Annals of Applied Probability

Annals of Applied Probability

ISSNs: 1050-5164

Additional searchable ISSN (Electronic): 2168-8737

Institute of Mathematical Statistics, United States

Scopus rating (2021): CiteScore 3.3 SJR 1.799 SNIP 1.744

Journal

Journal Metrics

Research Output

  1. 2022
  2. Published

    PORTFOLIO LIQUIDATION UNDER FACTOR UNCERTAINTY

    HORST, U., XIA, X. & ZHOU, C., Feb 2022, In: Annals of Applied Probability. 32, 1, p. 80-123

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  3. 2020
  4. Bulk eigenvalue fluctuations of sparse random matrices

    HE, Y., Dec 2020, In: Annals of Applied Probability. 30, 6, p. 2846-2879

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  5. 2019
  6. STOCHASTIC REPRESENTATIONS FOR SOLUTIONS TO PARABOLIC DIRICHLET PROBLEMS FOR NONLOCAL BELLMAN EQUATIONS

    GONG, R., MOU, C. & ŚWIĘCH, A., Dec 2019, In: Annals of Applied Probability. 29, 6, p. 3271-3310

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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  7. 2018
  8. JUSTIFYING DIFFUSION APPROXIMATIONS FOR MULTICLASS QUEUEING NETWORKS UNDER A MOMENT CONDITION

    YE, H. & YAO, D. D., Dec 2018, In: Annals of Applied Probability. 28, 6, p. 3652-3697

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 5
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  9. Published

    MODERATE DEVIATION FOR RANDOM ELLIPTIC PDE WITH SMALL NOISE

    Li, X., Liu, J., Lu, J. & Zhou, X., Oct 2018, In: Annals of Applied Probability. 28, 5, p. 2781-2813

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  10. 2017
  11. Mesoscopic eigenvalue statistics of Wigner matrices

    HE, Y. & KNOWLES, A., Jun 2017, In: Annals of Applied Probability. 27, 3, p. 1510-1550

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 29
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  12. Two-dimensional volume-frozen percolation: Exceptional scales

    VAN DEN BERG, J. & NOLIN, P., Feb 2017, In: Annals of Applied Probability. 27, 1, p. 91-108

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 7
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  13. 2016
  14. Convergence of empirical distributions in an interpretation of quantum mechanics

    Mckeague, I. W. & Levin, B., 1 Aug 2016, In: Annals of Applied Probability. 26, 4, p. 2540-2555

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 2
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  15. 2015
  16. Published

    Escaping from an attractor: Importance sampling and rest points i

    Dupuis, P., Spiliopoulos, K. & Zhou, X., Oct 2015, In: Annals of Applied Probability. 25, 5, p. 2909-2958

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 19
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  17. 2012
  18. Published

    Outperforming the market portfolio with a given probability

    Bayraktar, E., Huang, Y. & Song, Q., Aug 2012, In: Annals of Applied Probability. 22, 4, p. 1465-1494

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 5
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