Journal of Applied Probability

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.

Top downloads over the last seven days

On probability generating functions for waiting time distributions of compound patterns in a sequence of multistate trialsJames C. Fu and Y. M. ChangVolume 39, Number 1 (2002)
Multivariate Hawkes Processes: an Application to Financial DataPaul Embrechts, Thomas Liniger, and Lu Lin Volume 48A (2011)
On asymptotics of exchangeable coalescents with multiple collisionsAlexander Gnedin, Alex Iksanov, and Martin MöhleVolume 45, Number 4 (2008)
Space--time duality for fractional diffusionBoris Baeumer, Mark M. Meerschaert, and Erkan NaneVolume 46, Number 4 (2009)
Further calculations for the McKean stochastic game for a spectrally negative é process: from a point to an intervalE. J. Baurdoux and K. Van SchaikVolume 48, Number 1 (2011)
  • ISSN: 0021-9002 (print), 1475-6072 (electronic)
  • Publisher: Applied Probability Trust
  • Discipline(s): Statistics and Probability
  • Full text available in Euclid: 1998--
  • Access: By subscription only
  • Euclid URL: