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Results 1 to 25 of 224

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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

RUIN PROBABILITY WITH PARISIAN DELAY FOR A SPECTRALLY NEGATIVE LEVY RISK PROCESSCZARNA, Irmina; PALMOWSKI, Zbigniew.Journal of applied probability. 2011, Vol 48, Num 4, pp 984-1002, issn 0021-9002, 19 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

Characterization of periodically correlated and multivariate stationary discrete time wide Markov processesCASTRO, Glaysar; GIRARDIN, Valerie.Statistics & probability letters. 2008, Vol 78, Num 2, pp 158-164, issn 0167-7152, 7 p.Article

A case-study in the clinical epidemiology of psoriatic arthritis: multistate models and causal argumentsO'KEEFFE, Aidan G; TOM, Brian D. M; FAREWELL, Vernon T et al.Applied statistics. 2011, Vol 60, Num 5, pp 675-699, issn 0035-9254, 25 p.Article

Free quadratic harnessBRYC, Włodzimierz; MATYSIAK, Wojciech; WESOLOWSKI, Jacek et al.Stochastic processes and their applications. 2011, Vol 121, Num 3, pp 657-671, issn 0304-4149, 15 p.Article

LOOP-ERASED RANDOM WALK AND POISSON KERNEL ON PLANAR GRAPHSYADIN, Ariel; YEHUDAYOFF, Amir.Annals of probability. 2011, Vol 39, Num 4, pp 1243-1285, issn 0091-1798, 43 p.Article

Non-homogeneous Markov process models with informative observations with an application to Alzheimer's diseaseBAOJIANG CHEN; ZHOU, Xiao-Hua.Biometrical journal. 2011, Vol 53, Num 3, pp 444-463, issn 0323-3847, 20 p.Article

Phylogenetic analysis of DNA sequences with a novel characteristic vectorYUJUAN HUANG; TIANMING WANG.Journal of mathematical chemistry. 2011, Vol 49, Num 8, pp 1479-1492, issn 0259-9791, 14 p.Article

Poisson Approximation of Impulsive Recurrent Process with Semi-Markov SwitchingKOROLIUK, V. S; LIMNIOS, N; SAMOILENKO, I. V et al.Stochastic analysis and applications. 2011, Vol 29, Num 5, pp 769-778, issn 0736-2994, 10 p.Article

Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated MarketBASAK, Gopal K; GHOSH, Mrinal K; GOSW AMI, Anindya et al.Stochastic analysis and applications. 2011, Vol 29, Num 2, pp 259-281, issn 0736-2994, 23 p.Article

A likelihood ratio test for stationarity of rating transitionsWEISSBACH, Rafael; WALTER, Ronja.Journal of econometrics. 2010, Vol 155, Num 2, pp 188-194, issn 0304-4076, 7 p.Article

Bayesian density estimation and model selection using nonparametric hierarchical mixturesARGIENTO, Raffaele; GUGLIELMI, Alessandra; PIEVATOLO, Antonio et al.Computational statistics & data analysis. 2010, Vol 54, Num 4, pp 816-832, issn 0167-9473, 17 p.Article

Detection of cellular aging in a Galton-Watson processDELMAS, Jean-François; MARSALLE, Laurence.Stochastic processes and their applications. 2010, Vol 120, Num 12, pp 2495-2519, issn 0304-4149, 25 p.Article

Diffusion approximation of birth-death processes: Comparison in terms of large deviations and exit pointsPAKDAMAN, Khashayar; THIEULLEN, Michèle; WAINRIB, Gilles et al.Statistics & probability letters. 2010, Vol 80, Num 13-14, pp 1121-1127, issn 0167-7152, 7 p.Article

Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groupsHIRAYAMA, Takao; YANO, Kouji.Stochastic processes and their applications. 2010, Vol 120, Num 8, pp 1404-1423, issn 0304-4149, 20 p.Article

FLUCTUATIONS OF LÉVY PROCESSES AND SCATTERING THEORYFOURATI, Sonia.Transactions of the American Mathematical Society. 2010, Vol 362, Num 1, pp 441-475, issn 0002-9947, 35 p.Article

MAXIMUM LIKELIHOOD ESTIMATION FOR SOCIAL NETWORK DYNAMICS : Network ModelingSNIJDERS, Tom A. B; KOSKINEN, Johan; SCHWEINBERGER, Michael et al.The Annals of applied statistics. 2010, Vol 4, Num 2, pp 567-588, issn 1932-6157, 22 p.Article

Stationnarité et β-mélange des processus bilinéaires généraux à changement de régime markovien = Stationarity and β-mixing of general Markov-switching bilinear processesBIBI, Abdelouahab; AKNOUCHE, Abdelhakim.Comptes rendus. Mathématique. 2010, Vol 348, Num 3-4, pp 185-188, issn 1631-073X, 4 p.Article

MULTIOBJECTIVE STOPPING PROBLEM FOR DISCRETE-TIME MARKOV PROCESSES: CONVEX ANALYTIC APPROACHDUFOUR, F; PIUNOVSKIY, A. B.Journal of applied probability. 2010, Vol 47, Num 4, pp 947-966, issn 0021-9002, 20 p.Article

Existence and stability for Fokker-Planck equations with log-concave reference measureAMBROSIO, Luigi; SAVARE, Giuseppe; ZAMBOTTI, Lorenzo et al.Probability theory and related fields. 2009, Vol 145, Num 3-4, pp 517-564, issn 0178-8051, 48 p.Article

LOCAL LIMIT APPROXIMATIONS FOR MARKOV POPULATION PROCESSESSOCOLL, Sanda N; BARBOUR, A. D.Journal of applied probability. 2009, Vol 46, Num 3, pp 690-708, issn 0021-9002, 19 p.Article

NON-LOCAL DIRICHLET FORMS AND SYMMETRIC JUMP PROCESSESBARLOW, Martin T; BASS, Richard F; CHEN, Zhen-Qing et al.Transactions of the American Mathematical Society. 2009, Vol 361, Num 4, pp 1963-1999, issn 0002-9947, 37 p.Article

PERTURBED RISK PROCESSES ANALYZED AS FLUID FLOWSJIANDONG REN; BREUER, Lothar; STANFORD, David A et al.Stochastic models. 2009, Vol 25, Num 3, pp 522-544, issn 1532-6349, 23 p.Article

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