27 results
De Finetti’s control problem with a concave bound on the control rate
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- Journal of Applied Probability / Volume 61 / Issue 3 / September 2024
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- 25 January 2024, pp. 834-850
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- September 2024
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Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 19 May 2023, pp. 1439-1468
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- December 2023
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A spatial mutation model with increasing mutation rates
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 03 April 2023, pp. 1157-1180
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- December 2023
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A dual risk model with additive and proportional gains: ruin probability and dividends
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- Advances in Applied Probability / Volume 55 / Issue 2 / June 2023
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- 08 February 2023, pp. 549-580
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- June 2023
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Reciprocal properties of random fields on undirected graphs
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- Journal of Applied Probability / Volume 60 / Issue 3 / September 2023
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- 31 January 2023, pp. 781-796
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- September 2023
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From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
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- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
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- 19 September 2022, pp. 68-84
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- March 2023
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Rate of convergence for traditional Pólya urns
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- Journal of Applied Probability / Volume 57 / Issue 4 / December 2020
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- 23 November 2020, pp. 1029-1044
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- December 2020
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A unified stability theory for classical and monotone Markov chains
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- Journal of Applied Probability / Volume 56 / Issue 1 / March 2019
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- 12 July 2019, pp. 1-22
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- March 2019
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Intertwined Markov processes: the extended Chapman–Kolmogorov equation
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 148 / Issue 1 / February 2018
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- 04 September 2017, pp. 123-131
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- February 2018
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Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes
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- Journal of Applied Probability / Volume 53 / Issue 2 / June 2016
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- 21 June 2016, pp. 572-584
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- June 2016
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On Stationary Distributions of Stochastic Neural Networks
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- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
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- 30 January 2018, pp. 837-857
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- September 2014
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A Hierarchical Probability Model of Colon Cancer
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- Advances in Applied Probability / Volume 44 / Issue 4 / December 2012
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- 04 January 2016, pp. 1052-1083
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- December 2012
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Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes
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- Journal of Applied Probability / Volume 49 / Issue 1 / March 2012
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- 04 February 2016, pp. 150-166
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- March 2012
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Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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- Journal of Applied Probability / Volume 48 / Issue 4 / December 2011
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- 14 July 2016, pp. 984-1002
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- December 2011
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ON TENSOR PRODUCTS OF WEAK MIXING VECTOR SEQUENCES AND THEIR APPLICATIONS TO UNIQUELY E-WEAK MIXING C*-DYNAMICAL SYSTEMS
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- Bulletin of the Australian Mathematical Society / Volume 85 / Issue 1 / February 2012
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- 04 October 2011, pp. 46-59
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- February 2012
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An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
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- Journal of Applied Probability / Volume 46 / Issue 1 / March 2009
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- 14 July 2016, pp. 85-98
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- March 2009
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Maximal avalanches in the Bak-Sneppen model
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- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
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- 14 July 2016, pp. 840-851
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- September 2006
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Pair formation in a Markovian arrival process with two event labels
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- Journal of Applied Probability / Volume 41 / Issue 4 / December 2004
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- 14 July 2016, pp. 1124-1137
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- December 2004
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Extremal problems for regenerative phenomena
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- Journal of Applied Probability / Volume 41 / Issue A / 2004
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- 14 July 2016, pp. 333-346
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- 2004
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On the stochastic domination for batch-arrival, batch-service and assemble-transfer queueing networks
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- Journal of Applied Probability / Volume 40 / Issue 4 / September 2003
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- 14 July 2016, pp. 1103-1120
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- September 2003
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