The Annals of Applied Probability Short Title: Ann. Appl. Probab. Publisher: Institute of Mathematical Statistics (IMS), Beachwood, OH/Bethesda, MD ISSN: 1050-5164; 2168-8737/e Online: http://projecteuclid.org/aoap Comments: Indexed cover-to-cover Documents Indexed: 2,358 Publications (since 1991) References Indexed: 1,889 Publications with 51,476 References. all top 5 Latest Issues 32, No. 6 (2022) 32, No. 5 (2022) 32, No. 4 (2022) 32, No. 3 (2022) 32, No. 2 (2022) 32, No. 1 (2022) 31, No. 6 (2021) 31, No. 5 (2021) 31, No. 4 (2021) 31, No. 3 (2021) 31, No. 2 (2021) 31, No. 1 (2021) 30, No. 6 (2020) 30, No. 5 (2020) 30, No. 4 (2020) 30, No. 3 (2020) 30, No. 2 (2020) 30, No. 1 (2020) 29, No. 6 (2019) 29, No. 5 (2019) 29, No. 4 (2019) 29, No. 3 (2019) 29, No. 2 (2019) 29, No. 1 (2019) 28, No. 6 (2018) 28, No. 5 (2018) 28, No. 4 (2018) 28, No. 3 (2018) 28, No. 2 (2018) 28, No. 1 (2018) 27, No. 6 (2017) 27, No. 5 (2017) 27, No. 4 (2017) 27, No. 3 (2017) 27, No. 2 (2017) 27, No. 1 (2017) 26, No. 6 (2016) 26, No. 5 (2016) 26, No. 4 (2016) 26, No. 3 (2016) 26, No. 2 (2016) 26, No. 1 (2016) 25, No. 6 (2015) 25, No. 5 (2015) 25, No. 4 (2015) 25, No. 3 (2015) 25, No. 2 (2015) 25, No. 1 (2015) 24, No. 6 (2014) 24, No. 5 (2014) 24, No. 4 (2014) 24, No. 3 (2014) 24, No. 2 (2014) 24, No. 1 (2014) 23, No. 6 (2013) 23, No. 5 (2013) 23, No. 4 (2013) 23, No. 3 (2013) 23, No. 2 (2013) 23, No. 1 (2013) 22, No. 6 (2012) 22, No. 5 (2012) 22, No. 4 (2012) 22, No. 3 (2012) 22, No. 2 (2012) 22, No. 1 (2012) 21, No. 6 (2011) 21, No. 5 (2011) 21, No. 4 (2011) 21, No. 3 (2011) 21, No. 2 (2011) 21, No. 1 (2011) 20, No. 6 (2010) 20, No. 5 (2010) 20, No. 4 (2010) 20, No. 3 (2010) 20, No. 2 (2010) 20, No. 1 (2010) 19, No. 6 (2009) 19, No. 5 (2009) 19, No. 4 (2009) 19, No. 3 (2009) 19, No. 2 (2009) 19, No. 1 (2009) 18, No. 6 (2008) 18, No. 5 (2008) 18, No. 4 (2008) 18, No. 3 (2008) 18, No. 2 (2008) 18, No. 1 (2008) 17, No. 5-6 (2007) 17, No. 4 (2007) 17, No. 3 (2007) 17, No. 2 (2007) 17, No. 1 (2007) 16, No. 4 (2006) 16, No. 3 (2006) 16, No. 2 (2006) 16, No. 1 (2006) 15, No. 4 (2005) ...and 58 more Volumes all top 5 Authors 22 Durrett, Richard Timothy 22 Roberts, Gareth O. 17 Budhiraja, Amarjit S. 16 Touzi, Nizar 15 Penrose, Mathew D. 15 Ramanan, Kavita 15 Samorodnitsky, Gennady Pinkhosovich 14 Bramson, Maury D. 14 Harrison, John Michael 14 Karatzas, Ioannis 13 Atar, Rami 13 Dai, J. G. (Jim) 13 Resnick, Sidney Ira 13 Robert, Philippe 13 Williams, Ruth J. 13 Yukich, Joseph Elliott 12 Diaconis, Persi Warren 12 Whitt, Ward 11 Bayraktar, Erhan 11 Del Moral, Pierre 11 Glynn, Peter W. 11 Janson, Svante 11 Kyprianou, Andreas E. 11 Meyn, Sean P. 11 Pham, Huyên 11 van der Hofstad, Remco W. 10 Bhamidi, Shankar 10 Dupuis, Paul G. 10 Ma, Jin 10 Peres, Yuval 10 Schachermayer, Walter 10 Shreve, Steven E. 9 Barbour, Andrew David 9 Burdzy, Krzysztof 9 Cox, J. Theodore 9 Gravner, Janko 9 Imkeller, Peter 9 Jourdain, Benjamin 9 Kurtz, Thomas Gordon 9 Lanchier, Nicolas 9 Mikosch, Thomas 9 Mossel, Elchanan 9 Pagès, Gilles 9 Rosenthal, Jeffrey S. 9 