Theory of Probability and Its Applications
Latest Publications

TOTAL DOCUMENTS

5049

(FIVE YEARS 135)

H-INDEX

74

(FIVE YEARS 3)

Published By Society For Industrial And Applied Mathematics

1095-7219, 0040-585x

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Local Limit Theorems for Compound Discrete Distributions

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t990538 ◽

2021 ◽

Vol 66 (3) ◽

pp. 474-481

Author(s):

A. N. Timashev

Keyword(s):

Limit Theorems ◽

Local Limit ◽

Discrete Distributions ◽

Local Limit Theorems

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On Pathwise Uniqueness of Solutions for Multidimensional McKean--Vlasov Equation

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t990526 ◽

2021 ◽

Vol 66 (3) ◽

pp. 469-473

Author(s):

A. Yu. Veretennikov

Keyword(s):

Vlasov Equation ◽

Pathwise Uniqueness ◽

Uniqueness Of Solutions

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On Solvability of Stochastic Differential Equations with Osmotic Velocities

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t990174 ◽

2021 ◽

Vol 65 (4) ◽

pp. 640-647

Author(s):

Yu. E. Gliklikh

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Two-Stage Chi-Square Test and Two-Dimensional Distributions of a Bessel Process

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t990216 ◽

2021 ◽

Vol 65 (4) ◽

pp. 665-672

Author(s):

M. P. Savelov

Keyword(s):

Bessel Process ◽

Two Dimensional ◽

Two Stage ◽

Chi Square Test

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Convergence of Certain Classes of Random Flights in the Kantorovich Metric

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t990204 ◽

2021 ◽

Vol 65 (4) ◽

pp. 656-664

Author(s):

V. D. Konakov ◽

A. R. Falaleev

Keyword(s):

Random Flights ◽

Kantorovich Metric

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Probabilistic Approximation of the Solution of the Cauchy Problem for the Higher-Order Schrödinger Equation

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t990125 ◽

2021 ◽

Vol 65 (4) ◽

pp. 558-569

Author(s):

M. V. Platonova ◽

S. V. Tsykin

Keyword(s):

Cauchy Problem ◽

Schrödinger Equation ◽

Schrodinger Equation ◽

Higher Order ◽

Probabilistic Approximation ◽

The Cauchy Problem

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The Joint Law of a Max-Continuous Local Submartingale and Its Maximum

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t990113 ◽

2021 ◽

Vol 65 (4) ◽

pp. 545-557

Author(s):

A. A. Gushchin

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Prokhorov Distance with Rates of Convergence under Sublinear Expectations

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t990150 ◽

2021 ◽

Vol 65 (4) ◽

pp. 616-638

Author(s):

Q. Zhou ◽

A. I. Sakhanenko ◽

J. Guo

Keyword(s):

Rates Of Convergence

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On the Distribution of the Last Exit Time over a Slowly Growing Linear Boundary for a Gaussian Process

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t990435 ◽

2021 ◽

Vol 66 (3) ◽

pp. 337-347

Author(s):

N. A. Karagodin ◽

M. A. Lifshits

Keyword(s):

Gaussian Process ◽

Exit Time ◽

Linear Boundary ◽

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Backward Nonlinear Smoothing Diffusions

Theory of Probability and Its Applications ◽

10.1137/s0040585x97t99037x ◽

2021 ◽

Vol 66 (2) ◽

pp. 245-262

Author(s):

B. D. O. Anderson ◽

A. N. Bishop ◽

P. Del Moral ◽

C. Palmier

Keyword(s):

Nonlinear Smoothing

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