226 results in 65Cxx
Boundary crossing probability for Brownian motion
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- Journal of Applied Probability / Volume 38 / Issue 1 / March 2001
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- 14 July 2016, pp. 152-164
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- March 2001
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On the statistics of the linked stress release model
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- Journal of Applied Probability / Volume 38 / Issue A / 2001
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- 14 July 2016, pp. 176-187
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- 2001
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Convergence of Markov chains in the relative supremum norm
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- Journal of Applied Probability / Volume 37 / Issue 4 / December 2000
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- 14 July 2016, pp. 1074-1083
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- December 2000
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A Monte Carlo approach to calculating probabilities for continuous identity by descent data
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- Journal of Applied Probability / Volume 37 / Issue 3 / September 2000
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- 14 July 2016, pp. 850-864
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- September 2000
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Discretization of deflated bond prices
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- Advances in Applied Probability / Volume 32 / Issue 2 / June 2000
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- 19 February 2016, pp. 540-563
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- June 2000
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Exponential convergence of adaptive importance sampling for Markov chains
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- Journal of Applied Probability / Volume 37 / Issue 2 / June 2000
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- 14 July 2016, pp. 342-358
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- June 2000
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Geometric inequalities for the eigenvalues of concentrated Markov chains
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- Journal of Applied Probability / Volume 37 / Issue 1 / March 2000
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- 14 July 2016, pp. 15-28
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- March 2000
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Generalized Gamma measures and shot-noise Cox processes
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- Advances in Applied Probability / Volume 31 / Issue 4 / December 1999
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- 01 July 2016, pp. 929-953
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- December 1999
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Bounded normal approximation in simulations of highly reliable Markovian systems
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- Journal of Applied Probability / Volume 36 / Issue 4 / December 1999
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- 14 July 2016, pp. 974-986
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- December 1999
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Simple conditions for the convergence of simulated annealing type algorithms
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- Journal of Applied Probability / Volume 35 / Issue 4 / December 1998
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- 14 July 2016, pp. 885-892
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- December 1998
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A uniform convergence theorem for the numerical solving of the nonlinear filtering problem
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- Journal of Applied Probability / Volume 35 / Issue 4 / December 1998
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- 14 July 2016, pp. 873-884
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- December 1998
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Boundary crossing probability for Brownian motion and general boundaries
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- Journal of Applied Probability / Volume 34 / Issue 1 / March 1997
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- 14 July 2016, pp. 54-65
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- March 1997
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Homogeneous rectangular tessellations
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- Advances in Applied Probability / Volume 28 / Issue 4 / December 1996
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- 01 July 2016, pp. 993-1013
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- December 1996
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On effects of discretization on estimators of drift parameters for diffusion processes
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- Journal of Applied Probability / Volume 33 / Issue 4 / December 1996
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- 14 July 2016, pp. 1061-1076
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- December 1996
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General conditions for bounded relative error in simulations of highly reliable Markovian systems
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- Advances in Applied Probability / Volume 28 / Issue 3 / September 1996
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- 01 July 2016, pp. 687-727
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- September 1996
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Likelihood ratio gradient estimation for stochastic recursions
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- Advances in Applied Probability / Volume 27 / Issue 4 / December 1995
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- 01 July 2016, pp. 1019-1053
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- December 1995
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Ruin probabilities via local adjustment coefficients
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- Journal of Applied Probability / Volume 32 / Issue 3 / September 1995
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- 14 July 2016, pp. 736-755
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- September 1995
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On simulation of random vectors by given densities in regions and on their boundaries
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- Journal of Applied Probability / Volume 31 / Issue 1 / March 1994
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- 14 July 2016, pp. 205-220
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- March 1994
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First-order autoregressive logistic processes
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- Journal of Applied Probability / Volume 30 / Issue 2 / June 1993
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- 14 July 2016, pp. 467-470
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- June 1993
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Stochastic monotonicity and conditional Monte Carlo for likelihood ratios
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- Advances in Applied Probability / Volume 25 / Issue 1 / March 1993
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- 01 July 2016, pp. 103-115
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- March 1993
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