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

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Results : 1-25/54

Short-length routes in low-cost networks via Poisson line patterns

Authors: Aldous, David J. Kendall, Wilfrid S.

Journal: Advances in applied probability

Citation: J. Aldous, David et S. Kendall, Wilfrid, Short-length routes in low-cost networks via Poisson line patterns, Advances in applied probability , 40(1), 2008, pp. 1-21

Covering random points in a unit disk

Authors: Hansen, Jennie C. Schmutz, Eric Sheng, Li

Journal: Advances in applied probability

Citation: C. Hansen, Jennie et al., Covering random points in a unit disk, Advances in applied probability , 40(1), 2008, pp. 22-30

Estimation of the mean normal measure from flat sections

Authors: Kiderlen, Markus

Journal: Advances in applied probability

Citation: Kiderlen, Markus, Estimation of the mean normal measure from flat sections, Advances in applied probability , 40(1), 2008, pp. 31-48

The iteration of random tessellations and a construction of a homogeneous process of cell divisions

Authors: Mecke, Joseph Nagel, Werner Weiss, Viola

Journal: Advances in applied probability

Citation: Mecke, Joseph et al., The iteration of random tessellations and a construction of a homogeneous process of cell divisions, Advances in applied probability , 40(1), 2008, pp. 49-59

The influence of dependence on data network models

Authors: D'Auria, Bernardo Resnick, Sidney I.

Journal: Advances in applied probability

Citation: D'Auria, Bernardo et I. Resnick, Sidney, The influence of dependence on data network models, Advances in applied probability , 40(1), 2008, pp. 60-94

Decay property of stopped Markovian bulk-arriving queues

Authors: Li, Junping Chen, Anyue

Journal: Advances in applied probability

Citation: Li, Junping et Chen, Anyue, Decay property of stopped Markovian bulk-arriving queues, Advances in applied probability , 40(1), 2008, pp. 95-121

Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula

Authors: Janssen, A. J. E. M. van Leeuwaarden, J. S. H. Zwart, B.

Journal: Advances in applied probability

Citation: M. Janssen, A. J. E. et al., Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula, Advances in applied probability , 40(1), 2008, pp. 122-143

Malliavin differentiability of the Heston volatility and applications to option pricing

Authors: Alòs, Elisa Ewald, Christian-Oliver

Journal: Advances in applied probability

Citation: Alòs, Elisa et Ewald, Christian-oliver, Malliavin differentiability of the Heston volatility and applications to option pricing, Advances in applied probability , 40(1), 2008, pp. 144-162

The generalized perpetual American exchange-option problem

Authors: Tony Wong, Shek-Keung

Journal: Advances in applied probability

Citation: Tony Wong, Shek-keung, The generalized perpetual American exchange-option problem, Advances in applied probability , 40(1), 2008, pp. 163-182

Local properties of random mappings with exchangeable in-degrees

Authors: Hansen, Jennie C. Jaworski, Jerzy

Journal: Advances in applied probability

Citation: C. Hansen, Jennie et Jaworski, Jerzy, Local properties of random mappings with exchangeable in-degrees, Advances in applied probability , 40(1), 2008, pp. 183-205

On the number of jumps of random walks with a barrier

Authors: Iksanov, Alex Möhle, Martin

Journal: Advances in applied probability

Citation: Iksanov, Alex et Möhle, Martin, On the number of jumps of random walks with a barrier, Advances in applied probability , 40(1), 2008, pp. 206-228

Identifiability of a Markovian model of molecular evolution with gamma-distributed rates

Authors: Allman, Elizabeth S. Ané, Cécile Rhodes, John A.

Journal: Advances in applied probability

Citation: S. Allman, Elizabeth et al., Identifiability of a Markovian model of molecular evolution with gamma-distributed rates, Advances in applied probability , 40(1), 2008, pp. 229-249

Nonexplosion of a class of semilinear equations via branching particle representations

Authors: Chakraborty, Santanu López-Mimbela, Jose Alfredo

Journal: Advances in applied probability

Citation: Chakraborty, Santanu et López-mimbela, Jose Alfredo, Nonexplosion of a class of semilinear equations via branching particle representations, Advances in applied probability , 40(1), 2008, pp. 250-272

Exact Monte Carlo simulation of killed diffusions

Authors: Casella, Bruno Roberts, Gareth O.

