OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Applied Probability is 2. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-05-01 to 2026-05-01.)

Article	Citations
JPR volume 60 issue 2 Cover and Front matter	17
JPR volume 61 issue 1 Cover and Back matter	16
Persistence of spectral projections for stochastic operators on large tensor products	10
Sufficientness postulates for measure-valued Pólya urn sequences	10
Branching processes in nearly degenerate varying environment	10
On supercritical branching processes with emigration	9
Ruin probabilities in a Markovian shot-noise environment	9
Boundary crossing problems and functional transformations for Ornstein–Uhlenbeck processes	9
Connectivity of a family of bilateral preference random graphs	8
Two-person zero-sum discounted semi-Markov games with incomplete reward information on one side	8
(Empirical) Gramian-based dimension reduction for stochastic differential equations driven by fractional Brownian motion	8
Regeneration of branching processes with immigration in varying environments – Erratum	8
JPR volume 61 issue 4 Cover and Front matter	7
The speed of a biased walk on a Galton–Watson tree without leaves is monotonic for low values of bias	7
Stochastic Volterra integral equations with ranks as scaling limits of parallel infinite-server queues under weighted shortest queue policy	7
Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations	7
Averaging principle for the fast–slow McKean–Vlasov stochastic differential equations driven by mixed fractional Brownian motion	6
Asymptotics of the overflow in urn models	6
Two-type branching processes with immigration, and the structured coalescents	6
Optimal Stopping Methodology for the Secretary Problem with Random Queries – ADDENDUM	6
Stationary analysis of an (R, Q) inventory model with normal and emergency orders	6
A star is born: Explosive Crump–Mode–Jagers branching processes	6
Coupling results and Markovian structures for number representations of continuous random variables	6
Characterization of random variables with stationary digits	6
Duality and transform analysis for non-decreasing functionals of stochastic processes and their applications	6

JPR volume 59 issue 3 Cover and Back matter	5
Stein’s method and approximating the multidimensional quantum harmonic oscillator	5
Finite mixture models for option pricing: An application to Bitcoin options	5
Workload analysis of a two-queue fluid polling model	5
Super-replication of life-contingent options under the Black–Scholes framework	5
First-passage time for Sinai’s random walk in a random environment	5
JPR volume 61 issue 3 Cover and Back matter	5
Sharp large deviations and concentration inequalities for the number of descents in a random permutation	4
Uncertainty quantification and confidence intervals for naive rare-event estimators	4
A non-homogeneous alternating renewal process model for interval censoring	4
Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process	4
Forest fire model on $\mathbb{Z}_+$ with delays	4
Generalizations of forest fires with ignition at the origin	4
Reflection principle for finite-velocity random motions	4
Mutually interacting superprocesses with migration	4
Asymptotic persistence time formulae for multitype birth–death processes	4
Regeneration of branching processes with immigration in varying environments	4
Asymptotic results for sums and extremes	4
An adjacent-swap Markov chain on coalescent trees	4
Tree trace reconstruction using subtraces	4
Widths of crossings in Poisson Boolean percolation	4
Aging notions, stochastic orders, and expected utilities	3
Euler–Maruyama approximation for stable stochastic differential equations with Markovian switching and related asymptotics	3
A note on subadditivity of value at risks (VaRs): A new connection to comonotonicity	3
Characterization theorems for pseudo cross-variograms	3
Inequalities and bounds for expected order statistics from transform-ordered families	3
The number of K-tons in the coupon collector problem	3
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise	3
Anomalous recurrence of Markov chains on negatively curved manifolds	3
Mean-field interacting systems with sequential coalescence at future ensemble averages	3
Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment	3
Limiting shape for first-passage percolation models on random geometric graphs	3
Perfect partitions of a random set of integers	3
With or without replacement? Sampling uncertainty in Shepp’s urn scheme	3
JPR volume 61 issue 1 Cover and Front matter	3
R -positivity and the existence of zero-temperature limits of Gibbs measures on nearest-neighbor matrices	3
Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms	3
Duality theory for exponential utility-based hedging in the Almgren–Chriss model	3
On some semi-parametric estimates for European option prices	3
Characteristics of the switch process and geometric divisibility	3
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal	3
Buffon’s problem determines Gaussian curvature in three geometries	3
On stochastic control under poissonian intervention: optimality of a barrier strategy in a general Lévy model	3
Quasistatic approximation to time-inhomogeneous stochastic differential equations	3
Rates for the SLLN for long-memory and heavy-tailed processes	3
Scaling limit of the local time of random walks conditioned to stay positive	2
A large deviation theorem for a supercritical super-Brownian motion with absorption	2
Interacting urns on directed networks with node-dependent sampling and reinforcement – CORRIGENDUM	2
Random spherical disc–polygons and a duality	2
Short-time behavior of solutions to Lévy-driven stochastic differential equations	2

Chase–escape in dynamic device-to-device networks	2
Continuous dependence of stationary distributions on parameters for stochastic predator–prey models	2
Transience of continuous-time conservative random walks	2
Transition density of an infinite-dimensional diffusion with the jack parameter	2
JPR volume 60 issue 4 Cover and Front matter	2
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics	2
Pricing and hedging for a sticky diffusion	2
Strong convergence of peaks over a threshold	2
Monotonicity of implied volatility for perpetual put options	2
On ergodicity and transience for a class of level-dependent GI/M/1-type Markov chains	2
Limit theorems for random points in a simplex	2
Infinite-horizon Fuk–Nagaev inequalities	2
Maximum likelihood estimation for spinal-structured trees	2
Stopping problems with an unknown state	2
Matrix representations of Wiener–Hopf factorisations for Lévy processes	2
Central limit theorems for additive functionals of patricia tries	2
Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models	2
Moderate deviations inequalities for Gaussian process regression	2
Relative entropy bounds for sampling with and without replacement	2
JPR volume 60 issue 4 Cover and Back matter	2
An efficient method for generating a discrete uniform distribution using a biased random source	2
Lévy processes under level-dependent Poisson switching	2
Asymptotic expansion of the invariant measure for Markov-modulated ODEs at high frequency	2
A stochastic process defined via the random permutation divisors	2
Sturm–Liouville theory and decay parameter for quadratic markov branching processes	2
Rate of convergence for particle approximation of PDEs in Wasserstein space	2
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior	2
Fast mixing of a randomized shift-register Markov chain	2