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Markov Chains Conditioned Never to Wait Too Long at the Origin
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- Journal of Applied Probability / Volume 46 / Issue 3 / September 2009
- Published online by Cambridge University Press:
- 14 July 2016, pp. 812-826
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- September 2009
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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
- Published online by Cambridge University Press:
- 14 July 2016, pp. 703-713
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- September 2008
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The Noisy Veto-Voter Model: A Recursive Distributional Equation on [0, 1]
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- Journal of Applied Probability / Volume 45 / Issue 3 / September 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 670-688
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- September 2008
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Conditioning an additive functional of a Markov chain to stay nonnegative. II. Hitting a high level
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- Advances in Applied Probability / Volume 37 / Issue 4 / December 2005
- Published online by Cambridge University Press:
- 01 July 2016, pp. 1035-1055
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- December 2005
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Conditioning an additive functional of a Markov chain to stay nonnegative. I. Survival for a long time
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- Journal:
- Advances in Applied Probability / Volume 37 / Issue 4 / December 2005
- Published online by Cambridge University Press:
- 01 July 2016, pp. 1015-1034
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- December 2005
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The equivalent martingale measure conditions in a general model for interest rates
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- Advances in Applied Probability / Volume 37 / Issue 2 / June 2005
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- 01 July 2016, pp. 415-434
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- June 2005
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