11 results
EVOLUTIONARY DYNAMICS IN DISCRETE TIME FOR THE PERTURBED POSITIVE DEFINITE REPLICATOR EQUATION
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- The ANZIAM Journal / Volume 62 / Issue 2 / April 2020
- Published online by Cambridge University Press:
- 09 December 2020, pp. 148-184
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Stability of Multi-Dimensional Birth-and-Death Processes with State-Dependent 0-Homogeneous Jumps
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 59-75
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- March 2014
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Corrigendum: On the use of a discrete form of the Itô formula in the article ‘Almost sure asymptotic stability analysis of the $\theta $-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations’
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- LMS Journal of Computation and Mathematics / Volume 16 / October 2013
- Published online by Cambridge University Press:
- 01 September 2013, pp. 366-372
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Quantitative Estimates for the Long-Time Behavior of an Ergodic Variant of the Telegraph Process
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- Advances in Applied Probability / Volume 44 / Issue 4 / December 2012
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- 04 January 2016, pp. 977-994
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- December 2012
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Almost sure asymptotic stability analysis of the θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations
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- LMS Journal of Computation and Mathematics / Volume 15 / May 2012
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- 01 April 2012, pp. 71-83
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STABILITY OF SINGULAR JUMP-LINEAR SYSTEMS WITH A LARGE STATE SPACE: A TWO-TIME-SCALE APPROACH
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- The ANZIAM Journal / Volume 52 / Issue 4 / April 2011
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- 20 March 2012, pp. 372-390
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Uniform approximations of discrete-time filters
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- Advances in Applied Probability / Volume 40 / Issue 4 / December 2008
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- 01 July 2016, pp. 979-1001
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- December 2008
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A sufficient condition for the existence of an invariant probability measure for Markov processes
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- Journal of Applied Probability / Volume 42 / Issue 3 / September 2005
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- 14 July 2016, pp. 873-878
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- September 2005
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Stability of linear stochastic difference equations in strategically controlled random environments
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- Advances in Applied Probability / Volume 35 / Issue 4 / December 2003
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- 01 July 2016, pp. 961-981
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- December 2003
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The stochastic equation Yt+1 = AtYt + Bt with non-stationary coefficients
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- Journal of Applied Probability / Volume 38 / Issue 1 / March 2001
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- 14 July 2016, pp. 80-94
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- March 2001
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Absorbing process in recursive stochastic equations
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- Journal of Applied Probability / Volume 35 / Issue 2 / June 1998
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- 14 July 2016, pp. 418-426
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- June 1998
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