Advances in Applied Probability

Advances in Applied Probability, published by the Applied Probability Trust, contains reviews and expository papers in applied probability, as well as mathematical and scientific papers of interest to probabilists, letters to the editor and a section devoted to stochastic geometry and statistical applications.

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Tail asymptotics of the stationary distribution of a two-dimensional reflecting random walk with unbounded upward jumpsMasahiro Kobayashi and Masakiyo MiyazawaVolume 46, Number 2 (2014)
Convergence of conditional Metropolis-Hastings samplersGalin L. Jones, Gareth O. Roberts, and Jeffrey S. RosenthalVolume 46, Number 2 (2014)
The asymptotic size of the largest component in random geometric graphs with some applicationsGe Chen, Changlong Yao, and Tiande GuoVolume 46, Number 2 (2014)
On the continuous and smooth fit principle for optimal stopping problems in spectrally negative Lévy modelsMasahiko Egami and Kazutoshi YamazakiVolume 46, Number 1 (2014)
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equationsBernt Øksendal, Agnès Sulem, and Tusheng ZhangVolume 43, Number 2 (2011)
  • ISSN: 0001-8678 (print), 1475-6064 (electronic)
  • Publisher: Applied Probability Trust
  • Discipline(s): Statistics and Probability
  • Full text available in Euclid: 1998 --
  • Access: By subscription only
  • Euclid URL: http://projecteuclid.org/aap