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Results: 1-25 | 26-50 | 51-54

Articles table of contents

Results : 26-50/54

Inference in Lévy-type stochastic volatility models

Authors: Woerner, Jeannette H. C.

Journal: Advances in applied probability

Citation: C. Woerner, Jeannette H., Inference in Lévy-type stochastic volatility models, Advances in applied probability , 39(1), 2007, pp. 531-549

A weighted random walk model, with application to a genetic algorithm

Authors: Dombry, C.

Journal: Advances in applied probability

Citation: C. Dombry,, A weighted random walk model, with application to a genetic algorithm, Advances in applied probability , 39(1), 2007, pp. 550-568

Markovian paths to extinction

Authors: Jagers, Peter Klebaner, Fima C. Sagitov, Serik

Journal: Advances in applied probability

Citation: Jagers, Peter et al., Markovian paths to extinction, Advances in applied probability , 39(1), 2007, pp. 569-587

Random motions at finite velocity in a non-Euclidean space

Authors: Orsingher, E. De Gregorio, A.

Journal: Advances in applied probability

Citation: E. Orsingher, et A. De Gregorio,, Random motions at finite velocity in a non-Euclidean space, Advances in applied probability , 39(1), 2007, pp. 588-611

Retrieving convex bodies from restricted covariogram functions

Authors: Averkov, Gennadiy Bianchi, Gabriele

Journal: Advances in applied probability

Citation: Averkov, Gennadiy et Bianchi, Gabriele, Retrieving convex bodies from restricted covariogram functions, Advances in applied probability , 39(2), 2007, pp. 613-629

Identities linking volumes of convex hulls

Authors: Cowan, Richard

Journal: Advances in applied probability

Citation: Cowan, Richard, Identities linking volumes of convex hulls, Advances in applied probability , 39(2), 2007, pp. 630-644

Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs

Authors: Guo, Xianping Hernández-Lerma, Onésimo

Journal: Advances in applied probability

Citation: Guo, Xianping et Hernández-lerma, Onésimo, Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs, Advances in applied probability , 39(2), 2007, pp. 645-668

Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs

Authors: Paulsen, Jostein

Journal: Advances in applied probability

Citation: Paulsen, Jostein, Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs, Advances in applied probability , 39(2), 2007, pp. 669-689

On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions

Authors: Aletti, Giacomo May, Caterina Secchi, Piercesare

Journal: Advances in applied probability

Citation: Aletti, Giacomo et al., On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions, Advances in applied probability , 39(2), 2007, pp. 690-707

The Hausdorff dimension of a class of random self-similar fractal trees

Authors: Croydon, D. A.

Journal: Advances in applied probability

Citation: A. Croydon, D., The Hausdorff dimension of a class of random self-similar fractal trees, Advances in applied probability , 39(2), 2007, pp. 708-730

Authors: Rai., Martin

Journal: Advances in applied probability

Citation: Rai., Martin, CLT-related large deviation bounds based on Stein's method, Advances in applied probability , 39(2), 2007, pp. 731-752

Corrected random walk approximations to free boundary problems in optimal stopping

Authors: Lai, Tze Leung Yao, Yi-Ching Aitsahlia, Farid

Journal: Advances in applied probability

Citation: Lai, Tze Leung et al., Corrected random walk approximations to free boundary problems in optimal stopping, Advances in applied probability , 39(2), 2007, pp. 753-775

Asymptotics for local maximal stack scores with general loop penalty function

Authors: Hansen, Niels Richard

Journal: Advances in applied probability

Citation: Hansen, Niels Richard, Asymptotics for local maximal stack scores with general loop penalty function, Advances in applied probability , 39(2), 2007, pp. 776-798

r-scan statistics of a Poisson process with events transformed by duplications, deletions, and displacements

Authors: Chen, Chingfer Karlin, Samuel

Journal: Advances in applied probability

Citation: Chen, Chingfer et Karlin, Samuel, r-scan statistics of a Poisson process with events transformed by duplications, deletions, and displacements, Advances in applied probability , 39(2), 2007, pp. 799-825

Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift

Authors: Fuh, Cheng-Der

Journal: Advances in applied probability

Citation: Fuh, Cheng-der, Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift, Advances in applied probability , 39(2), 2007, pp. 826-852

On the connectivity and diameter of small-world networks

Authors: Ganesh, Ayalvadi Xue, Feng

Journal: Advances in applied probability

Citation: Ganesh, Ayalvadi et Xue, Feng, On the connectivity and diameter of small-world networks, Advances in applied probability , 39(2), 2007, pp. 853-863

On weak stationarity and weak isotropy of processes of convex bodies and cylinders

Authors: Hoffmann, Lars Michael

Journal: Advances in applied probability

Citation: Hoffmann, Lars Michael, On weak stationarity and weak isotropy of processes of convex bodies and cylinders, Advances in applied probability , 39(2), 2007, pp. 864-882

On the correlation between the volumes of the typical Poisson-Voronoi cell and the typical Stienen sphere

Authors:

Journal: Advances in applied probability

Citation: , On the correlation between the volumes of the typical Poisson-Voronoi cell and the typical Stienen sphere, Advances in applied probability , 39(2), 2007, pp. 883-892

Bartlett spectrum and mixing properties of infinitely divisible random measures

Authors: Roy, Emmanuel

Journal: Advances in applied probability

Citation: Roy, Emmanuel, Bartlett spectrum and mixing properties of infinitely divisible random measures, Advances in applied probability , 39(2), 2007, pp. 893-897

Congestion-dependent pricing in a stochastic service system

Authors: Maoui, Idriss Ayhan, Hayriye Foley, Robert D.

Journal: Advances in applied probability

Citation: Maoui, Idriss et al., Congestion-dependent pricing in a stochastic service system, Advances in applied probability , 39(2), 2007, pp. 898-921

Graphs with specified degree distributions, simple epidemics, and local vaccination strategies

Authors: Britton, Tom Janson, Svante Martin-Löf, Anders

Journal: Advances in applied probability

Citation: Britton, Tom et al., Graphs with specified degree distributions, simple epidemics, and local vaccination strategies, Advances in applied probability , 39(2), 2007, pp. 922-948

An epidemic model with infector-dependent severity

Authors: Ball, Frank Britton, Tom

Journal: Advances in applied probability

Citation: Ball, Frank et Britton, Tom, An epidemic model with infector-dependent severity, Advances in applied probability , 39(2), 2007, pp. 949-972

Perfectly random sampling of truncated multinormal distributions

Authors: Fernández, Pedro J. Ferrari, Pablo A. Grynberg, Sebastian P.

Journal: Advances in applied probability

Citation: J. Fernández, Pedro et al., Perfectly random sampling of truncated multinormal distributions, Advances in applied probability , 39(2), 2007, pp. 973-990

Success run statistics defined on an urn model

Authors: Makri, Frosso S. Philippou, Andreas N. Psillakis, Zaharias M.

Journal: Advances in applied probability

Citation: S. Makri, Frosso et al., Success run statistics defined on an urn model, Advances in applied probability , 39(2), 2007, pp. 991-1019

Wave intensities and slopes in Lagrangian seas

Authors: Åberg, Sofia

Journal: Advances in applied probability

Citation: Åberg, Sofia, Wave intensities and slopes in Lagrangian seas, Advances in applied probability , 39(2), 2007, pp. 1020-1035

Results: 1-25 | 26-50 | 51-54