The following pages link to Journal of Applied Probability (Q59385):
Displaying 50 items.
- An inverse gamma activity time process with noninteger parameters and a self-similar limit (Q2897153) (← links)
- Hurst index of functions of long-range-dependent Markov chains (Q2897155) (← links)
- Lie algebra solution of population models based on time-inhomogeneous Markov chains (Q2897156) (← links)
- Continuous-time skewed multifractal processes as a model for financial returns (Q2897157) (← links)
- Exact-order asymptotic analysis for closed queueing networks (Q2897158) (← links)
- A central limit theorem for a discrete-time SIS model with individual variation (Q2897159) (← links)
- On optimal stopping problems for matrix-exponential jump-diffusion processes (Q2897161) (← links)
- Occupation times for Markov-modulated Brownian motion (Q2897162) (← links)
- On tail bounds for random recursive trees (Q2897163) (← links)
- Sample path optimal policies for serial lines with flexible workers (Q2897164) (← links)
- Means and variances in stochastic multistage cancer models (Q2897165) (← links)
- Obituary: Miloslav Jiřina (Q2897166) (← links)
- A stochastic model for virus growth in a cell population (Q2923423) (← links)
- Uniqueness and decay properties of Markov branching processes with disasters (Q2923424) (← links)
- Coupling limit order books and branching random walks (Q2923425) (← links)
- The explicit Laplace transform for the Wishart process (Q2923426) (← links)
- Minimal clade size in the Bolthausen-Sznitman coalescent (Q2923427) (← links)
- Uniform asymptotics for discounted aggregate claims in dependent risk models (Q2923428) (← links)
- Comparison results for GARCH processes (Q2923429) (← links)
- Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps (Q2923430) (← links)
- Approximation of passage times of \(\gamma\)-reflected processes with FBM input (Q2923431) (← links)
- Fractional Poisson process: long-range dependence and applications in ruin theory (Q2923432) (← links)
- Automated state-dependent importance sampling for Markov jump processes via sampling from the zero-variance distribution (Q2923433) (← links)
- Existence and uniqueness of a quasistationary distribution for Markov processes with fast return from infinity (Q2923434) (← links)
- Invariant bipartite random graphs on \(\mathbb R^{d}\) (Q2923435) (← links)
- Asymptotic bounds for the distribution of the sum of dependent random variables (Q2923436) (← links)
- Optimal stopping problems in diffusion-type models with running maxima and drawdowns (Q2923437) (← links)
- Optimal stopping of the maximum process (Q2923438) (← links)
- On stationary distributions of stochastic neural networks (Q2923439) (← links)
- Numerical approximation of stationary distributions for stochastic partial differential equations (Q2923440) (← links)
- On the De Vylder and Goovaerts conjecture about ruin for equalized claims (Q2923441) (← links)
- Optimal server selection in a queueing loss model with heterogeneous exponential servers, discriminating arrivals, and arbitrary arrival times (Q2923442) (← links)
- A note on a lower bound for the multiplicative odds theorem of optimal stopping (Q2923443) (← links)
- Asymptotic behaviour of the time-fractional telegraph equation (Q2923444) (← links)
- On the Acceleration of the Multi-Level Monte Carlo Method (Q2949839) (← links)
- On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation (Q2949840) (← links)
- On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions (Q2949841) (← links)
- Compound Poisson Process with a Poisson Subordinator (Q2949842) (← links)
- Asymptotic Properties of a Random Graph with Duplications (Q2949843) (← links)
- Quantitative Convergence Rates for Subgeometric Markov Chains (Q2949844) (← links)
- New Results on a Generalized Coupon Collector Problem Using Markov Chains (Q2949845) (← links)
- Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion (Q2949846) (← links)
- First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors (Q2949847) (← links)
- On Binomial Observations of Continuous-Time Markovian Population Models (Q2949848) (← links)
- A Fluid EOQ Model with Markovian Environment (Q2949849) (← links)
- Algorithms and Formulae for Conversion Between System Signatures and Reliability Functions (Q2949850) (← links)
- The Kruskal-Katona Theorem and a Characterization of System Signatures (Q2949851) (← links)
- Computational Inference Beyond Kingman's Coalescent (Q2949852) (← links)
- The Coalescent in Peripatric Metapopulations (Q2949853) (← links)
- A Stochastic Failure Model with Dependent Competing Risks and its Applications to Condition-Based Maintenance (Q2949854) (← links)
