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Which journals publish short papers/technical note in applied probability, for example stochastic approximation ?

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    $\begingroup$ Electronic communications in probability $\endgroup$
    – Martin Hairer
    Commented Jan 6, 2016 at 9:56

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You can try the Journal of Applied Probability.

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    $\begingroup$ The paper is not completely new idea, it is an extension/generalization of previously known result. Then among the two journals mentioned which one is better. $\endgroup$
    – Sosha
    Commented Jan 7, 2016 at 4:09

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