For over four decades, the Journal of Applied Probability has provided a forum for original research and reviews in applied probability. Its wide audience includes leading researchers in the many fields where stochastic models are used, including operations research, telecommunications, computer engineering, epidemiology, financial mathematics, information systems and traffic management.
Volume 46, Number 3
Publication Date: September 2009
Research Papers
Integrating volatility clustering into exponential Lévy models
Bender Christian and Marquardt Tina; 609-628
Asymptotics of implied volatility far from maturity
Tehranchi Michael R.; 629-650
Two rationales behind the `buy-and-hold or sell-at-once' strategy
Yam S. C. P., Yung S. P. and Zhou W.; 651-668
On the height and length of the ancestral recombination graph
Pardoux Etienne and Salamat Majid; 669-689
Local limit approximations for Markov population processes
Socoll Sanda N. and Barbour A.D.; 690-708
The stationary distributions of two classes of reflected Ornstein--Uhlenbeck processes
Xing Xiaoyu, Zhang Wei and Wang Yongjin; 709-720
On the transition law of tempered stable Ornstein--Uhlenbeck processes
Zhang Shibin and Zhang Xinsheng; 721-731
On approximations of small jumps of subordinators with particular emphasis on a Dickman-type limit
Covo Shai; 732-755
Convolutions of long-tailed and subexponential distributions
Foss Sergey, Korshunov Dmitry and Zachary Stan; 756-767
Importance sampling for failure probabilities in computing and data transmission
Asmussen Søren; 768-790
Double kernel estimation of sensitivities
Elie Romuald; 791-811
Markov chains conditioned never to wait too long at the origin
Jacka Saul; 812-826
Limit theorems for random triangular urn schemes
Aguech Rafik; 827-843
A random multiple-access protocol with spatial interactions
Bordenave Charles, Foss Serguei and Shneer Vsevolod; 844-865
Duality and asymptotics for a class of nonneutral discrete Moran models
Huillet Thierry and Möhle Martin; 866-893
Bounds on variances of lifetimes of coherent and mixed systems
Jasiński Krzysztof, Navarro Jorge and Rychlik Tomasz; 894-908
Short Communications
The logarithmic skew-normal distributions are moment-indeterminate
Lin Gwo Dong and Stoyanov Jordan; 909-916
Asymptotics of iterated branching processes
Piau Didier; 917-924
Journal of Applied Probability
