Results: 12
APR volume 56 issue 4 Cover and Back matter.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. b1, doi. 10.1017/apr.2024.59
- Publication type:
- Article
APR volume 56 issue 4 Cover and Front matter.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. f1, doi. 10.1017/apr.2024.58
- Publication type:
- Article
Convergence of hybrid slice sampling via spectral gap.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1440, doi. 10.1017/apr.2024.16
- By:
- Publication type:
- Article
Change of measure in a Heston–Hawkes stochastic volatility model.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1370, doi. 10.1017/apr.2024.14
- By:
- Publication type:
- Article
Antithetic multilevel particle filters.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1400, doi. 10.1017/apr.2024.12
- By:
- Publication type:
- Article
An extreme worst-case risk measure by expectile.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1195, doi. 10.1017/apr.2024.10
- By:
- Publication type:
- Article
Topological reconstruction of compact supports of dependent stationary random variables.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1339, doi. 10.1017/apr.2024.4
- By:
- Publication type:
- Article
On optimal reinsurance in the presence of premium budget constraint and reinsurer's risk limit.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1251, doi. 10.1017/apr.2024.2
- By:
- Publication type:
- Article
Generalised shot-noise representations of stochastic systems driven by non-Gaussian Lévy processes.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1215, doi. 10.1017/apr.2023.63
- By:
- Publication type:
- Article
Perfect sampling of stochastic matching models with reneging.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1307, doi. 10.1017/apr.2023.62
- By:
- Publication type:
- Article
PDMP Monte Carlo methods for piecewise smooth densities.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1153, doi. 10.1017/apr.2023.61
- By:
- Publication type:
- Article
Concentration of measure for graphon particle system.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1279, doi. 10.1017/apr.2023.59
- By:
- Publication type:
- Article