Journal of Applied Probability

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 2021-08-01 to 2025-08-01.)
ArticleCitations
JPR volume 60 issue 2 Cover and Front matter18
The speed of a biased walk on a Galton–Watson tree without leaves is monotonic for low values of bias13
JPR volume 61 issue 1 Cover and Back matter13
Branching processes in nearly degenerate varying environment12
Ruin probabilities in a Markovian shot-noise environment8
Sufficientness postulates for measure-valued Pólya urn sequences7
On supercritical branching processes with emigration7
Boundary crossing problems and functional transformations for Ornstein–Uhlenbeck processes6
Coupling results and Markovian structures for number representations of continuous random variables6
JPR volume 61 issue 4 Cover and Front matter6
Averaging principle for the fast–slow McKean–Vlasov stochastic differential equations driven by mixed fractional Brownian motion6
Regeneration of branching processes with immigration in varying environments – Erratum6
Extinction time of the logistic process6
Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations6
Asymptotics of the overflow in urn models6
Persistence of spectral projections for stochastic operators on large tensor products6
Stationary analysis of an (R, Q) inventory model with normal and emergency orders6
Optimal Stopping Methodology for the Secretary Problem with Random Queries – ADDENDUM6
Characterization of random variables with stationary digits6
Sharp large deviations and concentration inequalities for the number of descents in a random permutation5
Regeneration of branching processes with immigration in varying environments5
Workload analysis of a two-queue fluid polling model5
Generalizations of forest fires with ignition at the origin5
On the comparison of Shapley values for variance and standard deviation games5
Cover time for branching random walks on regular trees5
Reflection principle for finite-velocity random motions5
JPR volume 59 issue 3 Cover and Back matter5
First-passage time for Sinai’s random walk in a random environment5
An explicit Dobrushin uniqueness region for Gibbs point processes with repulsive interactions5
Asymptotic results for sums and extremes4
Uncertainty quantification and confidence intervals for naive rare-event estimators4
On stochastic control under poissonian intervention: optimality of a barrier strategy in a general Lévy model4
Asymptotic persistence time formulae for multitype birth–death processes4
Super-replication of life-contingent options under the Black–Scholes framework4
Long range dependence of heavy-tailed random functions4
Widths of crossings in Poisson Boolean percolation4
On large-deviation probabilities for the empirical distribution of branching random walks with heavy tails4
Stein’s method and approximating the multidimensional quantum harmonic oscillator4
JPR volume 61 issue 3 Cover and Back matter4
Prevalence of deficiency-zero reaction networks in an Erdös–Rényi framework4
A non-homogeneous alternating renewal process model for interval censoring4
Further properties of fractional stochastic dominance3
With or without replacement? Sampling uncertainty in Shepp’s urn scheme3
An adjacent-swap Markov chain on coalescent trees3
Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment3
Extrema of multi-dimensional Gaussian processes over random intervals3
Limiting shape for first-passage percolation models on random geometric graphs3
Duality theory for exponential utility-based hedging in the Almgren–Chriss model3
Buffon’s problem determines Gaussian curvature in three geometries3
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal3
Tree trace reconstruction using subtraces3
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise3
Subgeometric ergodicity and β-mixing3
Matrix representations of Wiener–Hopf factorisations for Lévy processes3
Arcsine laws for random walks generated from random permutations with applications to genomics3
Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms3
Optimal allocation of relevations in coherent systems3
Disorder detection with costly observations3
Inequalities and bounds for expected order statistics from transform-ordered families3
Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process3
Mutually interacting superprocesses with migration3
The number of K-tons in the coupon collector problem3
R-positivity and the existence of zero-temperature limits of Gibbs measures on nearest-neighbor matrices3
Anomalous recurrence of Markov chains on negatively curved manifolds3
On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes3
Characteristics of the switch process and geometric divisibility3
Characterization theorems for pseudo cross-variograms3
JPR volume 61 issue 1 Cover and Front matter3
Continuous dependence of stationary distributions on parameters for stochastic predator–prey models2
An efficient method for generating a discrete uniform distribution using a biased random source2
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics2
Rates for the SLLN for long-memory and heavy-tailed processes2
Moderate deviations inequalities for Gaussian process regression2
Aging notions, stochastic orders, and expected utilities2
Strong convergence of peaks over a threshold2
Stopping problems with an unknown state2
Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models2
JPR volume 60 issue 4 Cover and Front matter2
Rate of convergence for particle approximation of PDEs in Wasserstein space2
Short-time behavior of solutions to Lévy-driven stochastic differential equations2
Asymptotic expansion of the invariant measure for Markov-modulated ODEs at high frequency2
Transition density of an infinite-dimensional diffusion with the jack parameter2
Log-concavity and other concepts of bivariate increasing failure rate distributions2
On the asymptotic behavior of the Diaconis–Freedman chain in a multi-dimensional simplex2
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior2
From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity2
Limit theorems for random points in a simplex2
JPR volume 60 issue 4 Cover and Back matter2
A large deviation theorem for a supercritical super-Brownian motion with absorption2
Infinite-horizon Fuk–Nagaev inequalities2
Fast mixing of a randomized shift-register Markov chain2
Monotonicity of implied volatility for perpetual put options2
Sturm–Liouville theory and decay parameter for quadratic markov branching processes2
Maximum likelihood estimation for spinal-structured trees2
JPR volume 58 issue 3 Cover and Back matter2
Pathwise large deviations for the rough Bergomi model: Corrigendum2
JPR volume 58 issue 4 Cover and Back matter2
Relative entropy bounds for sampling with and without replacement2
On some semi-parametric estimates for European option prices2
A deep look into the dagum family of isotropic covariance functions2
De Finetti’s control problem with a concave bound on the control rate2
Scaling limit of the local time of random walks conditioned to stay positive2
Transience of continuous-time conservative random walks2
Chase–escape in dynamic device-to-device networks2
Interacting urns on directed networks with node-dependent sampling and reinforcement – CORRIGENDUM2
Computing minimal signature of coherent systems through matrix-geometric distributions2
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