Zeitouni, Ofer 9 Zhang, Jianfeng 8 Benaïm, Michel 8 Blanchet, Jose H. 8 Bouchard, Bruno 8 Dolinsky, Yan 8 Fill, James Allen 8 Gamarnik, David 8 Hobson, David Graham 8 Kramkov, Dmitriĭ Olegovich 8 Luczak, Malwina J. 8 Moulines, Eric 8 Neuhauser, Claudia 8 Nutz, Marcel 8 Peskir, Goran 8 Popovic, Lea 8 Sly, Allan 7 Adler, Robert Joseph 7 Alexander, Kenneth S. 7 Bai, Zhi-Dong 7 Bank, Peter 7 Caputo, Pietro 7 Cvitanić, Jakša 7 Dembo, Amir 7 Douc, Randal 7 Duffie, James Darrell 7 Etheridge, Alison Mary 7 Fontes, Luiz Renato G. 7 Foss, Sergey G. 7 Frieze, Alan Michael 7 Gnedin, Alexander V. 7 Klüppelberg, Claudia 7 Lambert, Amaury 7 Pistorius, Martijn R. 7 Reinert, Gesine D. 7 Sivakoff, David 7 Szpruch, Lukasz 7 Tsitsiklis, John N. 7 Vigoda, Eric 6 Addario-Berry, Louigi 6 Avram, Florin 6 Banerjee, Sayan 6 Bertoin, Jean 6 Bovier, Anton 6 Broutin, Nicolas 6 Carmona, René A. 6 Crisan, Dan O. 6 den Hollander, Frank 6 Ekström, Erik 6 Ferrari, Pablo Augusto 6 Fournier, Nicolas 6 Goldstein, Larry 6 Grübel, Rudolf 6 Kardaras, Constantinos 6 Kendall, Wilfrid S. 6 Kesten, Harry ...and 2,555 more Authors all top 5 Fields 2,217 Probability theory and stochastic processes (60-XX) 357 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 314 Statistics (62-XX) 269 Statistical mechanics, structure of matter (82-XX) 247 Numerical analysis (65-XX) 246 Operations research, mathematical programming (90-XX) 209 Combinatorics (05-XX) 204 Biology and other natural sciences (92-XX) 176 Systems theory; control (93-XX) 167 Computer science (68-XX) 136 Partial differential equations (35-XX) 83 Calculus of variations and optimal control; optimization (49-XX) 49 Linear and multilinear algebra; matrix theory (15-XX) 47 Ordinary differential equations (34-XX) 47 Dynamical systems and ergodic theory (37-XX) 31 Information and communication theory, circuits (94-XX) 27 Operator theory (47-XX) 24 Fluid mechanics (76-XX) 15 Measure and integration (28-XX) 11 Approximations and expansions (41-XX) 11 Global analysis, analysis on manifolds (58-XX) 9 Number theory (11-XX) 9 Functional analysis (46-XX) 9 Convex and discrete geometry (52-XX) 8 Integral equations (45-XX) 8 Differential geometry (53-XX) 7 Real functions (26-XX) 7 Algebraic topology (55-XX) 7 Classical thermodynamics, heat transfer (80-XX) 6 Functions of a complex variable (30-XX) 6 Integral transforms, operational calculus (44-XX) 6 Quantum theory (81-XX) 5 Order, lattices, ordered algebraic structures (06-XX) 5 Special functions (33-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 5 Mechanics of particles and systems (70-XX) 4 Group theory and generalizations (20-XX) 4 Potential theory (31-XX) 4 Difference and functional equations (39-XX) 4 Mechanics of deformable solids (74-XX) 2 Nonassociative rings and algebras (17-XX) 2 General topology (54-XX) 2 Geophysics (86-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Commutative algebra (13-XX) 1 Algebraic geometry (14-XX) 1 Topological groups, Lie groups (22-XX) 1 Abstract harmonic analysis (43-XX) 1 Geometry (51-XX) 1 