## A. Kyprianou: Acta Applicandae Mathematicae |

Dear Colleagues,

I am writing to encourage you to consider the following venue when submitting your forthcoming articles for peer reviewed publication:

Covering a large spectrum from modeling to qualitative analysis and computational methods, Acta Applicandae Mathematicae contains papers on different aspects of the relationship between theory and applications, ranging from descriptive papers on actual applications meeting contemporary mathematical standards to proofs of new and deep theorems in applied mathematics.

Responding to the ever more elaborate and deep rooted connections between probability theory and other fields of mathematics as well as the important role that probability plays in stochastic modelling across, for example, the physical, biological, engineering and economic sciences, Acta Applicandae Mathematicae would like to encourage a greater contribution to its portfolio of published material that is underpinned by probability theory.

From January 2011, I have taken on the role of Corresponding Editor with the primary function of dealing with probabilistic submissions. Amongst the supporting editorial board are to be found Robert Dalang (EPFL, Switzerland), Ben Hambly (Oxford University, UK) and Ioannis Kontoyiannis (Athens University of Economics & Business, Greece) in the direction of probability as well as Svetlana Boyarchenko (University of Texas at Austin, USA) and Arturo Kohatsu-Higa (Osaka University, Japan) in the direction of mathematical finance.

Because Acta Applicandae Mathematicae receives submissions from a broad range of mathematical disciplines, all papers will be refereed to a very high standard. Recent examples of material that has been published include:

- Häggström, O. (2012)
*A Pairwise Averaging Procedure with Application to Consensus Formation in the Deffuant Model*.

Acta Applicandae Mathematicae, Volume 119, Issue 1, pp 185-201. - Kuznetsov, A. and Pardo, J.C. (2013)
*Fluctuations of Stable Processes and Exponential Functionals of Hypergeometric Lévy Processes*.

Acta Applicandae Mathematicae, Volume 123, Issue 1, pp 113-139. - Liu, R-L.,
Ren, Y-X. and
Song, R. (2013)
*Strong Law of Large Numbers for a Class of Superdiffusions*.

Acta Applicandae Mathematicae, Volume 123, Issue 1, pp 73-97. - Fu, H.,
Liu, J. and
Wan, L. (2013)
*Hyperbolic Type Stochastic Evolution Equations with Lévy Noise*

Acta Applicandae Mathematicae, Volume 125, Issue 1, pp 193-208. - Vigon, V. (2013)
*LU-factorization versus Wiener-Hopf factorization for Markov chains*.

Acta Applicandae Mathematicae, Volume 128, Issue 1, pp 1-37. - Bojdecki, T., Gorostiza, L.G. and Talarczyk, A. (2013)
*Oscillatory Fractional Brownian Motion*.

Acta Applicandae Mathematicae, Volume 127, Issue 1, pp 193-215. - Deriech, S. and Moerters, P. (2013)
*Emergence of condensation in Kingman's model of selection and mutation.*

Acta Applicandae Mathematicae, Volume 127, Issue 1, pp 17-26. - Kyprianou, A.E. and Ott, C. (2014)
*A capped optimal stopping problem for the maximum process.*

Acta Applicandae Mathematicae, Volume 129, Issue 1, pp 147-174. - Ren, Y-X., Song, R., and Zhang, R. (2014)
*Central Limit Theorems for Super Ornstein-Uhlenbeck Processes.*

Acta Applicandae Mathematicae, Volume 130, Issue 1, pp 9-49. - Chaumont, L.,
Bourget, R. and
Sapoukhina, N. (2014)
*Exponentiality of first passage times of continuous time Markov chains.*

Acta Applicandae Mathematicae, Volume 131, Issue 1, pp 197-212. - Baurdoux, E. and Schaik van K. (2014)
*Predicting the time at which a Lévy process attains its ultimate supremum.*

Acta Applicandae Mathematicae, Volume 134, Issue 1.pp 21-44. - Bocharov, S. and Harris, S.C. (2014)
*Branching Brownian Motion with catalytic branching at the origin.*

Acta Applicandae Mathematicae, Volume 134, Issue 1, pp 201-228. - Le Doux Mbele Bidima, M. and
Rasonyi, M. (2015)
*Asymptotic Exponential Arbitrage and Utility-Based Asymptotic Arbitrage in Markovian Models of Financial Markets.*

Acta Applicandae Mathematicae, Volume 138, Issue 1, pp 1-15. - Iksanov, A., Topchii, V. and Vatutin, V. (2015)
*A two-type Bellman--Harris process initiated by a large number of particles.*

Acta Applicandae Mathematicae, Volume 138, Issue 1, pp 279-312. - Li, Y.,
Wang, R. and
Zhang, S. (2015)
*Moderate deviations for a stochastic heat equation with spatially correlated noise.*

Acta Applicandae Mathematicae, Volume 139, Issue 1, pp 59-80. - Caraballo, T., Hammami, M.A. and Mchiri, M. (2016)
*Practical stability of stochastic delay evolution equations.*

Acta Applicandae Mathematicae, Volume 142, Issue 1, pp 91-105.

As with most journals Acta Applicandae Mathematicae is electronically managed and all submissions are encouraged through the webtool at the following URL:

http://www.editorialmanager.com/acap/

Further details on the submission format can also be found at

http://www.springer.com/mathematics/journal/10440

All this information is accessible from clearly visible links on the main webpage indicated at the beginning of this message.

Please do not hesitate to contact me should you wish further information.

It remains to say that Acta Applicandae Mathematicae looks forward to handling your submission.

On behalf of the editorial board,

Andreas Kyprianou

A. Kyprianou: home

a.kyprianou -AT- bath.ac.uk