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ORCIDJournal of Applied Probability, Volume 52
Volume 52, Number 1, March 2015
- François Roueff, Philippe Soulier:
Convergence to Stable Laws in the Space D. 1-17 - Roberto Garra, Enzo Orsingher, Federico Polito:
State-Dependent Fractional Point Processes. 18-36 - Raúl Fierro, Víctor Leiva, Jesper Møller:
The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior. 37-54 - Krzysztof Debicki, Enkelejd Hashorva, Natalia Soja-Kukiela:
Extremes of Homogeneous Gaussian Random Fields. 55-67 - K. M. Kosinski, Michel Mandjes:
Logarithmic Asymptotics for Multidimensional Extremes Under Nonlinear Scalings. 68-81 - Vassili N. Kolokoltsov:
Stochastic Monotonicity and Duality of kth Order with Application to Put-Call Symmetry of Powered Options. 82-101 - Nuria Torrado, Subhash C. Kochar:
Stochastic Order Relations Among Parallel Systems from Weibull Distributions. 102-116 - Patryk Miziula, Tomasz Rychlik:
Extreme Dispersions of Semicoherent and Mixed System Lifetimes. 117-128 - Albert Ferreiro-Castilla, Kees van Schaik:
Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals. 129-148 - Hanchao Wang:
The Euler Scheme for a Stochastic Differential Equation Driven by Pure Jump Semimartingales. 149-166 - Bruno Buonaguidi, Pietro Muliere:
On the Disorder Problem for a Negative Binomial Process. 167-179 - Ernst Schulte-Geers, Wolfgang Stadje:
Maximal Percentages in Pólya's Urn. 180-190 - David Landriault, Bin Li, Hongzhong Zhang:
On the Frequency of Drawdowns for Brownian Motion Processes. 191-208 - Zhengjun Jiang:
Optimal Dividend Policy when Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching. 209-223 - LiJuan Chen, Yonghua Mao:
Eigentime Identity for One-Dimensional Diffusion Processes. 224-237 - Youzhou Zhou:
Ergodic Inequality of a Two-Parameter Infinitely-Many-Alleles Diffusion Model. 238-246 - A. V. Kalinkin, A. V. Mastikhin:
A Limit Theorem for a Weiss Epidemic Process. 247-257 - Eric Foxall:
New Results for the Two-Stage Contact Process. 258-268 - Babak Haji, Sheldon M. Ross:
A Queueing Loss Model with Heterogeneous Skill Based Servers Under Idle Time Ordering Policies. 269-277 - Erik A. van Doorn:
Representations for the Decay Parameter of a Birth-Death Process Based on the Courant-Fischer Theorem. 278-289 - Hosam M. Mahmoud, Mark Daniel Ward:
Asymptotic Properties of Protected Nodes in Random Recursive Trees. 290-297 - Martín Egozcue, Luis Fuentes García:
An Optimal Threshold Strategy in the Two-Envelope Problem with Partial Information. 298-304
- Somayeh Ashrafi, Majid Asadi:
On Ashrafi and Asadi (2014). 305
Volume 52, Number 2, June 2015
- Kristian Debrabant, Andreas Rößler:
On the Acceleration of the Multi-Level Monte Carlo Method. 307-322 - Mihály Kovács, Stig Larsson, Fredrik Lindgren:
On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation. 323-338 - Ajay Jasra:
On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions. 339-359 - Antonio Di Crescenzo, Barbara Martinucci, Shelemyahu Zacks:
Compound Poisson Process with a Poisson Subordinator. 360-374 - Ágnes Backhausz, Tamás F. Móri:
Asymptotic Properties of a Random Graph with Duplications. 375-390 - Christophe Andrieu, Gersende Fort, Matti Vihola:
Quantitative Convergence Rates for Subgeometric Markov Chains. 391-404 - Emmanuelle Anceaume, Yann Busnel
, Bruno Sericola:
New Results on a Generalized Coupon Collector Problem Using Markov Chains. 405-418 - Rolando Cavazos-Cadena, Raúl Montes-de-Oca, Karel Sladký:
Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion. 419-440 - Xiao Wu, Xianping Guo:
First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors. 441-456 - Nigel G. Bean, Robert Elliott, Ali Eshragh, Joshua V. Ross:
On Binomial Observations of Continuous-Time Markovian Population Models. 457-472 - Yonit Barron:
A Fluid EOQ Model with Markovian Environment. 473-489 - Jean-Luc Marichal:
Algorithms and Formulae for Conversion Between System Signatures and Reliability Functions. 490-507 - Alessandro D'Andrea, Luca De Sanctis:
The Kruskal-Katona Theorem and a Characterization of System Signatures. 508-518 - Jere Koskela, Paul A. Jenkins, Dario Spanò:
Computational Inference Beyond Kingman's Coalescent. 519-537 - Amaury Lambert, Chunhua Ma:
The Coalescent in Peripatric Metapopulations. 538-557 - Ji Hwan Cha, Inma T. Castro:
A Stochastic Failure Model with Dependent Competing Risks and its Applications to Condition-Based Maintenance. 558-573 - Francisco Germán Badía, Carmen Sangüesa:
The DFR Property for Counting Processes Stopped at an Independent Random Time. 574-585 - Christian Bender, Mikko S. Pakkanen, Hasanjan Sayit:
Sticky Continuous Processes have Consistent Price Systems. 586-594 - Dirk Veestraeten:
A Recursion Formula for the Moments of the First Passage Time of the Ornstein-Uhlenbeck Process. 595-601 - Mark Huber, Nevena Maric:
Multivariate Distributions with Fixed Marginals and Correlations. 602-608
Volume 52, Number 3, September 2015