Optics, electromagnetic theory (78-XX) 1 Relativity and gravitational theory (83-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 2,111 Publications have been cited 34,140 times in 20,237 Documents Cited by ▼ Year ▼ The asymptotic elasticity of utility functions and optimal investment in incomplete markets. Zbl 0967.91017Kramkov, D.; Schachermayer, W. 331 1999 Affine processes and applications in finance. Zbl 1048.60059Duffie, D.; Filipović, D.; Schachermayer, W. 312 2003 Weak convergence and optimal scaling of random walk Metropolis algorithms. Zbl 0876.60015Roberts, G. O.; Gelman, A.; Gilks, W. R. 275 1997 Geometric bounds for eigenvalues of Markov chains. Zbl 0731.60061Diaconis, Persi; Stroock, Daniel 220 1991 Implicit renewal theory and tails of solutions of random equations. Zbl 0724.60076Goldie, Charles M. 217 1991 On positive Harris recurrence of multiclass queueing networks: A unified approach via fluid limit models. Zbl 0822.60083Dai, J. G. 211 1995 Logarithmic Sobolev inequalities for finite Markov chains. Zbl 0867.60043Diaconis, P.; Saloff-Coste, L. 177 1996 Optimal investment and consumption with transaction costs. Zbl 0813.60051Shreve, S. E.; Soner, H. M. 176 1994 On minimizing the ruin probability by investment and reinsurance. Zbl 1021.60061Schmidli, Hanspeter 173 2002 Convex duality in constrained portfolio optimization. Zbl 0770.90002Cvitanić, Jakša; Karatzas, Ioannis 169 1992 Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients. Zbl 1256.65003Hutzenthaler, Martin; Jentzen, Arnulf; Kloeden, Peter E. 167 2012 A regression-based Monte Carlo method to solve backward stochastic differential equations. Zbl 1083.60047Gobet, Emmanuel; Lemor, Jean-Philippe; Warin, Xavier 165 2005 Utility maximization in incomplete markets. Zbl 1083.60048Hu, Ying; Imkeller, Peter; Müller, Matthias 155 2005 A numerical scheme for BSDEs. Zbl 1056.60067Zhang, Jianfeng 143 2004 On the optimal dividend problem for a spectrally negative Lévy process. Zbl 1136.60032Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R. 140 2007 Backward-forward stochastic differential equations. Zbl 0780.60058Antonelli, Fabio 138 1993 A theoretical framework for the pricing of contingent claims in the presence of model uncertainty. Zbl 1142.91034Denis, Laurent; Martini, Claude 128 2006 Epidemics with two levels of mixing. Zbl 0909.92028Ball, Frank; Mollison, Denis; Scalia-Tomba, Gianpaolo 127 1997 Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options. Zbl 1042.60023Avram, F.; Kyprianou, A. E.; Pistorius, M. R. 120 2004 Comparison theorems for reversible Markov chains. Zbl 0799.60058Diaconis, Persi; Saloff-Coste, Laurent 120 1993 Loss networks. Zbl 0743.60099Kelly, F. P. 111 1991 A note on Metropolis-Hastings kernels for general state spaces. Zbl 0935.60053Tierney, Luke 108 1998 Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains. Zbl 0806.60052Rogers, L. C. G. 105 1994 On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes. Zbl 1152.60344Loeffen, R. L. 104 2008 Computable bounds for geometric convergence