Works matching IS 00018678 AND DT 2016 AND VI 48 AND IP 1

Results: 16

IRREVERSIBLE INVESTMENT UNDER LÉVY UNCERTAINTY: AN EQUATION FOR THE OPTIMAL BOUNDARY.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 298, doi. 10.1017/apr.2015.18

By:

FERRARI, GIORGIO;
SALMINEN, PAAVO

Publication type:

Article

JOINT DISTRIBUTION OF A SPECTRALLY NEGATIVE LÉVY PROCESS AND ITS OCCUPATION TIME, WITH STEP OPTION PRICING IN VIEW.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 274, doi. 10.1017/apr.2015.17

By:

GUÉRIN, HÉLÈNE;
RENAUD, JEAN-FRANÇOIS

Publication type:

Article

PERTURBATION ANALYSIS OF INHOMOGENEOUS FINITE MARKOV CHAINS.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 255, doi. 10.1017/apr.2015.16

By:

HEIDERGOTT, BERND;
LEAHU, HARALAMBIE;
LÖPKER, ANDREAS;
PFLUG, GEORG

Publication type:

Article

MARKOV-MODULATED ORNSTEIN-UHLENBECK PROCESSES.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 235, doi. 10.1017/apr.2015.15

By:

HUANG, G.;
JANSEN, H. M.;
MANDJES, M.;
SPREIJ, P.;
DE TURCK, K.

Publication type:

Article

THE SPEED OF A RANDOM WALK EXCITED BY ITS RECENT HISTORY.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 215, doi. 10.1017/apr.2015.14

By:

PINSKY, ROSS G.

Publication type:

Article

A COMPARISON OF RANDOM WALKS IN DEPENDENT RANDOM ENVIRONMENTS.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 199, doi. 10.1017/apr.2015.13

By:

SCHEINHARDT, WERNER R. W.;
KROESE, DIRK P.

Publication type:

Article

CORRELATION FORMULAS FOR MARKOVIAN NETWORK PROCESSES IN A RANDOM ENVIRONMENT.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 176, doi. 10.1017/apr.2015.12

By:

DADUNA, HANS;
SZEKLI, RYSZARD

Publication type:

Article

THE DEGREE PROFILE AND WEIGHT IN APOLLONIAN NETWORKS AND k-TREES.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 163, doi. 10.1017/apr.2015.11

By:

ZHANG, PANPAN;
MAHMOUD, HOSAM

Publication type:

Article

SIR EPIDEMICS ON A SCALE-FREE SPATIAL NESTED MODULAR NETWORK.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 137, doi. 10.1017/apr.2015.10

By:

GANDOLFI, ALBERTO;
CECCONI, LORENZO

Publication type:

Article

OPTIMAL LEARNING WITH NON-GAUSSIAN REWARDS.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 112, doi. 10.1017/apr.2015.9

By:

ZI DING;
RYZHOV, ILYA O.

Publication type:

Article

ON COMPARING COHERENT SYSTEMS WITH HETEROGENEOUS COMPONENTS.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 88, doi. 10.1017/apr.2015.8

By:

SAMANIEGO, FRANCISCO J.;
NAVARRO, JORGE

Publication type:

Article

THEORY OF SEGMENTED PARTICLE FILTERS.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 69, doi. 10.1017/apr.2015.7

By:

HOCK PENG CHAN;
CHIANG-WEE HENG;
JASRA, AJAY

Publication type:

Article

OPTIMAL STOPPING RULE FOR THE FULL-INFORMATION DURATION PROBLEM WITH RANDOM HORIZON.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 52, doi. 10.1017/apr.2015.6

By:

TAMAKI, MITSUSHI

Publication type:

Article

DUALITY AND COMPLETE CONVERGENCE FOR MULTI-TYPE ADDITIVE GROWTH MODELS.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 32, doi. 10.1017/apr.2015.5

By:

FOXALL, ERIC

Publication type:

Article

QUEUES WITH ADVANCED RESERVATIONS: AN INFINITE-SERVER PROXY FOR THE BOOKINGS DIARY.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 13, doi. 10.1017/apr.2015.4

By:

MAILLARDET, R. J.;
TAYLOR, P. G.

Publication type:

Article

SECRECY COVERAGE IN TWO DIMENSIONS.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 1, p. 1, doi. 10.1017/apr.2015.3

By:

SARKAR, AMITES

Publication type:

Article