- Hendrik Baumann, Werner Sandmann:
Bounded truncation error for long-run averages in infinite Markov chains. 609-621 - Harry Crane, Peter McCullagh:
Reversible Markov structures on divisible set partitions. 622-635 - David Applebaum, Stefan Blackwood:
The Kalman-Bucy filter for integrable Lévy processes with infinite second moment. 636-648 - Yoora Kim, Irem Koprulu, Ness B. Shroff:
First exit time of a Lévy flight from a bounded region in ℝN. 649-664 - Esther Frostig:
The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process. 665-687 - Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji:
Parisian ruin of self-similar Gaussian risk processes. 688-702 - Amogh Deshpande:
On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management. 703-717 - Paola Tardelli:
Partially informed investors: hedging in an incomplete market with default. 718-735 - Michael Falk, Martin Hofmann, Maximilian Zott:
On generalized max-linear models and their statistical interpolation. 736-751 - Lars Holst, Takis Konstantopoulos:
Runs in coin tossing: a general approach for deriving distributions for functionals. 752-770 - Robert J. Elliott, Tak Kuen Siu, Samuel N. Cohen:
Backward stochastic difference equations for dynamic convex risk measures on a binomial tree. 771-785 - Parisa Fatheddin:
Central limit theorem for a class of SPDEs. 786-796 - Konstantinos Spiliopoulos:
Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions. 797-810 - Yves F. Atchadé, Yizao Wang:
On the convergence rates of some adaptive Markov chain Monte Carlo algorithms. 811-825 - Fabrice Guillemin, Bruno Sericola:
Volume and duration of losses in finite buffer fluid queues. 826-840 - Mark Brown:
Sharp bounds for exponential approximations under a hazard rate upper bound. 841-850 - Serkan Eryilmaz:
Component importance in coherent systems with exchangeable components. 851-863 - Thomas O. McDonald, Marek Kimmel:
A multitype infinite-allele branching process with applications to cancer evolution. 864-876 - Vladimir Vatutin, Quansheng Liu:
Limit theorems for decomposable branching processes in a random environment. 877-893
- Henry W. Block, Naftali A. Langberg, Thomas H. Savits:
The limiting failure rate for a convolution of life distributions. 894-898 - Ken'ichi Kawanishi, Tetsuya Takine:
A note on the virtual waiting time in the stationary PH/M/c+D queue. 899-903
- Hüseyin Acan, Pawel Hitczenko:
On the covariances of outdegrees in random plane recursive trees. 904-907
- Correction. 908
Volume 52, Number 4, December 2015
- Dacheng Yao, Xiuli Chao, Jingchen Wu:
Optimal control policy for a Brownian inventory system with concave ordering cost. 909-925 - Mitsushi Tamaki:
On the optimal stopping problems with monotone thresholds. 926-940 - Xiuli Chao, Qi-Ming He, Sheldon M. Ross:
Tollbooth tandem queues with infinite homogeneous servers. 941-961 - Fabrice Guillemin, Ravi R. Mazumdar:
Conditional Sojourn times and the volatility of payment schemes for bandwidth sharing in packet networks. 962-980 - B. S. El-Desouky, F. A. Shiha, A. M. Magar:
On a generalization of a waiting time problem and some combinatorial identities. 981-989 - Lina Zhang, Junping Li:
The M/M/c queue with mass exodus and mass arrivals when empty. 990-1002 - Laurent Decreusefond, Ian Flint, Anaïs Vergne:
A note on the simulation of the Ginibre point process. 1003-1012 - Harry Crane, Peter McCullagh:
Poisson superposition processes. 1013-1027 - Enzo Orsingher, Bruno Toaldo:
Counting processes with Bernštein intertimes and random jumps. 1028-1044 - Luisa Beghin, Roberto Garra, Claudio Macci:
Correlated fractional counting processes on a finite-time interval. 1045-1061 - Mats Pihlsgård:
Local martingales with two reflecting barriers. 1062-1075 - Aleksandar Mijatovic, Martijn Pistorius, Johannes Stolte:
Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications. 1076-1096 - Amarjit Budhiraja, Pierre Nyquist:
Large deviations for multidimensional state-dependent shot-noise processes. 1097-1114 - Krzysztof Bartoszek, Serik Sagitov:
Phylogenetic confidence intervals for the optimal trait value. 1115-1132 - Krishna B. Athreya, Vivekananda Roy:
Estimation of integrals with respect to infinite measures using regenerative sequences. 1133-1145 - Svante Janson:
On degenerate sums of m-dependent variables. 1146-1155 - Antonio Di Crescenzo, Abdolsaeed Toomaj:
Extension of the past lifetime and its connection to the cumulative entropy. 1156-1174
- Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig:
On the singular components of a copula. 1175-1182 - Maria Kaminska-Zabierowska, Jorge Navarro:
Erratum to: Mixture representations of residual lifetimes of used systems. 1183-1186 - Bruno Buonaguidi:
A remark on optimal variance stopping problems. 1187-1194 - Peter Windridge:
The extinction time of a subcritical branching process related to the SIR epidemic on a random graph. 1195-1201
- Correction. 1202-1203
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