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Game-theoretic policy computing and simulation for blockchained buffering system via diffusion approximation
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- Probability in the Engineering and Informational Sciences , First View
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- 12 January 2024, pp. 1-36
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Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes
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- Journal of Applied Probability / Volume 61 / Issue 2 / June 2024
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- 07 August 2023, pp. 490-514
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- June 2024
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A first-passage-place problem for integrated diffusion processes
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- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
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- 22 May 2023, pp. 55-67
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- March 2024
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On Markov chain approximations for computing boundary crossing probabilities of diffusion processes
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 11 May 2023, pp. 1386-1415
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- December 2023
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An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries
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- Advances in Applied Probability / Volume 55 / Issue 2 / June 2023
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- 08 March 2023, pp. 672-700
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- June 2023
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Moment-constrained optimal dividends: precommitment and consistent planning
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- Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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- 06 June 2022, pp. 404-432
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- June 2022
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ON OPTIMAL THRESHOLDS FOR PAIRS TRADING IN A ONE-DIMENSIONAL DIFFUSION MODEL
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- The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
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- 07 September 2021, pp. 104-122
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Coarse graining of a Fokker–Planck equation with excluded volume effects preserving the gradient flow structure
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- European Journal of Applied Mathematics / Volume 32 / Issue 4 / August 2021
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- 22 September 2020, pp. 711-745
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Extremes of multitype branching random walks: heaviest tail wins
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- Advances in Applied Probability / Volume 51 / Issue 2 / June 2019
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- 07 August 2019, pp. 514-540
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- June 2019
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The economic average cost Brownian control problem
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- Advances in Applied Probability / Volume 51 / Issue 1 / March 2019
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- 22 July 2019, pp. 300-337
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- March 2019
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Diffusion approximations for load balancing mechanisms in cloud storage systems
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- Advances in Applied Probability / Volume 51 / Issue 1 / March 2019
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- 22 July 2019, pp. 41-86
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- March 2019
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Persistence of small noise and random initial conditions
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- Advances in Applied Probability / Volume 50 / Issue A / December 2018
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- 01 February 2019, pp. 67-81
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- December 2018
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MATHEMATICAL MODELS FOR QUANTIFYING COLLECTIVE CELL BEHAVIOUR
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- Bulletin of the Australian Mathematical Society / Volume 97 / Issue 2 / April 2018
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- 20 February 2018, pp. 349-352
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- April 2018
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Uniform convergence of conditional distributions for absorbed one-dimensional diffusions
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- Advances in Applied Probability / Volume 50 / Issue 1 / March 2018
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- 20 March 2018, pp. 178-203
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- March 2018
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Boundary crossing probabilities for high-dimensional Brownian motion
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- Journal of Applied Probability / Volume 53 / Issue 2 / June 2016
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- 21 June 2016, pp. 543-553
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- June 2016
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Total internal and external lengths of the Bolthausen-Sznitman coalescent
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 73-86
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- December 2014
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Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 186-202
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- March 2014
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Duality Between the Two-Locus Wright–Fisher Diffusion Model and the Ancestral Process with Recombination
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- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
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- 30 January 2018, pp. 256-271
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- March 2013
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Ancestral Graph with Bias in Gene Conversion
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- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
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- 30 January 2018, pp. 239-255
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- March 2013
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Optimal Stopping Problems for Asset Management
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- Advances in Applied Probability / Volume 44 / Issue 3 / September 2012
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- 04 January 2016, pp. 655-677
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- September 2012
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