Two-player zero-sum stochastic differential games with random horizon.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 4, p. 1209, doi. 10.1017/apr.2019.47
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- Publication type:
- Article
Works matching IS 00018678 AND DT 2019
Results: 63
1
2
APR volume 51 issue 4 Cover and Back matter.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 4, p. b1, doi. 10.1017/apr.2019.49
- Publication type:
- Article
3
APR volume 51 issue 4 Cover and Front matter.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 4, p. f1, doi. 10.1017/apr.2019.48
- Publication type:
- Article
4
Exact sampling for some multi-dimensional queueing models with renewal input.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 4, p. 1179, doi. 10.1017/apr.2019.45
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- Publication type:
- Article
5
Efficient simulation of Lévy-driven point processes.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 4, p. 927, doi. 10.1017/apr.2019.44
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- Publication type:
- Article
6
Cluster Expansions for GIBBS Point Processes.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 4, p. 1129, doi. 10.1017/apr.2019.46
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- Publication type:
- Article
7
The regional consequences of authoritarian power-sharing: Politburo representation and fiscal redistribution in China.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 2, p. 162, doi. 10.1017/S1468109919000069
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- Publication type:
- Article
8
On the ergodicity of a class of level-dependent quasi-birth-and-death processes.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 4, p. 1109, doi. 10.1017/apr.2019.43
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- Publication type:
- Article
9
Preferential attachment when stable.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 4, p. 1067, doi. 10.1017/apr.2019.42
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- Publication type:
- Article
10
Insensitivity of the mean field limit of loss systems under SQ(d) routeing.
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- Advances in Applied Probability, 2019, v. 51, n. 4, p. 1027, doi. 10.1017/apr.2019.41
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- Publication type:
- Article
11
Limit theorems for multivariate Brownian semistationary processes and feasible results.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 3, p. 667, doi. 10.1017/apr.2019.30
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- Publication type:
- Article
12
Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 4, p. 994, doi. 10.1017/apr.2019.40
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- Publication type:
- Article
13
Singular vector distribution of sample covariance matrices.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 1, p. 236, doi. 10.1017/apr.2019.10
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- Publication type:
- Article
14
Exact simulation of the extrema of stable processes.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 4, p. 967, doi. 10.1017/apr.2019.39
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- Publication type:
- Article
15
APR volume 51 issue 3 Cover and Back matter.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 3, p. b1, doi. 10.1017/apr.2019.13
- Publication type:
- Article
16
APR volume 51 issue 3 Cover and Front matter.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 3, p. f1, doi. 10.1017/apr.2019.1
- Publication type:
- Article
17
Subgraphs in preferential attachment models.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 3, p. 898, doi. 10.1017/apr.2019.36
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- Publication type:
- Article
18
Accelerating parallel tempering: Quantile tempering algorithm (QuanTA).
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 3, p. 802, doi. 10.1017/apr.2019.35
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- Publication type:
- Article
19
Scaling limits for a random boxes model.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 3, p. 773, doi. 10.1017/apr.2019.34
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- Publication type:
- Article
20
Optimality of refraction strategies for a constrained dividend problem.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 3, p. 633, doi. 10.1017/apr.2019.32
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- Publication type:
- Article
21
Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 3, p. 865, doi. 10.1017/apr.2019.33
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- Publication type:
- Article
22
First displacement time of a tagged particle in a stochastic cluster in a simple exclusion process with random slow bonds.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 3, p. 717, doi. 10.1017/apr.2019.31
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- Publication type:
- Article
23
Determination of Boolean models by densities of mixed volumes.
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- Advances in Applied Probability, 2019, v. 51, n. 1, p. 116, doi. 10.1017/apr.2019.5
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- Publication type:
- Article
24
An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 3, p. 745, doi. 10.1017/apr.2019.29
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- Publication type:
- Article
25
Partisan motivated reasoning and misinformation in the media: Is news from ideologically uncongenial sources more suspicious?
