Works matching IS 00219002 AND DT 2011 AND VI 48 AND IP 3

Results: 24

FIRST PASSAGE TIMES OF (REFLECTED) ORNSTEIN-UHLENBECK PROCESSES OVER RANDOM JUMP BOUNDARIES.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 723, doi. 10.1239/jap/1316796910

By:

LIJUN BO;
YONGJIN WANG;
XUEWEI YANG

Publication type:

Article

ON DURBIN'S SERIES FOR THE DENSITY OF FIRST PASSAGE TIMES.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 713, doi. 10.1239/jap/1316796909

By:

ZIPKIN, P.

Publication type:

Article

EFFICIENT ESTIMATION OF ONE-DIMENSIONAL DIFFUSION FIRST PASSAGE TIME DENSITIES VIA MONTE CARLO SIMULATION.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 699, doi. 10.1239/jap/1316796908

By:

ICHIBA, TOMOYUKI;
KARDARAS, CONSTANTINOS

Publication type:

Article

SAMPLE PATH LARGE DEVIATIONS OF POISSON SHOT NOISE WITH HEAVY-TAILED SEMIEXPONENTIAL DISTRIBUTIONS.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 688, doi. 10.1239/jap/1316796907

By:

DUFFY, KEN R.;
TORRISI, GIOVANNI LUCA

Publication type:

Article

SOME RESULTS FOR VACATION SYSTEMS WITH SOJOURN TIME LIMITS.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 679, doi. 10.1239/jap/1316796906

By:

KATAYAMA, TSUYOSHI

Publication type:

Article

HEAVY-TRAFFIC LIMITS FOR NEARLY DETERMINISTIC QUEUES.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 657, doi. 10.1239/jap/1316796905

By:

SIGMAN, KARL;
WHITT, WARD

Publication type:

Article

PRICING AND HEDGING OF QUANTILE OPTIONS IN A FLEXIBLE JUMP DIFFUSION MODEL.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 637, doi. 10.1239/jap/1316796904

By:

NING CAI

Publication type:

Article

THE HARTMAN-WATSON DISTRIBUTION REVISITED: ASYMPTOTICS FOR PRICING ASIAN OPTIONS.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 892, doi. 10.1239/jap/1316796924

By:

GERHOLD, STEFAN

Publication type:

Article

TREE POLYMERS IN THE INFINITE VOLUME LIMIT AT CRITICAL STRONG DISORDER.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 885, doi. 10.1239/jap/1316796923

By:

JOHNSON, TORREY;
WAYMIRE, EDWARD C.

Publication type:

Article

ON THE CONVOLUTION OF HETEROGENEOUS BERNOULLI RANDOM VARIABLES.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 877, doi. 10.1239/jap/1316796922

By:

MAOCHAO XU;
BALAKRISHNAN, N.

Publication type:

Article

STOCHASTIC INTENSITY FOR MINIMAL REPAIRS IN HETEROGENEOUS POPULATIONS.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 868, doi. 10.1239/jap/1316796921

By:

JI HWAN CHA;
FINKELSTEIN, MAXIM

Publication type:

Article

RUMOR PROCESSES ON ℕ.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 624, doi. 10.1239/jap/1316796903

By:

JUNIOR, VALDIVINO V.;
MACHADO, FÁBIO P.;
ZULUAGA, MAURICIO

Publication type:

Article

SIGNATURE-BASED REPRESENTATIONS FOR THE RELIABILITY OF SYSTEMS WITH HETEROGENEOUS COMPONENTS.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 856, doi. 10.1239/jap/1316796920

By:

NAVARRO, JORGE;
SAMANIEGO, FRANCISCO J.;
BALAKRISHNAN, N.

Publication type:

Article

SIGNATURES OF COHERENT SYSTEMS BUILT WITH SEPARATE MODULES.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 843, doi. 10.1239/jap/1316796919

By:

GERTSBAKH, ILYA;
SHPUNGIN, YOSEPH;
SPIZZICHINO, FABIO

Publication type:

Article

AN INTEGRATED PROBABILISTIC MODEL FOR ASSESSING A NANOCOMPONENT'S RELIABILITY.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 832, doi. 10.1239/jap/1316796918

By:

EBRAHIMI, NADER;
YARONG YANG

Publication type:

Article

A GEOMETRIC DRIFT INEQUALITY FOR A REFLECTED FRACTIONAL BROWNIAN MOTION PROCESS ON THE POSITIVE ORTHANT.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 820, doi. 10.1239/jap/1316796917

By:

CHIHOON LEE

Publication type:

Article

A NOTE ON A PAPER BY WONG AND HEYDE.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 811

By:

MIJATOVIĆ, ALEKSANDAR;
URUSOV, MIKHAIL

Publication type:

Article

MICROPULSES AND DIFFERENT TYPES OF BROWNIAN MOTION.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 792, doi. 10.1239/jap/1316796915

By:

MAROUBY, MATTHIEU

Publication type:

Article

A CONSISTENT MARKOV PARTITION PROCESS GENERATED FROM THE PAINTBOX PROCESS.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 778, doi. 10.1239/jap/1316796914

By:

CRANE, HARRY

Publication type:

Article

REALIZATION OF AN ERGODIC MARKOV CHAIN AS A RANDOM WALK SUBJECT TO A SYNCHRONIZING ROAD COLORING.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 766, doi. 10.1239/jap/1316796913

By:

YANO, KOUJI;
YASUTOMI, KENJI

Publication type:

Article

A TWO-DIMENSIONAL RISK MODEL WITH PROPORTIONAL REINSURANCE.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 749, doi. 10.1239/jap/1316796912

By:

BADESCU, ANDREI L.;
CHEUNG, ERIC C. K.;
RABEHASAINA, LANDY

Publication type:

Article

OPTIMAL CONTROL OF CAPITAL INJECTIONS BY REINSURANCE WITH A CONSTANT RATE OF INTEREST.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 733, doi. 10.1239/jap/1316796911

By:

EISENBERG, JULIA;
SCHMIDLI, HANSPETER

Publication type:

Article

¹RUSSO'S FORMULA, UNIQUENESS OF THE INFINITE CLUSTER, AND CONTINUOUS DIFFERENTIABILITY OF FREE ENERGY FOR CONTINUUM PERCOLATION.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 597, doi. 10.1239/jap/1316796901

By:

JIANPING JIANG;
SANGUO ZHANG;
TIANDE GUO

Publication type:

Article

ON THE GROWTH OF THE ONE-DIMENSIONAL REVERSE IMMUNIZATION CONTACT PROCESSES.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 611, doi. 10.1239/jap/1316796902

By:

TZIOUFAS, A.

Publication type:

Article