4364 results in Advances in Applied Probability
Uniform approximation of the Cox-Ingersoll-Ross process
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 1132-1156
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- December 2015
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Generalized fractional Lévy processes with fractional Brownian motion limit
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 1108-1131
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- December 2015
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Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 1064-1087
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- December 2015
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Laplace transform identities for the volume of stopping sets based on Poisson point processes
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 919-933
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- December 2015
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Perfect simulation of M/G/c queues
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 1039-1063
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- December 2015
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Optimal double stopping of a Brownian bridge
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 1212-1234
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- December 2015
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On dynamic mutual information for bivariate lifetimes
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 1157-1174
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- December 2015
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Heavy-traffic limits for polling models with exhaustive service and non-FCFS service order policies
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 989-1014
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- December 2015
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APR volume 47 issue 4 Cover and Back matter
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. b1-b2
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APR volume 47 issue 4 Cover and Front matter
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. f1-f6
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- December 2015
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Records from stationary observations subject to a random trend
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 1175-1189
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- December 2015
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Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations
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- 21 March 2016, pp. 1088-1107
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- December 2015
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Nonlinear filtering of stochastic dynamical systems with Lévy noises
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 902-918
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- September 2015
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Rare-event simulation and efficient discretization for the supremum of Gaussian random fields
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 787-816
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- September 2015
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A necessary and sufficient condition for the nontrivial limit of the derivative martingale in a branching random walk
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 741-760
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- September 2015
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Large deviations for the Ornstein-Uhlenbeck process with shift
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 880-901
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- September 2015
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Perfect sampling for infinite server and loss systems
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 761-786
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- September 2015
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Consistency of constructions for cell division processes
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 640-651
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- September 2015
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From characteristic functions to implied volatility expansions
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 837-857
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- September 2015
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Distance between two random k-out digraphs, with and without preferential attachment
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 858-879
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- September 2015
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