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
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- Article
ON DURBIN'S SERIES FOR THE DENSITY OF FIRST PASSAGE TIMES.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 713, doi. 10.1239/jap/1316796909
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- Article
EFFICIENT ESTIMATION OF ONE-DIMENSIONAL DIFFUSION FIRST PASSAGE TIME DENSITIES VIA MONTE CARLO SIMULATION.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 699, doi. 10.1239/jap/1316796908
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- Article
SAMPLE PATH LARGE DEVIATIONS OF POISSON SHOT NOISE WITH HEAVY-TAILED SEMIEXPONENTIAL DISTRIBUTIONS.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 688, doi. 10.1239/jap/1316796907
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- Article
SOME RESULTS FOR VACATION SYSTEMS WITH SOJOURN TIME LIMITS.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 679, doi. 10.1239/jap/1316796906
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- Article
HEAVY-TRAFFIC LIMITS FOR NEARLY DETERMINISTIC QUEUES.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 657, doi. 10.1239/jap/1316796905
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- Article
PRICING AND HEDGING OF QUANTILE OPTIONS IN A FLEXIBLE JUMP DIFFUSION MODEL.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 637, doi. 10.1239/jap/1316796904
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- Article
THE HARTMAN-WATSON DISTRIBUTION REVISITED: ASYMPTOTICS FOR PRICING ASIAN OPTIONS.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 892, doi. 10.1239/jap/1316796924
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- Article
TREE POLYMERS IN THE INFINITE VOLUME LIMIT AT CRITICAL STRONG DISORDER.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 885, doi. 10.1239/jap/1316796923
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- Article
ON THE CONVOLUTION OF HETEROGENEOUS BERNOULLI RANDOM VARIABLES.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 877, doi. 10.1239/jap/1316796922
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- Article
STOCHASTIC INTENSITY FOR MINIMAL REPAIRS IN HETEROGENEOUS POPULATIONS.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 868, doi. 10.1239/jap/1316796921
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- Article
RUMOR PROCESSES ON ℕ.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 624, doi. 10.1239/jap/1316796903
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- Article
SIGNATURE-BASED REPRESENTATIONS FOR THE RELIABILITY OF SYSTEMS WITH HETEROGENEOUS COMPONENTS.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 856, doi. 10.1239/jap/1316796920
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- Article
SIGNATURES OF COHERENT SYSTEMS BUILT WITH SEPARATE MODULES.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 843, doi. 10.1239/jap/1316796919
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- Article
AN INTEGRATED PROBABILISTIC MODEL FOR ASSESSING A NANOCOMPONENT'S RELIABILITY.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 832, doi. 10.1239/jap/1316796918
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- Article
A GEOMETRIC DRIFT INEQUALITY FOR A REFLECTED FRACTIONAL BROWNIAN MOTION PROCESS ON THE POSITIVE ORTHANT.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 820, doi. 10.1239/jap/1316796917
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- Article
A NOTE ON A PAPER BY WONG AND HEYDE.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 811
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- Article
MICROPULSES AND DIFFERENT TYPES OF BROWNIAN MOTION.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 792, doi. 10.1239/jap/1316796915
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- Article
A CONSISTENT MARKOV PARTITION PROCESS GENERATED FROM THE PAINTBOX PROCESS.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 778, doi. 10.1239/jap/1316796914
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- Article
REALIZATION OF AN ERGODIC MARKOV CHAIN AS A RANDOM WALK SUBJECT TO A SYNCHRONIZING ROAD COLORING.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 766, doi. 10.1239/jap/1316796913
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- Article
A TWO-DIMENSIONAL RISK MODEL WITH PROPORTIONAL REINSURANCE.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 749, doi. 10.1239/jap/1316796912
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- Article
OPTIMAL CONTROL OF CAPITAL INJECTIONS BY REINSURANCE WITH A CONSTANT RATE OF INTEREST.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 733, doi. 10.1239/jap/1316796911
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- Article
¹RUSSO'S FORMULA, UNIQUENESS OF THE INFINITE CLUSTER, AND CONTINUOUS DIFFERENTIABILITY OF FREE ENERGY FOR CONTINUUM PERCOLATION.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 597, doi. 10.1239/jap/1316796901
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- Article
ON THE GROWTH OF THE ONE-DIMENSIONAL REVERSE IMMUNIZATION CONTACT PROCESSES.
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- Journal of Applied Probability, 2011, v. 48, n. 3, p. 611, doi. 10.1239/jap/1316796902
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- Article