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On gradual-impulse control of continuous-time Markov decision processes with exponential utility
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- 01 July 2021, pp. 301-334
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Exponential ergodicity and steady-state approximations for a class of markov processes under fast regime switching
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- 17 March 2021, pp. 1-29
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Avalanches in a short-memory excitable network
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- 08 October 2021, pp. 609-648
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Exact simulation of coupled Wright–Fisher diffusions
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- 22 November 2021, pp. 923-950
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Yaglom limit for stochastic fluid models
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- 08 October 2021, pp. 649-686
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Markov chain approximation of one-dimensional sticky diffusions
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- 01 July 2021, pp. 335-369
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A stochastic matching model on hypergraphs
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- 22 November 2021, pp. 951-980
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Model-independent pricing with insider information: a skorokhod embedding approach
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- 17 March 2021, pp. 30-56
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A generalised Dickman distribution and the number of species in a negative binomial process model
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- 01 July 2021, pp. 370-399
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Variational inference for Markovian queueing networks
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- 08 October 2021, pp. 687-715
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Approximations of geometrically ergodic reversible markov chains
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- 22 November 2021, pp. 981-1022
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Functional limit theorems for the euler characteristic process in the critical regime
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- 17 March 2021, pp. 57-80
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Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis
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- 08 October 2021, pp. 716-756
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A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty
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- 01 July 2021, pp. 400-424
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The fluid limit of a random graph model for a shared ledger
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- 17 March 2021, pp. 81-106
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Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration
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- 22 November 2021, pp. 1023-1060
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Random intersection graphs with communities
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- 22 November 2021, pp. 1061-1089
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Load-Sharing Reliability Models with Different Component Sensitivities to Other Components’ Working States
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- 17 March 2021, pp. 107-132
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On spatial matchings: The first-in-first-match case
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- 08 October 2021, pp. 757-800
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From microscopic price dynamics to multidimensional rough volatility models
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- 01 July 2021, pp. 425-462
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