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. 2018
  4. 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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  5. 2015
  6. 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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  7. 2012
  8. 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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