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 2, p. 129, doi. 10.1017/S1468109919000082
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- Publication type:
- Article
26
The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 3, p. 835, doi. 10.1017/apr.2019.28
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- Publication type:
- Article
27
Autocratic time horizons and the growth effect of foreign direct investment.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 2, p. 143, doi. 10.1017/S1468109919000057
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- Publication type:
- Article
28
One-sided solutions for optimal stopping problems with logconcave reward functions.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 1, p. 87, doi. 10.1017/apr.2019.4
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- Publication type:
- Article
29
APR volume 51 issue 2 Cover and Back matter.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 2, p. b1, doi. 10.1017/apr.2019.27
- Publication type:
- Article
30
APR volume 51 issue 2 Cover and Front matter.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 2, p. f1, doi. 10.1017/apr.2019.26
- Publication type:
- Article
31
Who is the infector? General multi-type epidemics and real-time susceptibility processes.
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- Advances in Applied Probability, 2019, v. 51, n. 2, p. 606, doi. 10.1017/apr.2019.25
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- Publication type:
- Article
32
The sharp threshold for jigsaw percolation in random graphs.
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- Advances in Applied Probability, 2019, v. 51, n. 2, p. 378, doi. 10.1017/apr.2019.24
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- Publication type:
- Article
33
The diameter of KPKVB random graphs.
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- Advances in Applied Probability, 2019, v. 51, n. 2, p. 358, doi. 10.1017/apr.2019.23
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- Publication type:
- Article
34
Reliability analysis of k -out-of- n systems based on a grouping of components.
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- Advances in Applied Probability, 2019, v. 51, n. 2, p. 339, doi. 10.1017/apr.2019.22
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- Publication type:
- Article
35
Transformed Lévy processes as state-dependent wear models.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 2, p. 468, doi. 10.1017/apr.2019.21
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- Publication type:
- Article
36
Extremes of multitype branching random walks: heaviest tail wins.
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- Advances in Applied Probability, 2019, v. 51, n. 2, p. 514, doi. 10.1017/apr.2019.20
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- Publication type:
- Article
37
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 2, p. 425, doi. 10.1017/apr.2019.19
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- Publication type:
- Article
38
Fraud risk assessment within blockchain transactions.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 2, p. 443, doi. 10.1017/apr.2019.18
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- Publication type:
- Article
39
First passage problems for upwards skip-free random walks via the scale functions paradigm.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 2, p. 408, doi. 10.1017/apr.2019.17
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- Publication type:
- Article
40
On the support of extremal martingale measures with given marginals: the countable case.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 2, p. 570, doi. 10.1017/apr.2019.16
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- Publication type:
- Article
41
APR volume 51 issue 4 Cover and Back matter.
- Published in:
- Advances in Applied Probability, 2019, p. b1, doi. 10.1017/apr.2019.49
- Publication type:
- Article
42
On the total claim amount for marked Poisson cluster models.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 2, p. 541, doi. 10.1017/apr.2019.15
- By:
- Publication type:
- Article
43
APR volume 51 issue 1 Cover and Front matter.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 1, p. f1, doi. 10.1017/apr.2019.1
- Publication type:
- Article
44
On a construction of multivariate distributions given some multidimensional marginals.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 2, p. 487, doi. 10.1017/apr.2019.14
- By:
- Publication type:
- Article
45
APR volume 51 issue 1 Cover and Back matter.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 1, p. b1, doi. 10.1017/apr.2019.13
- Publication type:
- Article
46
The economic average cost Brownian control problem.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 1, p. 300, doi. 10.1017/apr.2019.12
- By:
- Publication type:
- Article
47
New perspectives on the Erlang-A queue.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 1, p. 268, doi. 10.1017/apr.2019.11
- By:
- Publication type:
- Article
48
APR volume 51 issue 4 Cover and Front matter.
- Published in:
- Advances in Applied Probability, 2019, p. f1, doi. 10.1017/apr.2019.48
- Publication type:
- Article
49
Complete expected improvement converges to an optimal budget allocation.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 1, p. 209, doi. 10.1017/apr.2019.9
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- Publication type:
- Article
50
Deviation bounds for the first passage time in the frog model.
- Published in:
- Advances in Applied Probability, 2019, v. 51, n. 1, p. 184, doi. 10.1017/apr.2019.8
- By:
- Publication type:
- Article