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Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs
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- Advances in Applied Probability / Volume 53 / Issue 1 / March 2021
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- 17 March 2021, pp. 189-219
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- March 2021
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Why is Kemeny’s constant a constant?
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- Journal of Applied Probability / Volume 55 / Issue 4 / December 2018
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- 16 January 2019, pp. 1025-1036
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- December 2018
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Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution
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- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
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- 30 January 2018, pp. 741-755
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- September 2014
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The Minimal Entropy Martingale Measure for Exponential Markov Chains
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- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
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- 30 January 2018, pp. 344-358
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- June 2013
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Summary Statistics for Endpoint-Conditioned Continuous-Time Markov Chains
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- Journal of Applied Probability / Volume 48 / Issue 4 / December 2011
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- 14 July 2016, pp. 911-924
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- December 2011
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Conditionally Independent Increment Point Processes
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- Journal of Applied Probability / Volume 48 / Issue 2 / June 2011
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- 14 July 2016, pp. 490-513
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- June 2011
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Simple derivations of properties of counting processes associated with Markov renewal processes
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- Journal of Applied Probability / Volume 42 / Issue 4 / December 2005
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- 14 July 2016, pp. 1031-1043
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- December 2005
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Conditional tail expectations for multivariate phase-type distributions
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- Journal of Applied Probability / Volume 42 / Issue 3 / September 2005
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- 14 July 2016, pp. 810-825
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- September 2005
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Generalized product-form stationary distributions for Markov chains in random environments with queueing applications
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- Advances in Applied Probability / Volume 37 / Issue 1 / March 2005
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- 01 July 2016, pp. 185-211
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- March 2005
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Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains
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- Journal of Applied Probability / Volume 42 / Issue 1 / March 2005
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- 14 July 2016, pp. 52-60
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- March 2005
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Empirical convergence rates for continuous-time Markov chains
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- Journal of Applied Probability / Volume 38 / Issue 1 / March 2001
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- 14 July 2016, pp. 262-269
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- March 2001
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Sensitivity analysis for Markov reward structures until entrance times
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- Journal of Applied Probability / Volume 37 / Issue 1 / March 2000
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- 14 July 2016, pp. 45-63
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- March 2000
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Modelling hierarchical systems by a continuous-time homogeneous Markov chain using two-wave panel data
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- Journal of Applied Probability / Volume 36 / Issue 3 / September 1999
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- 14 July 2016, pp. 644-653
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- September 1999
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Empirical clustering of bursts of openings in markov and semi-markov models of single channel gating incorporating time interval omission
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- Advances in Applied Probability / Volume 29 / Issue 4 / December 1997
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- 01 July 2016, pp. 909-946
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- December 1997
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Superposition of Interacting Aggregated Continuous-Time Markov Chains
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- Advances in Applied Probability / Volume 29 / Issue 1 / March 1997
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- 01 July 2016, pp. 56-91
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- March 1997
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Clustering of Bursts of Openings in Markov and Semi-Markov Models of Single Channel Gating
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- Advances in Applied Probability / Volume 29 / Issue 1 / March 1997
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- 01 July 2016, pp. 92-113
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- March 1997
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An Efficient Procedure for Computing Quasi-Stationary Distributions of Markov Chains by Sparse Transition Structure
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- Advances in Applied Probability / Volume 26 / Issue 1 / March 1994
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- 01 July 2016, pp. 68-79
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- March 1994
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On the exact distribution of observed open times in single ion channel models
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- Journal of Applied Probability / Volume 30 / Issue 3 / September 1993
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- 14 July 2016, pp. 529-537
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- September 1993
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A coupling of finite particle systems
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- Journal of Applied Probability / Volume 30 / Issue 1 / March 1993
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- 14 July 2016, pp. 258-262
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- March 1993
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Aggregated semi-Markov processes incorporating time interval omission
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- Advances in Applied Probability / Volume 23 / Issue 4 / December 1991
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- 01 July 2016, pp. 772-797
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- December 1991
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