Journal of Applied Probability

Journal of Applied Probability

Volume 52, Number 1

March 2015

Select/deselect all

Research Papers

Convergence to stable laws in the space DFrançois Roueff and Philippe Soulier; 1 - 17
Abstract Enhanced PDF
State-dependent fractional point processesR. Garra, E. Orsingher, and F. Polito; 18 - 36
Abstract Enhanced PDF
The Hawkes process with different exciting functions and its asymptotic behaviorRaúl Fierro, Víctor Leiva, and Jesper Møller; 37 - 54
Abstract Enhanced PDF
Extremes of homogeneous Gaussian random fieldsKrzysztof Dębicki, Enkelejd Hashorva, and Natalia Soja-Kukieła; 55 - 67
Abstract Enhanced PDF
Logarithmic asymptotics for multidimensional extremes under nonlinear scalingsK. M. Kosiński and M. Mandjes; 68 - 81
Abstract Enhanced PDF
Stochastic monotonicity and duality of kth order with application to put-call symmetry of powered optionsVassili N. Kolokoltsov; 82 - 101
Abstract Enhanced PDF
Stochastic order relations among parallel systems from Weibull distributionsNuria Torrado and Subhash C. Kochar; 102 - 116
Abstract Enhanced PDF
Extreme dispersions of semicoherent and mixed system lifetimesPatryk Miziuła and Tomasz Rychlik; 117 - 128
Abstract Enhanced PDF
Applying the Wiener-Hopf Monte Carlo simulation technique for Lévy processes to path functionalsAlbert Ferreiro-Castilla and Kees van Schaik; 129 - 148
Abstract Enhanced PDF
The Euler scheme for a stochastic differential equation driven by pure jump semimartingalesHanchao Wang; 149 - 166
Abstract Enhanced PDF
On the disorder problem for a negative binomial processBruno Buonaguidi and Pietro Muliere; 167 - 179
Abstract Enhanced PDF
Maximal percentages in Pólya's urnErnst Schulte-Geers and Wolfgang Stadje; 180 - 190
Abstract Enhanced PDF
On the frequency of drawdowns for Brownian motion processesDavid Landriault, Bin Li, and Hongzhong Zhang; 191 - 208
Abstract Enhanced PDF
Optimal dividend policy when cash reserves follow a jump-diffusion process under Markov-regime switchingZhengjun Jiang; 209 - 223
Abstract Enhanced PDF
Eigentime identity for one-dimensional diffusion processesLi-Juan Cheng and Yong-Hua Mao; 224 - 237
Abstract Enhanced PDF
Ergodic inequality of a two-parameter infinitely-many-alleles diffusion modelYouzhou Zhou; 238 - 246
Abstract Enhanced PDF
A limit theorem for a Weiss epidemic processA. V. Kalinkin and A. V. Mastikhin; 247 - 257
Abstract Enhanced PDF
New results for the two-stage contact processEric Foxall; 258 - 268
Abstract Enhanced PDF
A queueing loss model with heterogeneous skill based servers under idle time ordering policiesBabak Haji and Sheldon M. Ross; 269 - 277
Abstract Enhanced PDF
Representations for the decay parameter of a birth-death process based on the Courant-Fischer theoremErik A. van Doorn; 278 - 289
Abstract Enhanced PDF

Short Communications

Asymptotic properties of protected nodes in random recursive treesHosam M. Mahmoud and Mark D. Ward; 290 - 297
Abstract Enhanced PDF
An optimal threshold strategy in the two-envelope problem with partial informationMartin Egozcue and Luis Fuentes García; 298 - 304
Abstract Enhanced PDF

Letter to the Editor

On Ashrafi and Asadi (2014)S. Ashrafi and M. Asadi; 305
Abstract PDF
Select/deselect all
  • Export citations

© 2019 Applied Probability Trust

Top

Applied Probability Trust

Journal of Applied Probability
  • You have access to this content.
  • You have partial access to this content.
  • You do not have access to this content.
Turn Off MathJax

What is MathJax?