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Weak random periodic solutions of random dynamical systems
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- Canadian Mathematical Bulletin / Volume 67 / Issue 1 / March 2024
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- 12 July 2023, pp. 137-151
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- March 2024
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Short-time behavior of solutions to Lévy-driven stochastic differential equations
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- Journal of Applied Probability / Volume 60 / Issue 3 / September 2023
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- 12 January 2023, pp. 765-780
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- September 2023
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Reflection principle for finite-velocity random motions
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 15 December 2022, pp. 479-492
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- June 2023
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Fair gambler’s ruin stochastically maximizes playing time
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- Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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- 10 March 2022, pp. 656-659
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- June 2022
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General drawdown of general tax model in a time-homogeneous Markov framework
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- Journal of Applied Probability / Volume 58 / Issue 4 / December 2021
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- 22 November 2021, pp. 1131-1151
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- December 2021
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Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime
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- Advances in Applied Probability / Volume 53 / Issue 4 / December 2021
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- 22 November 2021, pp. 1190-1221
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- December 2021
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Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure
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- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
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- 25 February 2021, pp. 42-67
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- March 2021
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Breaking bivariate records
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- Combinatorics, Probability and Computing / Volume 30 / Issue 1 / January 2021
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- 18 August 2020, pp. 105-123
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Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem
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- Advances in Applied Probability / Volume 52 / Issue 2 / June 2020
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- 15 July 2020, pp. 404-432
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- June 2020
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On the existence of sure profits via flash strategies
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- Journal of Applied Probability / Volume 56 / Issue 2 / June 2019
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- 30 July 2019, pp. 384-397
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- June 2019
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Exit times for ARMA processes
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- Advances in Applied Probability / Volume 50 / Issue A / December 2018
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- 01 February 2019, pp. 191-195
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- December 2018
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Marginal standardization of upper semicontinuous processes. With application to max-stable processes
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- Journal of Applied Probability / Volume 54 / Issue 3 / September 2017
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- 15 September 2017, pp. 773-796
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- September 2017
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Robust scheduling for flexible processing networks
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- Advances in Applied Probability / Volume 49 / Issue 2 / June 2017
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- 26 June 2017, pp. 603-628
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- June 2017
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Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations
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- Journal of Applied Probability / Volume 54 / Issue 1 / March 2017
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- 04 April 2017, pp. 23-41
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- March 2017
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Random fields of bounded variation and computation of their variation intensity
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- Advances in Applied Probability / Volume 48 / Issue 4 / December 2016
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- 11 January 2017, pp. 947-971
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- December 2016
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Stability of multiclass queueing networks under longest-queue and longest-dominating-queue scheduling
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- Journal of Applied Probability / Volume 53 / Issue 2 / June 2016
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- 21 June 2016, pp. 421-433
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- June 2016
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Asymptotic behaviour near extinction of continuous-state branching processes
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- Journal of Applied Probability / Volume 53 / Issue 2 / June 2016
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- 21 June 2016, pp. 381-391
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- June 2016
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Kloosterman paths and the shape of exponential sums
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- Compositio Mathematica / Volume 152 / Issue 7 / July 2016
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- 15 April 2016, pp. 1489-1516
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- July 2016
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Local martingales with two reflecting barriers
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- Journal of Applied Probability / Volume 52 / Issue 4 / December 2015
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- 30 March 2016, pp. 1062-1075
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- December 2015
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Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions
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- Advances in Applied Probability / Volume 47 / Issue 1 / March 2015
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- 04 January 2016, pp. 210-230
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- March 2015
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