Research Article
On the Acceleration of the Multi-Level Monte Carlo Method
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- 30 January 2018, pp. 307-322
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On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation
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- 30 January 2018, pp. 323-338
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On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions
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- 30 January 2018, pp. 339-359
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Compound Poisson Process with a Poisson Subordinator
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- 30 January 2018, pp. 360-374
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Asymptotic Properties of a Random Graph with Duplications
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- 30 January 2018, pp. 375-390
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Quantitative Convergence Rates for Subgeometric Markov Chains
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- 30 January 2018, pp. 391-404
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New Results on a Generalized Coupon Collector Problem Using Markov Chains
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- 30 January 2018, pp. 405-418
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Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
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- 30 January 2018, pp. 419-440
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First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors
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- 30 January 2018, pp. 441-456
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On Binomial Observations of Continuous-Time Markovian Population Models
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- 30 January 2018, pp. 457-472
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A Fluid EOQ Model with Markovian Environment
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- 30 January 2018, pp. 473-489
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Algorithms and Formulae for Conversion Between System Signatures and Reliability Functions
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- 30 January 2018, pp. 490-507
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The Kruskal-Katona Theorem and a Characterization of System Signatures
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- 30 January 2018, pp. 508-518
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Computational Inference Beyond Kingman's Coalescent
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- 30 January 2018, pp. 519-537
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The Coalescent in Peripatric Metapopulations
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- 30 January 2018, pp. 538-557
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A Stochastic Failure Model with Dependent Competing Risks and its Applications to Condition-Based Maintenance
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- 30 January 2018, pp. 558-573
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The DFR Property for Counting Processes Stopped at an Independent Random Time
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- 30 January 2018, pp. 574-585
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Sticky Continuous Processes have Consistent Price Systems
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- 30 January 2018, pp. 586-594
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A Recursion Formula for the Moments of the First Passage Time of the Ornstein-Uhlenbeck Process
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- 30 January 2018, pp. 595-601
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Multivariate Distributions with Fixed Marginals and Correlations
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- 30 January 2018, pp. 602-608
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