Advances in Applied Probability

Papers
(The H4-Index of Advances in Applied Probability is 9. 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 2020-11-01 to 2024-11-01.)
ArticleCitations
Exact simulation for multivariate Itô diffusions15
On component failure in coherent systems with applications to maintenance strategies13
Linking representations for multivariate extremes via a limit set12
Markov chain approximation of one-dimensional sticky diffusions12
Functional limit theorems for the euler characteristic process in the critical regime10
Branching processes with interactions: subcritical cooperative regime10
From microscopic price dynamics to multidimensional rough volatility models9
Percolation phase transition in weight-dependent random connection models9
Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs9
Draw-down Parisian ruin for spectrally negative Lévy processes9
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