rates of Markov chains. Zbl 0812.60059Meyn, Sean P.; Tweedie, R. L. 102 1994 A microscopic probabilistic description of a locally regulated population and macroscopic approximations. Zbl 1060.92055Fournier, Nicolas; Méléard, Sylvie 101 2004 Is network traffic approximated by stable Lévy motion or fractional Brownian motion? Zbl 1021.60076Mikosch, Thomas; Resnick, Sidney; Rootzén, Holger; Stegeman, Alwin 101 2002 Trailing the dovetail shuffle to its lair. Zbl 0757.60003Bayer, Dave; Diaconis, Persi 100 1992 Pricing contingent claims on stocks driven by Lévy processes. Zbl 1054.91033Chan, Terence 99 1999 Ruin probabilities and overshoots for general Lévy insurance risk processes. Zbl 1066.60049Klüppelberg, Claudia; Kyprianou, Andreas E.; Maller, Ross A. 96 2004 Mean-variance hedging in continuous time. Zbl 0735.90021Duffie, Darrell; Richardson, Henry R. 91 1991 A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options. Zbl 1285.49012Galichon, A.; Henry-Labordère, P.; Touzi, N. 90 2014 Necessary and sufficient conditions in the problem of optimal investment in incomplete markets. Zbl 1091.91036Kramkov, D.; Schachermayer, W. 88 2003 Exact simulation of diffusions. Zbl 1101.60060Beskos, Alexandros; Roberts, Gareth O. 88 2005 Arbitrage and duality in nondominated discrete-time models. Zbl 1322.60045Bouchard, Bruno; Nutz, Marcel 88 2015 Differential equations for random processes and random graphs. Zbl 0847.05084Wormald, Nicholas C. 86 1995 The pricing of the American option. Zbl 0753.60040Myneni, Ravi 86 1992 The Russian option: Reduced regret. Zbl 0783.90011Shepp, Larry; Shiryaev, A. N. 85 1993 Optimal investment in incomplete markets when wealth may become negative. Zbl 1049.91085Schachermayer, Walter 85 2001 Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients. Zbl 1352.60101Sabanis, Sotirios 82 2016 Some remarks on first passage of Lévy processes, the American put and pasting principles. Zbl 1083.60034Alili, L.; Kyprianou, A. E. 82 2005 On the speed of convergence in first-passage percolation. Zbl 0783.60103Kesten, Harry 81 1993 On the ergodicity properties of some adaptive MCMC algorithms. Zbl 1114.65001Andrieu, Christophe; Moulines, Éric 81 2006 Eigenvalue bounds on convergence to stationarity for nonreversible Markov chains, with an application to the exclusion process. Zbl 0726.60069Fill, James Allen 80 1991 Mixing times of lozenge tiling and card shuffling Markov chains. Zbl 1040.60063Wilson, David Bruce 79 2004 Hedging options for a large investor and forward-backward SDE’s. Zbl 0856.90011Cvitanić, Jakša; Ma, Jin 78 1996 A Khasminskii type averaging principle for stochastic reaction-diffusion equations. Zbl 1191.60076Cerrai, Sandra 78 2009 A characterization of multivariate regular variation. Zbl 1070.60011Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas 78 2002 Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: Asymptotic optimality of a threshold policy. Zbl 1015.60080Bell, S. L.; Williams, R. J. 78 2001 Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities. Zbl 