Research Papers
A Monotone Process Maintenance Model for a Multistate System
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- 14 July 2016, pp. 1-14
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Multi-Actor Markov Decision Processes
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- 14 July 2016, pp. 15-26
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Superreplication of Options on Several Underlying Assets
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- 14 July 2016, pp. 27-38
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Asymptotic Hitting Time for a Simple Evolutionary Model of Protein Folding
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- 14 July 2016, pp. 39-51
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Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains
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- 14 July 2016, pp. 52-60
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Tools to Estimate the First Passage Time to a Convex Barrier
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- 14 July 2016, pp. 61-81
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Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process
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- 14 July 2016, pp. 82-92
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Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts
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- 14 July 2016, pp. 93-107
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What is Known About Robbins' Problem?
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- 14 July 2016, pp. 108-120
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On Optimality of Bold Play for Primitive Casinos in the Presence of Inflation
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- 14 July 2016, pp. 121-137
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Electronic Foreign-Exchange Markets and Passage Events of Independent Subordinators
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- 14 July 2016, pp. 138-152
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Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory
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- 14 July 2016, pp. 153-162
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On Ultimate Ruin in a Delayed-Claims Risk Model
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- 14 July 2016, pp. 163-174
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On the Extinction of a Class of Population-Size-Dependent Bisexual Branching Processes
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- 14 July 2016, pp. 175-184
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Extinction Probability in A Birth-Death Process with Killing
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- 14 July 2016, pp. 185-198
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On the Effect of Finite Buffer Truncation in a Two-Node Jackson Network
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- 14 July 2016, pp. 199-222
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Some Time-Dependent Properties of Symmetric M/G/1 Queues
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- 14 July 2016, pp. 223-234
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A Transposition Rule Analysis Based on a Particle Process
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- 14 July 2016, pp. 235-246
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Obituary: Joseph Leonard Doob
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- 14 July 2016, pp. 247-256
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Doob: A Half-Century on
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- 14 July 2016, pp. 257-266
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