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Top Articles

#TitleJournalYearCitations
1Attractors for random dynamical systemsProbability Theory and Related Fields1994758
2Solving forward-backward stochastic differential equations explicitly ? a four step schemeProbability Theory and Related Fields1994523
3Risk bounds for model selection via penalizationProbability Theory and Related Fields1999436
4On the rate of convergence in Wasserstein distance of the empirical measureProbability Theory and Related Fields2015429
5Martingale and stationary solutions for stochastic Navier-Stokes equationsProbability Theory and Related Fields1995422
6Integration with respect to fractal functions and stochastic calculus. IProbability Theory and Related Fields1998420
7Stochastic calculus with anticipating integrandsProbability Theory and Related Fields1988394
8Brownian motion on the Sierpinski gasketProbability Theory and Related Fields1988392
9Exchangeable and partially exchangeable random partitionsProbability Theory and Related Fields1995362
10Spectral representations of infinitely divisible processesProbability Theory and Related Fields1989344
11Existence of strong solutions for It�'s stochastic equations via approximationsProbability Theory and Related Fields1996279
12A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimateProbability Theory and Related Fields1990278
13Solution of forward-backward stochastic differential equationsProbability Theory and Related Fields1995274
14A central limit theorem for generalized quadratic formsProbability Theory and Related Fields1987272
15Integration questions related to fractional Brownian motionProbability Theory and Related Fields2000265
16Stein’s method on Wiener chaosProbability Theory and Related Fields2009263
17The law of the Euler scheme for stochastic differential equationsProbability Theory and Related Fields1996261
18Macdonald processesProbability Theory and Related Fields2014260
19Gaussian free fields for mathematiciansProbability Theory and Related Fields2007258
20The decomposition and measurement of the interdependency between second-order stationary processesProbability Theory and Related Fields1991252
21On the limit of the largest eigenvalue of the large dimensional sample covariance matrixProbability Theory and Related Fields1988242
22Strong solutions of stochastic equations with singular time dependent driftProbability Theory and Related Fields2005239
23Backward doubly stochastic differential equations and systems of quasilinear SPDEsProbability Theory and Related Fields1994233
24Optional decomposition of supermartingales and hedging contingent claims in incomplete security marketsProbability Theory and Related Fields1996232
25Mimicking the one-dimensional marginal distributions of processes having an ito differentialProbability Theory and Related Fields1986231
26Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyers typeProbability Theory and Related Fields1999229
27Forward-backward stochastic differential equations and quasilinear parabolic PDEsProbability Theory and Related Fields1999228
28Reinforced random walkProbability Theory and Related Fields1990226
29Forward, backward and symmetric stochastic integrationProbability Theory and Related Fields1993226
30Size-biased sampling of Poisson point processes and excursionsProbability Theory and Related Fields1992220
31Time-fractional telegraph equations and telegraph processes with brownian timeProbability Theory and Related Fields2004217
32On the exceedance point process for a stationary sequenceProbability Theory and Related Fields1988208
33Large deviations for Wigner's law and Voiculescu's non-commutative entropyProbability Theory and Related Fields1997208
34Stochastic analysis, rough path analysis and fractional Brownian motionsProbability Theory and Related Fields2002208
35Censored stable processesProbability Theory and Related Fields2003207
36Brownian motion with a parabolic drift and airy functionsProbability Theory and Related Fields1989196
37Wellposedness of second order backward SDEsProbability Theory and Related Fields2012194
38Heat kernel estimates for jump processes of mixed types on metric measure spacesProbability Theory and Related Fields2007190
39BSDE with quadratic growth and unbounded terminal valueProbability Theory and Related Fields2006188
40Non-intersecting paths, random tilings and random matricesProbability Theory and Related Fields2002186
41Sharp metastability threshold for two-dimensional bootstrap percolationProbability Theory and Related Fields2003185
42Minimal Penalties for Gaussian Model SelectionProbability Theory and Related Fields2007183
43Quadratic BSDEs with convex generators and unbounded terminal conditionsProbability Theory and Related Fields2008178
44Smoothed cross-validationProbability Theory and Related Fields1992177
45Logarithmic Sobolev inequalities on noncompact Riemannian manifoldsProbability Theory and Related Fields1997176
46Stochastic differential equations for multi-dimensional domain with reflecting boundaryProbability Theory and Related Fields1987175
47Stochastic evolution equations with fractional Brownian motionProbability Theory and Related Fields2003175
48Convolution tails, product tails and domains of attractionProbability Theory and Related Fields1986174
49The product-limit estimator and the bootstrap: Some asymptotic representationsProbability Theory and Related Fields1986173
50Stochastic differential equations in infinite dimensions: solutions via Dirichlet formsProbability Theory and Related Fields1991173