property of Skorohod SDEs with a Class of Non-Lipschitz Coefficients and Non-smooth Domains pp. 2166-2191

Masanori Hino, Kouhei Matsuura and Misaki Yonezawa

Low Correlation Noise Stability of Symmetric Sets pp. 2192-2240

Steven Heilman

Compound Poisson Approximations in $$\ell _p$$ ℓ p -norm for Sums of Weakly Dependent Vectors pp. 2241-2264

V. Čekanavičius and P. Vellaisamy

A Shape Theorem for a One-Dimensional Growing Particle System with a Bounded Number of Occupants per Site pp. 2265-2284

Viktor Bezborodov, Luca Persio and Tyll Krueger

Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections pp. 2285-2314

Hanwu Li and Yongsheng Song

Large Deviations of the Range of the Planar Random Walk on the Scale of the Mean pp. 2315-2345

Jingjia Liu and Quirin Vogel

Some Explicit Results on First Exit Times for a Jump Diffusion Process Involving Semimartingale Local Time pp. 2346-2367

Shiyu Song

Quaternionic Brownian Windings pp. 2368-2385

Fabrice Baudoin, Nizar Demni and Jing Wang

The Gorin–Shkolnikov Identity and Its Random Tree Generalization pp. 2386-2420

David Clancy

Volume 34, issue 3, 2021

Statistical Properties of Eigenvalues of Laplace–Beltrami Operators pp. 1061-1109

Tiefeng Jiang and Ke Wang

Backward Stochastic Differential Equations with No Driving Martingale, Markov Processes and Associated Pseudo-Partial Differential Equations: Part II—Decoupled Mild Solutions and Examples pp. 1110-1148

Adrien Barrasso and Francesco Russo

Backbone Decomposition of Multitype Superprocesses pp. 1149-1178

Dorottya Fekete, Sandra Palau, Juan Carlos Pardo and Jose Luis Pérez

On Decoupling in Banach Spaces pp. 1179-1212

Sonja Cox and Stefan Geiss

Reflected Backward Stochastic Differential Equation with Rank-Based Data pp. 1213-1247

Zhen-Qing Chen and Xinwei Feng

A Central Limit Theorem for Star-Generators of $${S}_{\infty }$$ S ∞, Which Relates to the Law of a GUE Matrix pp. 1248-1278

Claus Köstler and Alexandru Nica

Sample Path Properties of Generalized Random Sheets with Operator Scaling pp. 1279-1298

Ercan Sönmez

On the Convergence of Series of Dependent Random Variables pp. 1299-1320

Safari Mukeru

Stationary Determinantal Processes on $${\mathbb {Z}}^d$$ Z d with N Labeled Objects per Site, Part I: Basic Properties and Full Domination pp. 1321-1365

Justin Cyr

Selected Topics in the Generalized Mixed Set-Indexed Fractional Brownian Motion pp. 1366-1381

Arthur Yosef

Stein’s Method for Asymmetric $$\alpha $$ α -stable Distributions, with Application to the Stable CLT pp. 1382-1407

Peng Chen, Ivan Nourdin and Lihu Xu

Euler–Maruyama Approximations for Stochastic McKean–Vlasov Equations with Non-Lipschitz Coefficients pp. 1408-1425

Xiaojie Ding and Huijie Qiao

General Bernstein-Like Inequality for Additive Functionals of Markov Chains pp. 1426-1454

Michał Lemańczyk

Large Time Asymptotic Properties of the Stochastic Heat Equation pp. 1455-1473

Arturo Kohatsu-Higa and David Nualart

A General Version of Price’s Theorem pp. 1474-1485

Felix Voigtlaender

Maximum Drawdown and Drawdown Duration of Spectrally Negative Lévy Processes Decomposed at Extremes pp. 1486-1505

Ceren Vardar-Acar, Mine Çağlar and Florin Avram

Schauder Estimates for Poisson Equations Associated with Non-local Feller Generators pp. 1506-1578

Franziska Kühn

On Exact Laws of Large Numbers for Oppenheim Expansions with Infinite Mean pp. 1579-1606

Rita Giuliano and Milto Hadjikyriakou

On the Long-Range Dependence of Mixed Fractional Poisson Process pp. 1607-1622

K. K. Kataria and M. Khandakar

Concentration Inequalities for Bounded Functionals via Log-Sobolev-Type Inequalities pp. 1623-1652

Friedrich Götze, Holger Sambale and Arthur Sinulis

Some Results for Range of Random Walk on Graph with Spectral Dimension Two pp. 1653-1688

Kazuki Okamura

Second-Order Term of Cover Time for Planar Simple Random Walk pp. 1689-1747

Yoshihiro Abe

Volume 34, issue 2, 2021

Large Deviations for Backward Stochastic Differential Equations Driven by G-Brownian Motion pp. 499-521

Ibrahim Dakaou and Abdoulaye Soumana Hima

Uniqueness in Law for Stable-Like Processes of Variable Order pp. 522-552

Peng Jin

Estimates of the Difference Between Two Probability Densities of Wiener Functionals and Its Application pp. 553-579

Guilan Cao and Kai He

Regularized Divergences Between Covariance Operators and Gaussian Measures on Hilbert Spaces pp. 580-643

