4364 results in Advances in Applied Probability
A large-scale particle system with independent jumps and distributed synchronization
- Part of:
-
- Journal:
- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 04 October 2024, pp. 1-31
-
- Article
-
- You have access
- HTML
- Export citation
APR volume 56 issue 3 Cover and Front matter
-
- Journal:
- Advances in Applied Probability / Volume 56 / Issue 3 / September 2024
- Published online by Cambridge University Press:
- 19 September 2024, pp. f1-f2
- Print publication:
- September 2024
-
- Article
-
- You have access
- Export citation
APR volume 56 issue 3 Cover and Back matter
-
- Journal:
- Advances in Applied Probability / Volume 56 / Issue 3 / September 2024
- Published online by Cambridge University Press:
- 19 September 2024, pp. b1-b2
- Print publication:
- September 2024
-
- Article
-
- You have access
- Export citation
Optimal drift rate control and two-sided impulse control for a Brownian system with the long-run average criterion
- Part of:
-
- Journal:
- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 31 July 2024, pp. 1-34
-
- Article
-
- You have access
- HTML
- Export citation
Tail variance and confidence of using tail conditional expectation: analytical representation, capital adequacy, and asymptotics
- Part of:
-
- Journal:
- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 31 July 2024, pp. 1-25
-
- Article
-
- You have access
- HTML
- Export citation
Optimal risk sharing for lambda value-at-risk
- Part of:
-
- Journal:
- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 29 July 2024, pp. 1-33
-
- Article
-
- You have access
- HTML
- Export citation
Tail asymptotics and precise large deviations for some Poisson cluster processes
- Part of:
-
- Journal:
- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 26 July 2024, pp. 1-37
-
- Article
-
- You have access
- HTML
- Export citation
Error bounds for one-dimensional constrained Langevin approximations for nearly density-dependent Markov chains
- Part of:
-
- Journal:
- Advances in Applied Probability / Volume 56 / Issue 3 / September 2024
- Published online by Cambridge University Press:
- 26 July 2024, pp. 825-867
- Print publication:
- September 2024
-
- Article
-
- You have access
- HTML
- Export citation
Convergence of hybrid slice sampling via spectral gap
- Part of:
-
- Journal:
- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 25 July 2024, pp. 1-27
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
Change of measure in a Heston–Hawkes stochastic volatility model
- Part of:
-
- Journal:
- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 24 July 2024, pp. 1-30
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
APR volume 56 issue 2 Cover and Front matter
-
- Journal:
- Advances in Applied Probability / Volume 56 / Issue 2 / June 2024
- Published online by Cambridge University Press:
- 03 May 2024, pp. f1-f2
- Print publication:
- June 2024
-
- Article
-
- You have access
- Export citation
APR volume 56 issue 2 Cover and Back matter
-
- Journal:
- Advances in Applied Probability / Volume 56 / Issue 2 / June 2024
- Published online by Cambridge University Press:
- 03 May 2024, pp. b1-b2
- Print publication:
- June 2024
-
- Article
-
- You have access
- Export citation
Antithetic multilevel particle filters
- Part of:
-
- Journal:
- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 16 April 2024, pp. 1-40
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
An extreme worst-case risk measure by expectile
- Part of:
-
- Journal:
- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 02 April 2024, pp. 1-20
-
- Article
-
- You have access
- HTML
- Export citation
Convergence of the height process of supercritical Galton–Watson forests with an application to the configuration model in the critical window
- Part of:
-
- Journal:
- Advances in Applied Probability / Volume 56 / Issue 3 / September 2024
- Published online by Cambridge University Press:
- 02 April 2024, pp. 1064-1105
- Print publication:
- September 2024
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
Topological reconstruction of compact supports of dependent stationary random variables
- Part of:
-
- Journal:
- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 02 April 2024, pp. 1-31
-
- Article
-
- You have access
- HTML
- Export citation
Multidimensional random motions with a natural number of finite velocities
- Part of:
-
- Journal:
- Advances in Applied Probability / Volume 56 / Issue 3 / September 2024
- Published online by Cambridge University Press:
- 22 March 2024, pp. 1033-1063
- Print publication:
- September 2024
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
Generalised shot-noise representations of stochastic systems driven by non-Gaussian Lévy processes
- Part of:
-
- Journal:
- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 21 March 2024, pp. 1-36
-
- Article
-
- You have access
- HTML
- Export citation
A sufficient condition for the quasipotential to be the rate function of the invariant measure of countable-state mean-field interacting particle systems
- Part of:
-
- Journal:
- Advances in Applied Probability / Volume 56 / Issue 3 / September 2024
- Published online by Cambridge University Press:
- 21 March 2024, pp. 960-1003
- Print publication:
- September 2024
-
- Article
-
- You have access
- HTML
- Export citation
On optimal reinsurance in the presence of premium budget constraint and reinsurer’s risk limit
-
- Journal:
- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 20 March 2024, pp. 1-28
-
- Article
-
- You have access
- HTML
- Export citation