0942.60034Asmussen, Søren 78 1998 Spectral theory and limit theorems for geometrically ergodic Markov processes. Zbl 1016.60066Kontoyiannis, I.; Meyn, S. P. 77 2003 Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging. Zbl 1132.91457Becherer, Dirk 76 2006 Smoluchowski’s coagulation equation: Uniqueness, nonuniqueness and a hydrodynamic limit for the stochastic coalescent. Zbl 0944.60082Norris, James R. 76 1999 Dynamic exponential utility indifference valuation. Zbl 1134.91449Mania, Michael; Schweizer, Martin 75 2005 A survey of max-type recursive distributional equations. Zbl 1105.60012Aldous, David J.; Bandyopadhyay, Antar 74 2005 Hedging contingent claims with constrained portfolios. Zbl 0825.93958Cvitanić, Jakša; Karatzas, Ioannis 74 1993 Coexistence and extinction for stochastic Kolmogorov systems. Zbl 1410.60094Hening, Alexandru; Nguyen, Dang H. 71 2018 Random graphs with a given degree sequence. Zbl 1234.05206Chatterjee, Sourav; Diaconis, Persi; Sly, Allan 71 2011 Asymptotic analysis of multiscale approximations to reaction networks. Zbl 1118.92031Ball, Karen; Kurtz, Thomas G.; Popovic, Lea; Rempala, Greg 70 2006 An optimal error estimate in stochastic homogenization of discrete elliptic equations. Zbl 1387.35031Gloria, Antoine; Otto, Felix 70 2012 The supremum of a negative drift random walk with dependent heavy-tailed steps. Zbl 1083.60506Mikosch, Thomas; Samorodnitsky, Gennady 70 2000 There is no nontrivial hedging portfolio for option pricing with transaction costs. Zbl 0837.90012Soner, H. M.; Shreve, S. E.; Cvitanić, J. 69 1995 Overshoots and undershoots of Lévy processes. Zbl 1101.60029Doney, R. A.; Kyprianou, A. E. 69 2006 Polynomial convergence rates of Markov chains. Zbl 1012.60062Jarner, Søren F.; Roberts, Gareth O. 69 2002 MaxWeight scheduling in a generalized switch: State space collapse and workload minimization in heavy traffic. Zbl 1057.60092Stolyar, Alexander L. 68 2004 Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe 68 2004 Analysis of a nonreversible Markov chain sampler. Zbl 1083.60516Diaconis, Persi; Holmes, Susan; Neal, Radford M. 67 2000 Dynamic scheduling with convex delay costs: The generalized \(c\mu\) rule. Zbl 0843.90047van Mieghem, Jan A. 66 1995 On the pricing of contingent claims under constraints. Zbl 0856.90012Karatzas, I.; Kou, S. G. 65 1996 Weak laws of large numbers in geometric probability. Zbl 1029.60008Penrose, Mathew D.; Yukich, J. E. 65 2003 Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval. Zbl 0880.60077Bertoin, Jean 65 1997 Broadcasting on trees and the Ising model. Zbl 1052.60076Evans, William; Kenyon, Claire; Peres, Yuval; Schulman, Leonard J. 64 2000 Modelling heterogeneity in survival analysis by the compound Poisson distribution. Zbl 0762.62031Aalen, Odd O. 64 1992 A dynamic maximum principle for the optimization of recursive utilities under constraints. Zbl 1040.91038El Karoui, N.; Peng, S.; Quenez, M. C. 64 2001 Central limit theorems for some graphs in computational geometry. Zbl 1044.60016Penrose, Mathew D.; Yukich, J. E. 