A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series

JOURNAL ARTICLE published 5 January 2003 in Stochastic Models

Authors: Rong Zhu* | Harry Joe

Construction of algorithms for discrete-time quasi-birth-and-death processes through physical interpretation

JOURNAL ARTICLE published 2 April 2020 in Stochastic Models

Authors: Aviva Samuelson | Małgorzata M. O’Reilly | Nigel G. Bean

A q -binomial extension of the CRR asset pricing model

JOURNAL ARTICLE published 2 October 2023 in Stochastic Models

Research funded by United Arab Emirates University Research Office (31S369) | Ministry of Education, Singapore (MOE2020-T1-002-047)

Authors: Jean-Christophe Breton | Youssef El-Khatib | Jun Fan | Nicolas Privault

Discrete Time Minimal Repair Process and Its Reliability Applications under Random Environments

JOURNAL ARTICLE published 4 January 2022 in Stochastic Models

Research funded by National Research Foundation of Korea (2019R1A6A1A11051177)

Authors: Ji Hwan Cha | Nikolaos Limnios

Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence

JOURNAL ARTICLE published March 2024 in Stochastic Models

Research funded by National Natural Science Foundation of China (11801265,11971301,12071147) | the Natural Science Foundation of the Jiangsu Higher Education Institutions of China (18KJB110011)

Authors: Bo Yang | Ruili Song | Dingjun Yao | Gongpin Cheng

Transient analysis of piecewise homogeneous QBD process

JOURNAL ARTICLE published 25 January 2021 in Stochastic Models

Research funded by OTKA (K-123914,TUDFO/51757/2019-ITM)

Authors: Salah Al-Deen Almousa | Gábor Horváth | Miklós Telek

Asymptotic analysis for optimal dividends in a dual risk model

JOURNAL ARTICLE published 2 October 2022 in Stochastic Models

Research funded by National Science Foundation (NSF-DMS-1447067) | National Science Foundation (NSF-DMS-1613164)

Authors: Arash Fahim | Lingjiong Zhu

Compliance of the Token-Bucket Model with Markovian Traffic

JOURNAL ARTICLE published January 2005 in Stochastic Models

Authors: Marie-Ange Remiche

Polynomial Factorization for Servers with Semi-Markovian Workload: Performance and Numerical Aspects of a Verified Solution Technique

JOURNAL ARTICLE published January 2005 in Stochastic Models

Authors: Daniela Traczinski | Wolfram Luther | Gerhard Haßlinger

Arbitrage Theory with State-Price Deflators

JOURNAL ARTICLE published 3 July 2013 in Stochastic Models

Authors: Salvador Cruz Rambaud

Bernstein polynomial of recursive regression estimation with censored data

JOURNAL ARTICLE published 3 July 2022 in Stochastic Models

Authors: Yousri Slaoui

Counting with Combined Splitting and Capture–Recapture Methods

JOURNAL ARTICLE published July 2012 in Stochastic Models

Authors: Paul Dupuis | Bahar Kaynar | Ad Ridder | Reuven Rubinstein | Radislav Vaisman

The Extremal Dependence Measure and Asymptotic Independence

JOURNAL ARTICLE published 31 December 2004 in Stochastic Models

Authors: Sidney Resnick

Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments

JOURNAL ARTICLE published May 2006 in Stochastic Models

Authors: Soohan Ahn | V. Ramaswami

Stochastic Bounds with a Low Rank Decomposition

JOURNAL ARTICLE published 2 October 2014 in Stochastic Models

Authors: Ana Bušić | Jean-Michel Fourneau | Mouad Ben Mamoun

Two Parallel Queues with Infinite Servers andJoin the Shortest QueueDiscipline

JOURNAL ARTICLE published 2 October 2015 in Stochastic Models

Authors: F. Guillemin | P. Olivier | A. Simonian | C. Tanguy

Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources

JOURNAL ARTICLE published 3 July 2023 in Stochastic Models

Authors: Tomasz R. Bielecki | Jacek Jakubowski | Mariusz Niewęgłowski

Densities of Shortest Path Lengths in Spatial Stochastic Networks

JOURNAL ARTICLE published 31 January 2011 in Stochastic Models

Authors: Florian Voss | Catherine Gloaguen | Frank Fleischer | Volker Schmidt

A new type of CEV model: properties, comparison, and application to portfolio optimization

JOURNAL ARTICLE published 16 March 2024 in Stochastic Models

Authors: Marcos Escobar Anel | Wei Li Fan

A Tree-Structured Markovian Model of the Shipment Consolidation Process

JOURNAL ARTICLE published 2 October 2014 in Stochastic Models

Authors: Qishu Cai | Qi-Ming He | James H. Bookbinder