Hà Quang Minh

Time-Changed Local Martingales Under Signed Measures pp. 644-659

Sakrani Samia

Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Generators pp. 660-681

Falei Wang and Guoqiang Zheng

Pathwise Asymptotics for Volterra Type Stochastic Volatility Models pp. 682-727

Miriana Cellupica and Barbara Pacchiarotti

Boundary Non-crossing Probabilities of Gaussian Processes: Sharp Bounds and Asymptotics pp. 728-754

Enkelejd Hashorva, Yuliya Mishura and Georgiy Shevchenko

Limits of Radial Multiple SLE and a Burgers–Loewner Differential Equation pp. 755-783

Ikkei Hotta and Sebastian Schleißinger

Calibrating Dependence Between Random Elements pp. 784-790

Abram M. Kagan and Gábor J. Székely

Moderate Deviations for Extreme Eigenvalues of Real-Valued Sample Covariance Matrices pp. 791-808

Hui Jiang, Shaochen Wang and Wang Zhou

On Symmetric Stable-Type Processes with Degenerate/Singular Lévy Densities pp. 809-826

Haruna Okamura and Toshihiro Uemura

Harnack and Shift Harnack Inequalities for Degenerate (Functional) Stochastic Partial Differential Equations with Singular Drifts pp. 827-851

Wujun Lv and Xing Huang

Two Hypotheses on the Exponential Class in the Class Of O-subexponential Infinitely Divisible Distributions pp. 852-873

Toshiro Watanabe

Subcritical Branching Processes in Random Environment with Immigration Stopped at Zero pp. 874-896

Doudou Li, Vladimir Vatutin and Mei Zhang

Multivariate Normal Approximation for Functionals of Random Polytopes pp. 897-922

Jens Grygierek

Spectral Measures of Spiked Random Matrices pp. 923-952

Nathan Noiry

A Functional CLT for Partial Traces of Random Matrices pp. 953-974

Jan Nagel

On Occupation Times of One-Dimensional Diffusions pp. 975-1011

Paavo Salminen and David Stenlund

Products of Conditional Expectation Operators: Convergence and Divergence pp. 1012-1028

Guolie Lan, Ze-Chun Hu and Wei Sun

$$L^2$$ L 2 Properties of Lévy Generators on Compact Riemannian Manifolds pp. 1029-1042

David Applebaum and Rosemary Shewell Brockway

An Analysis of the Induced Linear Operators Associated to Divide and Color Models pp. 1043-1060

Malin P. Forsström and Jeffrey E. Steif

Volume 34, issue 1, 2021

Regenerativity of Viterbi Process for Pairwise Markov Models pp. 1-33

Jüri Lember and Joonas Sova

Harmonic Functions of Random Walks in a Semigroup via Ladder Heights pp. 34-80

Irina Ignatiouk-Robert

Theta Functions and Brownian Motion pp. 81-89

Tyrone E. Duncan

On the Multifractal Analysis of Branching Random Walk on Galton–Watson Tree with Random Metric pp. 90-102

Najmeddine Attia

Self-normalized Moderate Deviations for Random Walk in Random Scenery pp. 103-124

Xinwei Feng, Qi-Man Shao and Ofer Zeitouni

Girsanov Theorem for G-Brownian Motion: The Degenerate Case pp. 125-140

Guomin Liu

Maximum of Catalytic Branching Random Walk with Regularly Varying Tails pp. 141-161

Ekaterina Vl. Bulinskaya

Large Deviation Rates for Supercritical Branching Processes with Immigration pp. 162-172

Liuyan Li and Junping Li

Existence and Uniqueness Results for Time-Inhomogeneous Time-Change Equations and Fokker–Planck Equations pp. 173-205

Leif Döring, Lukas Gonon, David J. Prömel and Oleg Reichmann

An $$L^p$$ L p Multiplicative Coboundary Theorem for Sequences of Unitriangular Random Matrices pp. 206-213

Steven T. Morrow

A Stochastically Perturbed Mean Curvature Flow by Colored Noise pp. 214-240

Satoshi Yokoyama

Limit Theorems for Random Walks with Absorption pp. 241-263

Micha Buck

Hausdorff Measure of the Range of Space–Time Anisotropic Gaussian Random Fields pp. 264-282

Wenqing Ni and Zhenlong Chen

A Drawdown Reflected Spectrally Negative Lévy Process pp. 283-306

Wenyuan Wang and Xiaowen Zhou

Subadditive Ergodic Theorem for Double Sequences pp. 307-330

Vytautas Kazakevičius

The Marcinkiewicz–Zygmund-Type Strong Law of Large Numbers with General Normalizing Sequences pp. 331-348

Vu T. N. Anh, Nguyen T. T. Hien, Le V. Thanh and Vo T. H. Van

Asymptotic Height Distribution in High-Dimensional Sandpiles pp. 349-362

Antal A. Járai and Minwei Sun

Persistence and Exit Times for Some Additive Functionals of Skew Bessel Processes pp. 363-390

Christophe Profeta

Gibbsian Representation for Point Processes via Hyperedge Potentials pp. 391-417

Benedikt Jahnel and Christof Külske

Conditioned Two-Dimensional Simple Random Walk: Green’s Function and Harmonic Measure pp. 418-437

Serguei Popov

Preferential Attachment Random Graphs with Edge-Step Functions pp. 438-476

Caio Alves, Rodrigo Ribeiro and Rémy Sanchis

Stochastic Integration with Respect to Cylindrical Lévy Processes by p-Summing Operators pp. 477-497

Tomasz Kosmala and Markus Riedle