Works matching IS 00219002 AND DT 2013 AND VI 50 AND IP 2

Results: 23

APPLIED PROBABILITY TRUST PRIZES 2012.

Published in:: Journal of Applied Probability, 2013, v. 50, n. 2, p. 602
Publication type:: Article

GEOMETRIC ρ-MIXING PROPERTY OF THE INTERARRIVAL TIMES OF A STATIONARY MARKOVIAN ARRIVAL PROCESS.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 598

By:

HERVÉ, LOÏC;
LEDOUX, JAMES

Publication type:

Article

DRIFT PARAMETER ESTIMATION FOR A REFLECTED FRACTIONAL BROWNIAN MOTION BASED ON ITS LOCAL TIME.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 592, doi. 10.1239/jap/1371648963

By:

YAOZHONG HU;
CHIHOON LEE

Publication type:

Article

COALESCENCE IN SUBCRITICAL BELLMAN-HARRIS AGE-DEPENDENT BRANCHING PROCESSES.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 576, doi. 10.1239/jap/1371648962

By:

JYY-I HONG

Publication type:

Article

ON THE UNIQUENESS OF MARTINGALES WITH CERTAIN PRESCRIBED MARGINALS.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 557, doi. 10.1239/jap/1371648961

By:

TEHRANCHI, MICHAEL R.

Publication type:

Article

PRUNED DISCRETE RANDOM SAMPLES.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 542, doi. 10.1239/jap/1371648960

By:

GRÜBEL, RUDOLF;
HITCZENKO, PAWEŁ

Publication type:

Article

CONSISTENCY OF SAMPLE ESTIMATES OF RISK AVERSE STOCHASTIC PROGRAMS.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 533, doi. 10.1239/jap/1371648959

By:

SHAPIRO, ALEXANDER

Publication type:

Article

PHASE CHANGES IN THE TOPOLOGICAL INDICES OF SCALE-FREE TREES.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 516, doi. 10.1239/jap/1371648958

By:

QUNQIANG FENG;
ZHISHUI HU

Publication type:

Article

ON THE NUMBER OF TURNS IN REDUCED RANDOM LATTICE PATHS.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 499, doi. 10.1239/jap/1371648957

By:

YUNJIANG JIANG;
WEIJUN XU

Publication type:

Article

RANDOMLY REINFORCED URN DESIGNS WITH PRESPECIFIED ALLOCATIONS.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 486, doi. 10.1239/jap/1371648956

By:

ALETTI, GIACOMO;
GHIGLIETTI, ANDREA;
PAGANONI, ANNA MARIA

Publication type:

Article

A NOTE ON THE MIXTURE REPRESENTATION OF THE CONDITIONAL RESIDUAL LIFETIME OF A COHERENT SYSTEM.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 475, doi. 10.1239/jap/1371648955

By:

XIUYING FENG;
SHUHONG ZHANG;
XIAOHU LI

Publication type:

Article

STOCHASTIC COMPARISONS OF SYMMETRIC SUPERMODULAR FUNCTIONS OF HETEROGENEOUS RANDOM VECTORS.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 464, doi. 10.1239/jap/1371648954

By:

DI CRESCENZO, ANTONIO;
FROSTIG, ESTHER;
PELLEREY, FRANCO

Publication type:

Article

GENERALIZED TELEGRAPH PROCESS WITH RANDOM JUMPS.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 450, doi. 10.1239/jap/1371648953

By:

DI CRESCENZO, ANTONIO;
IULIANO, ANTONELLA;
MARTINUCCI, BARBARA;
ZACKS, SHELEMYAHU

Publication type:

Article

USEFUL MARTINGALES FOR STOCHASTIC STORAGE PROCESSES WITH LÉVY-TYPE INPUT.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 439, doi. 10.1239/jap/1371648952

By:

KELLA, OFFER;
BOXMA, ONNO

Publication type:

Article

THE RESOLVENT AND EXPECTED LOCAL TIMES FOR MARKOV-MODULATED BROWNIAN MOTION WITH PHASE-DEPENDENT TERMINATION RATES.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 430, doi. 10.1239/jap/1371648951

By:

BREUER, LOTHAR

Publication type:

Article

STOCHASTIC BOUNDARY CROSSING PROBABILITIES FOR THE BROWNIAN MOTION.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 419, doi. 10.1239/jap/1371648950

By:

XIAONAN CHE;
DASSIOS, ANGELOS

Publication type:

Article

GENERALIZED BOMBER AND FIGHTER PROBLEMS: OFFLINE OPTIMAL ALLOCATION OF A DISCRETE ASSET.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 403, doi. 10.1239/jap/1371648949

By:

KRIEGER, ABBA M.;
SAMUEL-CAHN, ESTER

Publication type:

Article

OPEN BANDIT PROCESSES WITH UNCOUNTABLE STATES AND TIME-BACKWARD EFFECTS.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 388, doi. 10.1239/jap/1371648948

By:

XIANYI WU;
XIAN ZHOU

Publication type:

Article

OPTIMAL CLOSING OF A MOMENTUM TRADE.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 374, doi. 10.1239/jap/1371648947

By:

EKSTRÖM, ERIK;
LINDBERG, CARL

Publication type:

Article

ASIAN OPTIONS UNDER ONE-SIDED LÉVY MODELS.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 359, doi. 10.1239/jap/1371648946

By:

PATIE, P.

Publication type:

Article

THE MINIMAL ENTROPY MARTINGALE MEASURE FOR EXPONENTIAL MARKOV CHAINS.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 344, doi. 10.1239/jap/1371648945

By:

YOUNG LEE;
RHEINLÄNDER, THORSTEN

Publication type:

Article

FROM HERMITE POLYNOMIALS TO MULTIFRACTIONAL PROCESSES.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 323, doi. 10.1239/jap/1371648944

By:

MARTY, RENAUD

Publication type:

Article

ON JOINT RUIN PROBABILITIES OF A TWO-DIMENSIONAL RISK MODEL WITH CONSTANT INTEREST RATE.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 309, doi. 10.1239/jap/1371648943

By:

ZECHUN HU;
BIN JIANG

Publication type:

Article