Research Papers
A general shock model for a reliability system
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- 14 July 2016, pp. 925-935
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The growth of general population-size-dependent branching processes year by year
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- 14 July 2016, pp. 1-14
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Explicit formulae for stationary distributions of stress release processes
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- 14 July 2016, pp. 315-321
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An unexpected connection between branching processes and optimal stopping
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- 14 July 2016, pp. 613-626
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The Galton-Watson process revisited: some martingale relationships and applications
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- 14 July 2016, pp. 322-328
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Optimal investment strategies in a CIR framework
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- 14 July 2016, pp. 936-946
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Ornstein-Uhlenbeck type processes and branching processes with immigration
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- 14 July 2016, pp. 627-634
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Geometric inequalities for the eigenvalues of concentrated Markov chains
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- 14 July 2016, pp. 15-28
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The distributions of cluster functionals of extreme events in a dth-order Markov chain
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- 14 July 2016, pp. 29-44
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A note on uniformization for dynamic non-negative systems
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- 14 July 2016, pp. 329-341
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A probabilistic proof of non-explosion of a non-linear PDE system
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- 14 July 2016, pp. 635-641
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Martingales versus PDEs in finance: an equivalence result with examples
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- 14 July 2016, pp. 947-957
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Explicit bounds for geometric convergence of Markov chains
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- 14 July 2016, pp. 642-651
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Sensitivity analysis for Markov reward structures until entrance times
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- 14 July 2016, pp. 45-63
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Exponential convergence of adaptive importance sampling for Markov chains
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- 14 July 2016, pp. 342-358
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Asymptotic distribution for the sum and maximum of Gaussian processes
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- 14 July 2016, pp. 958-971
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Rates of convergence of stochastically monotone and continuous time Markov models
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- 14 July 2016, pp. 359-373
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Optimal stopping with discount and observation costs
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- 14 July 2016, pp. 64-72
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Discounted optimal stopping problems for the maximum process
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- 14 July 2016, pp. 972-983
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On the dynamics and performance of stochastic fluid systems
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- 14 July 2016, pp. 652-667
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