Works matching IS 00219002 AND DT 2007 AND VI 44 AND IP 4
Results: 24
ESTIMATION FOR NONNEGATIVE LÉVY-DRIVEN ORNSTEIN-UHLENBECK PROCESSES.
- Published in:
- Journal of Applied Probability, 2007, v. 44, n. 4, p. 977, doi. 10.1239/jap/1197908818
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- Article
MOMENTS OF RANDOM ALLOCATION PROCESSES REACHING A BOUNDARY.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 990, doi. 10.1239/jap/1197908819
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- Article
A WEAKEST LINK MARKED STOPPING PROBLEM.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 843, doi. 10.1239/jap/1197908808
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- Publication type:
- Article
THE DOWNTIME DISTRIBUTION AFTER A FAILURE OF A SYSTEM WITH MULTISTATE INDEPENDENT COMPONENTS.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 1068, doi. 10.1239/jap/1197908825
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- Article
DISTRIBUTIONS OF THE LONGEST EXCURSIONS IN A TIED DOWN SIMPLE RANDOM WALK AND IN A BROWNIAN BRIDGE.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 1056, doi. 10.1239/jap/1197908824
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- Article
CORRECTION.
- Published in:
- 2007
- Publication type:
- Correction Notice
NEGATIVE ASSOCIATION DOES NOT IMPLY LOG-CONCAVITY OF THE RANK SEQUENCE.
- Published in:
- Journal of Applied Probability, 2007, v. 44, n. 4, p. 1119, doi. 10.1239/jap/1197908830
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- Article
TAIL ASYMPTOTICS FOR THE QUEUE SIZE DISTRIBUTION IN AN M/G/1 RETRIAL QUEUE.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 1111, doi. 10.1239/jap/1197908829
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- Article
FIXATION IN CONDITIONAL BRANCHING PROCESS MODELS IN POPULATION GENETICS.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 1103, doi. 10.1239/jap/1197908828
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- Article
ASYMPTOTIC BLOCKING PROBABILITIES IN LOSS NETWORKS WITH SUBEXPONENTIAL DEMANDS.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 1088, doi. 10.1239/jap/1197908827
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- Article
A UNIFYING CONSERVATION LAW FOR SINGLE-SERVER QUEUES.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 1078, doi. 10.1239/jap/1197908826
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- Publication type:
- Article
ON A THEOREM OF BREIMAN AND A CLASS OF RANDOM DIFFERENCE EQUATIONS.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 1031, doi. 10.1239/jap/1197908822
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- Publication type:
- Article
LONG-RANGE DEPENDENCE OF MARKOV CHAINS IN DISCRETE TIME ON COUNTABLE STATE SPACE.
- Published in:
- Journal of Applied Probability, 2007, v. 44, n. 4, p. 1047, doi. 10.1239/jap/1197908823
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- Publication type:
- Article
EXIT PROBLEMS FOR SPECTRALLY NEGATIVE LÉVY PROCESSES REFLECTED AT EITHER THE SUPREMUM OR THE INFIMUM.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 1012, doi. 10.1239/jap/1197908821
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- Publication type:
- Article
OPTIMAL STOPPING WITH RANK-DEPENDENT LOSS.
- Published in:
- Journal of Applied Probability, 2007, v. 44, n. 4, p. 996, doi. 10.1239/jap/1197908820
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- Publication type:
- Article
AN EXPONENTIAL CONTINUOUS-TIME GARCH PROCESS.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 960, doi. 10.1239/jap/1197908817
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- Publication type:
- Article
A GAMMA ACTIVITY TIME PROCESS WITH NONINTEGER PARAMETER AND SELF-SIMILAR LIMIT.
- Published in:
- Journal of Applied Probability, 2007, v. 44, n. 4, p. 950, doi. 10.1239/jap/1197908816
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- Publication type:
- Article
A CLASS OF INFINITE-DIMENSIONAL DIFFUSION PROCESSES WITH CONNECTION TO POPULATION GENETICS.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 938, doi. 10.1239/jap/1197908815
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- Publication type:
- Article
REVERSED PRESERVATION PROPERTIES FOR SERIES AND PARALLEL SYSTEMS.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 928, doi. 10.1239/jap/1197908814
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- Publication type:
- Article
ON A MODEL FOR THE STORAGE OF FILES ON A HARDWARE. II. EVOLUTION OF A TYPICAL DATA BLOCK.
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- Journal of Applied Probability, 2007, v. 44, n. 4, p. 901, doi. 10.1239/jap/1197908813
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- Publication type:
- Article
PRECISE LARGE DEVIATIONS FOR SUMS OF RANDOM VARIABLES WITH CONSISTENTLY VARYING TAILS IN MULTI-RISK MODELS.
- Published in:
- Journal of Applied Probability, 2007, v. 44, n. 4, p. 889, doi. 10.1239/jap/1197908812
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- Publication type:
- Article
ON UTILITY-BASED SUPERREPLICATION PRICES OF CONTINGENT CLAIMS WITH UNBOUNDED PAYOFFS.
- Published in:
- Journal of Applied Probability, 2007, v. 44, n. 4, p. 880, doi. 10.1239/jap/1197908811
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- Publication type:
- Article
ROBUSTNESS OF DELTA HEDGING FOR PATH-DEPENDENT OPTIONS IN LOCAL VOLATILITY MODELS.
- Published in:
- Journal of Applied Probability, 2007, v. 44, n. 4, p. 865, doi. 10.1239/jap/1197908810
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- Publication type:
- Article
BOUNDS FOR OWEN'S MULTILINEAR EXTENSION.
- Published in:
- Journal of Applied Probability, 2007, v. 44, n. 4, p. 852, doi. 10.1239/jap/1197908809
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- Publication type:
- Article