Exponential ergodicity and steady-state approximations for a class of markov processes under fast regime switching.
- Published in:
- Advances in Applied Probability, 2021, v. 53, n. 1, p. 1, doi. 10.1017/apr.2020.47
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- Publication type:
- Article
Works matching IS 00018678 AND DT 2021 AND VI 53 AND IP 1
Results: 13
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Can Coherent Predictions be Contradictory?
- Published in:
- Advances in Applied Probability, 2021, v. 53, n. 1, p. 133, doi. 10.1017/apr.2020.51
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- Article
3
APR volume 53 issue 1 Cover and Front matter.
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- Advances in Applied Probability, 2021, v. 53, n. 1, p. f1, doi. 10.1017/apr.2021.4
- Publication type:
- Article
4
Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs.
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- Advances in Applied Probability, 2021, v. 53, n. 1, p. 189, doi. 10.1017/apr.2020.57
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- Article
5
Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models.
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- Advances in Applied Probability, 2021, v. 53, n. 1, p. 220, doi. 10.1017/apr.2020.58
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- Article
6
APR volume 53 issue 1 Cover and Back matter.
- Published in:
- Advances in Applied Probability, 2021, v. 53, n. 1, p. b1, doi. 10.1017/apr.2021.5
- Publication type:
- Article
7
Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process.
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- Advances in Applied Probability, 2021, v. 53, n. 1, p. 279, doi. 10.1017/apr.2020.54
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- Article
8
Branching processes with interactions: subcritical cooperative regime.
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- Advances in Applied Probability, 2021, v. 53, n. 1, p. 251, doi. 10.1017/apr.2020.59
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- Article
9
Model-independent pricing with insider information: a skorokhod embedding approach.
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- Advances in Applied Probability, 2021, v. 53, n. 1, p. 30, doi. 10.1017/apr.2020.50
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- Publication type:
- Article
10
Load-Sharing Reliability Models with Different Component Sensitivities to Other Components' Working States.
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- Advances in Applied Probability, 2021, v. 53, n. 1, p. 107, doi. 10.1017/apr.2020.49
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- Publication type:
- Article
11
The fluid limit of a random graph model for a shared ledger.
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- Advances in Applied Probability, 2021, v. 53, n. 1, p. 81, doi. 10.1017/apr.2020.48
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- Publication type:
- Article
12
Normal approximation for mixtures of normal distributions and the evolution of phenotypic traits.
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- Advances in Applied Probability, 2021, v. 53, n. 1, p. 162, doi. 10.1017/apr.2020.53
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- Publication type:
- Article
13
Functional limit theorems for the euler characteristic process in the critical regime.
- Published in:
- Advances in Applied Probability, 2021, v. 53, n. 1, p. 57, doi. 10.1017/apr.2020.46
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- Publication type:
- Article