Journal: Advances in applied probability

Citation: Casella, Bruno et O. Roberts, Gareth, Exact Monte Carlo simulation of killed diffusions, Advances in applied probability , 40(1), 2008, pp. 273-291

Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications

Authors: Bordenave, Charles Torrisi, Giovanni Luca

Journal: Advances in applied probability

Citation: Bordenave, Charles et Torrisi, Giovanni Luca, Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications, Advances in applied probability , 40(1), 2008, pp. 293-320

Power diagrams and interaction processes for unions of discs

Authors: Møller, Jesper Helisová, Kate.ina

Journal: Advances in applied probability

Citation: Møller, Jesper et Helisová, Kate.ina, Power diagrams and interaction processes for unions of discs, Advances in applied probability , 40(1), 2008, pp. 321-347

Length and surface area estimation under smoothness restrictions

Authors: Pateiro-López, Beatriz Rodríguez-Casal, Alberto

Journal: Advances in applied probability

Citation: Pateiro-lópez, Beatriz et Rodríguez-casal, Alberto, Length and surface area estimation under smoothness restrictions, Advances in applied probability , 40(1), 2008, pp. 348-358

Optimal selection policies for a sequence of candidate drugs

Authors: Charalambous, C. Gittins, J. C.

Journal: Advances in applied probability

Citation: C. Charalambous, et C. Gittins, J., Optimal selection policies for a sequence of candidate drugs, Advances in applied probability , 40(1), 2008, pp. 359-376

Index policies for discounted bandit problems with availability constraints

Authors: Dayanik, Savas Powell, Warren Yamazaki, Kazutoshi

Journal: Advances in applied probability

Citation: Dayanik, Savas et al., Index policies for discounted bandit problems with availability constraints, Advances in applied probability , 40(1), 2008, pp. 377-400

Exponential utility indifference valuation in two Brownian settings with stochastic correlation

Authors: Frei, Christoph Schweizer, Martin

Journal: Advances in applied probability

Citation: Frei, Christoph et Schweizer, Martin, Exponential utility indifference valuation in two Brownian settings with stochastic correlation, Advances in applied probability , 40(1), 2008, pp. 401-423

Large deviation estimates of the crossing probability for pinned Gaussian processes

Authors: Caramellino, Lucia Pacchiarotti, Barbara

Journal: Advances in applied probability

Citation: Caramellino, Lucia et Pacchiarotti, Barbara, Large deviation estimates of the crossing probability for pinned Gaussian processes, Advances in applied probability , 40(1), 2008, pp. 424-453

Using systematic sampling selection for Monte Carlo solutions of Feynman-Kac equations

Authors: Gentil, Ivan Rémillard, Bruno

Journal: Advances in applied probability

Citation: Gentil, Ivan et Rémillard, Bruno, Using systematic sampling selection for Monte Carlo solutions of Feynman-Kac equations, Advances in applied probability , 40(1), 2008, pp. 454-472

Importance sampling and the two-locus model with subdivided population structure

Authors: Griffiths, Robert C. Jenkins, Paul A. Song, Yun S.

Journal: Advances in applied probability

Citation: C. Griffiths, Robert et al., Importance sampling and the two-locus model with subdivided population structure, Advances in applied probability , 40(1), 2008, pp. 473-500

A characterization of the first hitting time of double integral processes to curved boundaries

Authors: Touboul, Jonathan Faugeras, Olivier

Journal: Advances in applied probability

Citation: Touboul, Jonathan et Faugeras, Olivier, A characterization of the first hitting time of double integral processes to curved boundaries, Advances in applied probability , 40(1), 2008, pp. 501-528

Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections

Authors: Piera, Francisco J. Mazumdar, Ravi R. Guillemin, Fabrice M.

Journal: Advances in applied probability

Citation: J. Piera, Francisco et al., Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections, Advances in applied probability , 40(1), 2008, pp. 529-547

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