Convergence of space-discretised gKPZ via regularity structures

JOURNAL ARTICLE published 1 April 2024 in The Annals of Applied Probability

Authors: Yvain Bruned | Usama Nadeem

Long-Range Dependence of Markov Chains in Discrete Time on Countable State Space

JOURNAL ARTICLE published December 2007 in Journal of Applied Probability

Authors: K. J. E. Carpio | D. J. Daley

Risk measuring under model uncertainty

JOURNAL ARTICLE published 1 February 2012 in The Annals of Applied Probability

Authors: Jocelyne Bion-Nadal | Magali Kervarec

The risk-sensitive certainty equivalence principle

JOURNAL ARTICLE published 1986 in Journal of Applied Probability

Authors: Peter Whittle

A Markov chain model of a polling system with parameter regeneration

JOURNAL ARTICLE published 1 October 2007 in The Annals of Applied Probability

Authors: Iain MacPhee | Mikhail Menshikov | Dimitri Petritis | Serguei Popov

Integration by parts formula for locally smooth laws and applications to sensitivity computations

JOURNAL ARTICLE published 1 February 2007 in The Annals of Applied Probability

Authors: Vlad Bally | Marie-Pierre Bavouzet | Marouen Messaoud

Optimal reinsurance/investment problems for general insurance models

JOURNAL ARTICLE published 1 August 2009 in The Annals of Applied Probability

Authors: Yuping Liu | Jin Ma

Downside risk minimization via a large deviations approach

JOURNAL ARTICLE published 1 April 2012 in The Annals of Applied Probability

Authors: Hideo Nagai

Coexistence in locally regulated competing populations and survival of branching annihilating random walk

JOURNAL ARTICLE published 1 October 2007 in The Annals of Applied Probability

Authors: Jochen Blath | Alison Etheridge | Mark Meredith

Analysis of SPDEs arising in path sampling part II: The nonlinear case

JOURNAL ARTICLE published 1 October 2007 in The Annals of Applied Probability

Authors: M. Hairer | A. M. Stuart | J. Voss

Corrigendum Weak approximations for Wiener functionals [Ann. Appl. Probab. (2013) 23 1660–1691]

JOURNAL ARTICLE published 1 April 2017 in The Annals of Applied Probability

Authors: Dorival Leão | Alberto Ohashi

News of Scientific Life-Information on the General Seminar of the Department of Probability (Faculty of Mathematics and Mechanics, Moscow State University)

JOURNAL ARTICLE published January 2018 in Theory of Probability & Its Applications

Authors: A. N. Shiryaev

Small-world MCMC and convergence to multi-modal distributions: From slow mixing to fast mixing

JOURNAL ARTICLE published 1 February 2007 in The Annals of Applied Probability

Authors: Yongtao Guan | Stephen M. Krone

Optimal control of a finite dam: average-cost case

JOURNAL ARTICLE published June 1985 in Journal of Applied Probability

Authors: Lam Yeh

State space solutions to H/sub infinity / control problems at optimality: full information problem

PROCEEDINGS ARTICLE published 1990 in 29th IEEE Conference on Decision and Control

Authors: P.A. Iglesias | K. Glover

Conditional Markov Renewal Theory I. Finite and Denumerable State Space

JOURNAL ARTICLE published 1 November 1984 in The Annals of Probability

Authors: S. P. Lalley

Countable State Space Markov Random Fields and Markov Chains on Trees

JOURNAL ARTICLE published 1 November 1983 in The Annals of Probability

Authors: Stan Zachary

Some general considerations on optimality conditions for state constrained parabolic control problems

BOOK CHAPTER published in Optimization Techniques

Authors: Uwe Mackenroth

On Independence and Conditioning On Wiener Space

JOURNAL ARTICLE published 1 October 1989 in The Annals of Probability

Authors: Ali Suleyman Ustunel | Moshe Zakai

Stationary Analysis of a Fluid Queue Driven by Some Countable State Space Markov Chain

JOURNAL ARTICLE published 3 October 2007 in Methodology and Computing in Applied Probability

Authors: Fabrice Guillemin | Bruno Sericola