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Generalised shot-noise representations of stochastic systems driven by non-Gaussian Lévy processes
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- Advances in Applied Probability , First View
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- 21 March 2024, pp. 1-36
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OPTIMAL STOPPING PROBLEMS WITH A RANDOM TIME HORIZON
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- Bulletin of the Australian Mathematical Society / Volume 108 / Issue 2 / October 2023
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- 29 June 2023, pp. 345-346
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- October 2023
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Survival energy models for mortality prediction and future prospects
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- ASTIN Bulletin: The Journal of the IAA / Volume 53 / Issue 2 / May 2023
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- 03 April 2023, pp. 377-391
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- May 2023
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Predicting the last zero before an exponential time of a spectrally negative Lévy process
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- Advances in Applied Probability / Volume 55 / Issue 2 / June 2023
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- 16 January 2023, pp. 611-642
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- June 2023
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Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models
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- Advances in Applied Probability / Volume 54 / Issue 4 / December 2022
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- 02 September 2022, pp. 1139-1163
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- December 2022
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UNIVERSAL CODING AND PREDICTION ON ERGODIC RANDOM POINTS
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- Bulletin of Symbolic Logic / Volume 28 / Issue 3 / September 2022
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- 02 May 2022, pp. 387-412
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- September 2022
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Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process
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- Advances in Applied Probability / Volume 53 / Issue 1 / March 2021
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- 17 March 2021, pp. 279-299
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- March 2021
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The Kalman-Bucy filter for integrable Lévy processes with infinite second moment
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- Journal of Applied Probability / Volume 52 / Issue 3 / September 2015
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- 30 March 2016, pp. 636-648
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- September 2015
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On Binomial Observations of Continuous-Time Markovian Population Models
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- Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
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- 30 January 2018, pp. 457-472
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- June 2015
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The stochastic filtering problem: a brief historical account
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 13-22
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- December 2014
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An Implicit Algorithm of Solving Nonlinear Filtering Problems
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- Communications in Computational Physics / Volume 16 / Issue 2 / August 2014
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- 03 June 2015, pp. 382-402
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- August 2014
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Bayesian Quickest Detection Problems for Some Diffusion Processes
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- Advances in Applied Probability / Volume 45 / Issue 1 / March 2013
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- 04 January 2016, pp. 164-185
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- March 2013
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Matchmaking and Testing for Exponentiality in the M/G/∞ Queue
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- Journal of Applied Probability / Volume 48 / Issue 1 / March 2011
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- 14 July 2016, pp. 131-144
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- March 2011
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Scoring probability forecasts for point processes: the entropy score and information gain
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- Journal of Applied Probability / Volume 41 / Issue A / 2004
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- 14 July 2016, pp. 297-312
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- 2004
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Linear estimation of self-similar processes via Lamperti's transformation
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- Journal of Applied Probability / Volume 37 / Issue 2 / June 2000
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- 14 July 2016, pp. 429-452
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- June 2000
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Approximating integrals of stochastic processes: extensions
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- Journal of Applied Probability / Volume 35 / Issue 4 / December 1998
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- 14 July 2016, pp. 843-855
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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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On a random vibration model
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- Journal of Applied Probability / Volume 33 / Issue 4 / December 1996
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- 14 July 2016, pp. 1141-1158
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- December 1996
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Forward and reversed time prediction of autoregressive sequences
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- Journal of Applied Probability / Volume 33 / Issue 4 / December 1996
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- 14 July 2016, pp. 1053-1060
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- December 1996
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Markov Chains in Many Dimensions
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- Advances in Applied Probability / Volume 26 / Issue 3 / September 1994
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- 01 July 2016, pp. 756-774
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- September 1994
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