Advances in Applied Probability, published by the Applied Probability Trust, contains reviews and expository papers in applied probability, as well as mathematical and scientific papers of interest to probabilists, letters to the editor and a section devoted to stochastic geometry and statistical applications.
Volume 40, Number 2
Publication Date: June 2008
Stochastic Geometry and Statistical Applications
Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications
Charles Bordenave and Giovanni Luca Torrisi; 293-320
Power diagrams and interaction processes for unions of discs
Jesper Møller and Kateřina Helisová; 321-347
Length and surface area estimation under smoothness restrictions
Beatriz Pateiro-López and Alberto Rodríguez-Casal; 348-358
General Applied Probability
Optimal selection policies for a sequence of candidate drugs
C. Charalambous and J. C. Gittins; 359-376
Index policies for discounted bandit problems with availability constraints
Savas Dayanik, Warren Powell and Kazutoshi Yamazaki; 377-400
Exponential utility indifference valuation in two Brownian settings with stochastic correlation
Christoph Frei and Martin Schweizer; 401-423
Large deviation estimates of the crossing probability for pinned Gaussian processes
Lucia Caramellino and Barbara Pacchiarotti; 424-453
Using systematic sampling selection for Monte Carlo solutions of Feynman-Kac equations
Ivan Gentil and Bruno Rémillard; 454-472
Importance sampling and the two-locus model with subdivided population structure
Robert C. Griffiths, Paul A. Jenkins and Yun S. Song; 473-500
A characterization of the first hitting time of double integral processes to curved boundaries
Jonathan Touboul and Olivier Faugeras; 501-528
Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections
Francisco J. Piera, Ravi R. Mazumdar and Fabrice M. Guillemin; 529-547
Steady-state analysis of a multiserver queue in the Halfin-Whitt regime
David Gamarnik and Petar Momčilović; 548-577
Multivariate risk processes with interacting intensities
Nicole Bäuerle and Rudolf Grübel; 578-601
Advances in Applied Probability
