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Results 1 to 25 of 336

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Amas de lacets markoviens = Markovian loop clustersLE JAN, Yves.Comptes rendus. Mathématique. 2012, Vol 350, Num 13-14, pp 643-646, issn 1631-073X, 4 p.Article

Is a subspace containing a splitting subspace a splitting subspace?TRIACCA, Umberto.Statistics & probability letters. 2008, Vol 78, Num 17, pp 2997-2999, issn 0167-7152, 3 p.Article

THE UNIQUENESS OF SYMMETRIZING MEASURE OF MARKOV PROCESSESJIANGANG YING; MINZHI ZHAO; BRADLEY, Richard C et al.Proceedings of the American Mathematical Society. 2010, Vol 138, Num 6, pp 2181-2185, issn 0002-9939, 5 p.Article

Absolute continuity of symmetric Markov processesCHEN, Z.-Q; FITZSIMMONS, P. J; TAKEDA, M et al.Annals of probability. 2004, Vol 32, Num 3A, pp 2067-2098, issn 0091-1798, 32 p.Article

Markov paths, loops and fields (Ecole d'été de probabilités de Saint-Flour XXXVIII-2008)Le Jan, Yves.Lecture notes in mathematics. 2011, Vol 2026, issn 0075-8434, isbn 978-3-642-21215-4 3-642-21215-8, 1Vol, VIII-124 p, isbn 978-3-642-21215-4 3-642-21215-8Book

Optimal Control for Non-Homogeneous Linear Systems Driven by Fractional NoisesZIMBIDIS, Alexandros A.Stochastic analysis and applications. 2010, Vol 28, Num 2, pp 274-292, issn 0736-2994, 19 p.Article

Default Times in a Continuous-Time Markovian Regime Switching ModelELLIOTT, Robert J; TAK KUEN SIU.Stochastic analysis and applications. 2011, Vol 29, Num 5, pp 824-837, issn 0736-2994, 14 p.Article

Markovian extensions of a stochastic processPETROVIC, Ljiljana.Statistics & probability letters. 2008, Vol 78, Num 6, pp 810-814, issn 0167-7152, 5 p.Article

MAP/(PH/PH)/c Queue with Self-Generation of Priorities and Non-Preemptive ServiceKRISHNAMOORTHY, A; BABU, S; NARAYANAN, Viswanath C et al.Stochastic analysis and applications. 2008, Vol 26, Num 6, pp 1250-1266, issn 0736-2994, 17 p.Article

The chaotic-representation property for a class of normal martingalesATTAL, Stéphane; BELTON, Alexander C. R.Probability theory and related fields. 2007, Vol 139, Num 3-4, pp 543-562, issn 0178-8051, 20 p.Article

Isomorphism theorems for Markov chainsEISENBAUM, Nathalie.Stochastic processes and their applications. 2004, Vol 110, Num 2, pp 247-258, issn 0304-4149, 12 p.Article

An implementation of the iterative proportional fitting procedure by propagation treesBADSBERG, J. H; MALVESTUTO, F. M.Computational statistics & data analysis. 2001, Vol 37, Num 3, pp 297-322, issn 0167-9473Article

Bayesian analysis of multistate event history data: beta-Dirichlet process priorKIM, Yongdai; JAMES, Lancelot; WEISSBACH, Rafael et al.Biometrika. 2012, Vol 99, Num 1, pp 127-140, issn 0006-3444, 14 p.Article

Correlated Markov Quantum WalksHAMZA, Eman; JOYE, Alain.Annales Henri Poincaré. 2012, Vol 13, Num 8, pp 1767-1805, issn 1424-0637, 39 p.Article

Large Deviations via Almost Sure CLT for Functionals of Markov ProcessesOPRISAN, Adina; KORZENIOWSKI, Andrzej.Stochastic analysis and applications. 2012, Vol 30, Num 5, pp 933-947, issn 0736-2994, 15 p.Article

Markov processes on Riesz spacesVARDY, Jessica J; WATSON, Bruce A.Positivity (Dordrecht). 2012, Vol 16, Num 2, pp 373-391, issn 1385-1292, 19 p.Article

On the orthogonal component of BSDEs in a Markovian settingREVEILLAC, Anthony.Statistics & probability letters. 2012, Vol 82, Num 1, pp 151-157, issn 0167-7152, 7 p.Article

(Homogeneous) Markovian bridgesVIGON, Vincent.Annales de l'I.H.P. Probabilités et statistiques. 2011, Vol 47, Num 3, pp 875-916, issn 0246-0203, 42 p.Article

A DIRECT APPROACH TO A FIRST-PASSAGE PROBLEM WITH APPLICATIONS IN RISK THEORYLANDRIAULT, David; SENDOVA, Kristina P.Stochastic models. 2011, Vol 27, Num 3, pp 388-406, issn 1532-6349, 19 p.Article

A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of InsuredsLINA MA; JINGXIAO ZHANG; KANNAN, D et al.Stochastic analysis and applications. 2011, Vol 29, Num 5, pp 860-880, issn 0736-2994, 21 p.Article

A stochastic model for assessing Chlamydia trachomatis transmission risk by using longitudinal observational dataWANZHU TU; GHOSH, Pulak; KATZ, Barry P et al.Journal of the Royal Statistical Society. Series A. Statistics in society (Print). 2011, Vol 174, pp 975-989, issn 0964-1998, 15 p., 4Article

Comparison of Selected Methods for Modeling of Multi-State Disease Progression Processes: A Simulation StudyHUSZTI, Ella; ABRAHAMOWICZ, Michal; ALIOUM, Ahmadou et al.Communications in statistics. Simulation and computation. 2011, Vol 40, Num 8-10, pp 1402-1421, issn 0361-0918, 20 p.Article

Intrinsic volumes of the maximal polytope process in higher dimensional STIT tessellationsSCHREIBER, Tomasz; THÄLE, Christoph.Stochastic processes and their applications. 2011, Vol 121, Num 5, pp 989-1012, issn 0304-4149, 24 p.Article

Martingale Representation and Admissible Portfolio Process with Regime SwitchingCHUIN CHING LIEW; TAK KUEN SIU.Stochastic analysis and applications. 2011, Vol 29, Num 1, pp 106-120, issn 0736-2994, 15 p.Article

ON A GENERALIZATION OF THE RISK MODEL WITH MARKOVIAN CLAIM ARRIVALSCHEUNG, Eric C. K; LANDRIAULT, David; BADESCU, Andrei L et al.Stochastic models. 2011, Vol 27, Num 3, pp 407-430, issn 1532-6349, 24 p.Article

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