4 results
On first exit times and their means for Brownian bridges
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- Journal of Applied Probability / Volume 56 / Issue 3 / September 2019
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- 01 October 2019, pp. 701-722
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- September 2019
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OPTIMAL STOPPING FOR THE LAST EXIT TIME
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- Journal:
- Bulletin of the Australian Mathematical Society / Volume 99 / Issue 1 / February 2019
- Published online by Cambridge University Press:
- 04 October 2018, pp. 148-160
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- February 2019
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On the last exit times for spectrally negative Lévy processes
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- Journal of Applied Probability / Volume 54 / Issue 2 / June 2017
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- 22 June 2017, pp. 474-489
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- June 2017
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Dynamic bandwidth allocation for ATM switches
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- Journal:
- Journal of Applied Probability / Volume 33 / Issue 3 / September 1996
- Published online by Cambridge University Press:
- 14 July 2016, pp. 758-771
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- September 1996
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