64 2001 Stein’s method and the zero bias transformation with application to simple random sampling. Zbl 0903.60019Goldstein, Larry; Reinert, Gesine 64 1997 Renewal theory and computable convergence rates for geometrically erdgodic Markov chains. Zbl 1070.60061Baxendale, Peter H. 63 2005 Affine processes on positive semidefinite matrices. Zbl 1219.60068Cuchiero, Christa; Filipović, Damir; Mayerhofer, Eberhard; Teichmann, Josef 63 2011 Numerical methods for forward-backward stochastic differential equations. Zbl 0861.65131Douglas, Jim jun.; Ma, Jin; Protter, Philip 63 1996 Atlas models of equity markets. Zbl 1099.91056Banner, Adrian D.; Fernholz, Robert; Karatzas, Ioannis 62 2005 Consistent price systems and face-lifting pricing under transaction costs. Zbl 1133.91422Guasoni, Paolo; Rásonyi, Miklós; Schachermayer, Walter 61 2008 Recursive valuation of defaultable securities and the timing of resolution of uncertainty. Zbl 0868.90008Duffie, Darrell; Schroder, Mark; Skiadas, Costis 61 1996 A general limit theorem for recursive algorithms and combinatorial structures. Zbl 1041.60024Neininger, Ralph; Rüschendorf, Ludger 60 2004 Validity of heavy traffic steady-state approximations in generalized Jackson networks. Zbl 1094.60052Gamarnik, David; Zeevi, Assaf 60 2006 Ising models on locally tree-like graphs. Zbl 1191.82025Dembo, Amir; Montanari, Andrea 60 2010 On maximum likelihood estimation of the extreme value index. Zbl 1102.62051Drees, Holger; Ferreira, Ana; de Haan, Laurens 60 2004 Asymptotic fringe distributions for general families of random trees. Zbl 0733.60016Aldous, David 59 1991 Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison. Zbl 1158.60021Crépey, Stéphane; Matoussi, Anis 59 2008 Representation theorems for backward stochastic differential equations. Zbl 1017.60067Ma, Jin; Zhang, Jianfeng 59 2002 Numerical method for backward stochastic differential equations. Zbl 1017.60074Ma, Jin; Protter, Philip; San Martín, Jaime; Torres, Soledad 59 2002 A probabilistic weak formulation of mean field games and applications. Zbl 1332.60100Carmona, René; Lacker, Daniel 59 2015 Departures from many queues in series. Zbl 0749.60090Glynn, Peter W.; Whitt, Ward 58 1991 Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions. Zbl 1307.65002Hairer, Martin; Stuart, Andrew M.; Vollmer, Sebastian J. 58 2014 The longest edge of the random minimal spanning tree. Zbl 0884.60042Penrose, Mathew D. 58 1997 The \(G/GI/N\) queue in the Halfin-Whitt regime. Zbl 1181.60137Reed, Josh 57 2009 A probabilistic numerical method for fully nonlinear parabolic PDEs. Zbl 1230.65009Fahim, Arash; Touzi, Nizar; Warin, Xavier 57 2011 Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations. Zbl 1328.60126Lang, Annika; Schwab, Christoph 57 2015 Computable exponential convergence rates for stochastically ordered Markov processes. Zbl 0863.60093Lund, Robert B.; Meyn, Sean P.; Tweedie, Richard L. 56 1996 Mean-variance hedging for general claims. Zbl 0742.60042Schweizer, Martin 56 1992 Nonasymptotic convergence analysis for the unadjusted Langevin algorithm. Zbl 1377.65007Durmus, Alain; Moulines, Éric 55 2017 Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background. Zbl 1492.60267Butez, Raphael; García-Zelada, David 4 2022 Wasserstein-based methods for convergence complexity analysis of MCMC with applications. 