174 results in 93Exx
Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes
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- Journal of Applied Probability / Volume 49 / Issue 1 / March 2012
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- 04 February 2016, pp. 150-166
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- March 2012
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Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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- Journal of Applied Probability / Volume 48 / Issue 4 / December 2011
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- 14 July 2016, pp. 984-1002
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- December 2011
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On the conditional distributions of spatial point processes
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- Advances in Applied Probability / Volume 43 / Issue 2 / June 2011
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- 01 July 2016, pp. 301-307
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- June 2011
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Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
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- Advances in Applied Probability / Volume 43 / Issue 2 / June 2011
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- 01 July 2016, pp. 572-596
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- June 2011
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Approximation of bounds on mixed-level orthogonal arrays
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- Advances in Applied Probability / Volume 43 / Issue 2 / June 2011
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- 01 July 2016, pp. 399-421
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- June 2011
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Discrete Models for Scattering Populations
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- Journal of Applied Probability / Volume 48 / Issue 1 / March 2011
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- 14 July 2016, pp. 285-292
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- March 2011
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Optimal Time to Exchange Two Baskets
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- Journal of Applied Probability / Volume 48 / Issue 1 / March 2011
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- 14 July 2016, pp. 21-30
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- March 2011
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An optimal portfolio problem in a defaultable market
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- Advances in Applied Probability / Volume 42 / Issue 3 / September 2010
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- 01 July 2016, pp. 689-705
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- September 2010
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A general comparison theorem for backward stochastic differential equations
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- Advances in Applied Probability / Volume 42 / Issue 3 / September 2010
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- 01 July 2016, pp. 878-898
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- September 2010
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Asymptotic Normality of Discrete-Time Markov Control Processes
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- Journal of Applied Probability / Volume 47 / Issue 3 / September 2010
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- 14 July 2016, pp. 778-795
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- September 2010
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OPTIMAL FILTERING IN DISCRETE-TIME SYSTEMS WITH TIME DELAYS AND MARKOVIAN JUMP PARAMETERS
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- The ANZIAM Journal / Volume 51 / Issue 2 / October 2009
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- 18 June 2010, pp. 218-233
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A stochastic differential reinsurance game
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- Journal of Applied Probability / Volume 47 / Issue 2 / June 2010
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- 14 July 2016, pp. 335-349
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- June 2010
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Variance-Optimal Hedging in General Affine Stochastic Volatility Models
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- Advances in Applied Probability / Volume 42 / Issue 1 / March 2010
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- 01 July 2016, pp. 83-105
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- March 2010
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The Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes
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- Journal of Applied Probability / Volume 46 / Issue 4 / December 2009
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- 14 July 2016, pp. 1157-1183
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- December 2009
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Blackwell Optimality for Controlled Diffusion Processes
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- Journal of Applied Probability / Volume 46 / Issue 2 / June 2009
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- 14 July 2016, pp. 372-391
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- June 2009
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Monte Carlo methods for backward equations in nonlinear filtering
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- Advances in Applied Probability / Volume 41 / Issue 1 / March 2009
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- 01 July 2016, pp. 63-100
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- March 2009
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An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
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- Journal of Applied Probability / Volume 46 / Issue 1 / March 2009
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- 14 July 2016, pp. 85-98
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- March 2009
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Uniform approximations of discrete-time filters
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- Advances in Applied Probability / Volume 40 / Issue 4 / December 2008
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- 01 July 2016, pp. 979-1001
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- December 2008
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Controlled Heterogeneous Collection: The Role of Occupation Numbers
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- Journal of Applied Probability / Volume 45 / Issue 3 / September 2008
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- 14 July 2016, pp. 595-609
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- September 2008
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Optimal Co-Adapted Coupling for the Symmetric Random Walk on the Hypercube
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- Journal of Applied Probability / Volume 45 / Issue 3 / September 2008
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- 14 July 2016, pp. 703-713
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- September 2008
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