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Zbl 1445.62014Holden, Nina; Lyons, Russell 6 2020 ...and 1667 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 16,892 Authors 79 Roberts, Gareth O. 68 Bayraktar, Erhan 64 Mandjes, Michel Robertus Hendrikus 57 Zwart, Bert P. 52 Diaconis, Persi Warren 51 Janson, Svante 50 Kyprianou, Andreas E. 47 van der Hofstad, Remco W. 46 Resnick, Sidney Ira 46 Rosenthal, Jeffrey S. 46 Touzi, Nizar 45 Hashorva, Enkelejd 44 Jasra, Ajay 44 Jourdain, Benjamin 44 Palmowski, Zbigniew 44 Samorodnitsky, Gennady Pinkhosovich 43 Budhiraja, Amarjit S. 43 Mikosch, Thomas 42 Blanchet, Jose H. 42 Del Moral, Pierre 42 Foss, Sergey G. 41 Dębicki, Krzysztof 41 Penrose, Mathew D. 40 Pham, Huyên 39 Bo, Lijun 39 Pagès, Gilles 38 Stuart, Andrew M. 38 Yin, Gang George 37 Bouchard, Bruno 37 Karatzas, Ioannis 37 van Leeuwaarden, Johan S. H. 36 Durrett, Richard Timothy 36 Ekström, Erik 36 Jentzen, Arnulf 36 Wu, Zhen 35 Moulines, Eric 35 Whitt, Ward 34 Atar, Rami 34 Leonenko, Nikolai N. 34 Pang, Guodong 34 Rásonyi, Miklós 34 Yin, George Gang 33 Garnier, Josselin 33 Glynn, Peter W. 33 Peres, Yuval 33 Ramanan, Kavita 33 Wang, Yongjin 33 Yuen, Kam Chuen 33 Yukich, Joseph Elliott 33 Zhou, Xiaowen 32 Iksanov, Aleksander M. 32 Lacoin, Hubert 32 Muhle-Karbe, Johannes 32 Spiliopoulos, Konstantinos V. 31 Ball, Frank G. 31 Fournier, Nicolas 31 Guo, Xianping 31 Méléard, Sylvie 31 Tang, Qihe 30 Borst, Sem C. 30 Klüppelberg, Claudia 30 Sly, Allan 30 Surgailis, Donatas 29 Buraczewski, Dariusz 29 Caputo, Pietro 29 den Hollander, Frank 29 Dolinsky, Yan 29 Dupuis, Paul G. 29 Ji, Shaolin 29 Lambert, Amaury 29 Mahmoud, Hosam M. 29 Nutz, Marcel 29 Soner, Halil Mete 29 Yamazaki, Kazutoshi 28 Bhamidi, Shankar 28 Boxma, Onno Johan 28 Chatterjee, Sourav 28 Devroye, Luc P. J. A. 28 Guasoni, Paolo 28 Lanchier, Nicolas 28 Ma, Jin 28 Neal, Peter J. 27 Barbour, Andrew David 27 Gobet, Emmanuel 27 Löwe, Matthias 27 Obloj, Jan K. 27 Stolyar, Alexander L. 27 Xiong, Jie 27 Yong, Jiongmin 27 Zhao, Weidong 26 Belomestny, Denis 26 Favaro, Stefano 26 Guillin, Arnaud 26 Komorowski, Tomasz 26 Mao, Xuerong 26 Mossel, Elchanan 26 Röllin, Adrian 25 Asmussen, Søren 25 Burdzy, Krzysztof 25 Crisan, Dan O. ...and 16,792 more Authors all top 5 Cited in 793 Journals 1,266 The Annals of Applied Probability 1,152 Stochastic Processes and their Applications 508 The Annals of Probability 504 Journal of Applied Probability 445 Journal of Statistical Physics 444 Advances in Applied Probability 418 Statistics & Probability Letters 404 Queueing Systems 374 Probability Theory and Related Fields 366 Bernoulli 290 Electronic Journal of Probability 281 Annales de l’Institut Henri Poincaré. 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