Ferrari, Giorgio; Salminen, Paavo Irreversible investment under Lévy uncertainty: an equation for the optimal boundary. (English) Zbl 1341.93108 Adv. Appl. Probab. 48, No. 1, 298-314 (2016). MSC: 93E20 60G40 60G51 91B70 PDFBibTeX XMLCite \textit{G. Ferrari} and \textit{P. Salminen}, Adv. Appl. Probab. 48, No. 1, 298--314 (2016; Zbl 1341.93108) Full Text: DOI arXiv Euclid
Guérin, Hélène; Renaud, Jean-François Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view. (English) Zbl 1337.60090 Adv. Appl. Probab. 48, No. 1, 274-297 (2016). MSC: 60G51 60J60 60J75 91G20 91G80 PDFBibTeX XMLCite \textit{H. Guérin} and \textit{J.-F. Renaud}, Adv. Appl. Probab. 48, No. 1, 274--297 (2016; Zbl 1337.60090) Full Text: DOI arXiv Euclid
Heidergott, Bernd; Leahu, Haralambie; Löpker, Andreas; Pflug, Georg Perturbation analysis of inhomogeneous finite Markov chains. (English) Zbl 1337.60181 Adv. Appl. Probab. 48, No. 1, 255-273 (2016). MSC: 60J27 60J35 62M05 65C05 PDFBibTeX XMLCite \textit{B. Heidergott} et al., Adv. Appl. Probab. 48, No. 1, 255--273 (2016; Zbl 1337.60181) Full Text: DOI Euclid
Huang, G.; Jansen, H. M.; Mandjes, M.; Spreij, P.; De Turck, K. Markov-modulated Ornstein-Uhlenbeck processes. (English) Zbl 1337.60191 Adv. Appl. Probab. 48, No. 1, 235-254 (2016). MSC: 60J60 60J27 60F17 60F05 60G44 60G15 PDFBibTeX XMLCite \textit{G. Huang} et al., Adv. Appl. Probab. 48, No. 1, 235--254 (2016; Zbl 1337.60191) Full Text: DOI arXiv Euclid
Pinsky, Ross G. The speed of a random walk excited by its recent history. (English) Zbl 1337.60085 Adv. Appl. Probab. 48, No. 1, 215-234 (2016). MSC: 60G50 60J10 60F15 PDFBibTeX XMLCite \textit{R. G. Pinsky}, Adv. Appl. Probab. 48, No. 1, 215--234 (2016; Zbl 1337.60085) Full Text: DOI arXiv Euclid
Scheinhardt, Werner R. W.; Kroese, Dirk P. A comparison of random walks in dependent random environments. (English) Zbl 1337.60251 Adv. Appl. Probab. 48, No. 1, 199-214 (2016). MSC: 60K37 60G50 82B41 PDFBibTeX XMLCite \textit{W. R. W. Scheinhardt} and \textit{D. P. Kroese}, Adv. Appl. Probab. 48, No. 1, 199--214 (2016; Zbl 1337.60251) Full Text: DOI Euclid
Daduna, Hans; Szekli, Ryszard Correlation formulas for Markovian network processes in a random environment. (English) Zbl 1337.60250 Adv. Appl. Probab. 48, No. 1, 176-198 (2016). MSC: 60K37 60J27 60J28 60K25 90B22 PDFBibTeX XMLCite \textit{H. Daduna} and \textit{R. Szekli}, Adv. Appl. Probab. 48, No. 1, 176--198 (2016; Zbl 1337.60250) Full Text: DOI arXiv Euclid
Zhang, Panpan; Mahmoud, Hosam The degree profile and weight in Apollonian networks and \(k\)-trees. (English) Zbl 1336.05124 Adv. Appl. Probab. 48, No. 1, 163-175 (2016). MSC: 05C82 05C80 90B15 60C05 PDFBibTeX XMLCite \textit{P. Zhang} and \textit{H. Mahmoud}, Adv. Appl. Probab. 48, No. 1, 163--175 (2016; Zbl 1336.05124) Full Text: DOI Euclid
Gandolfi, Alberto; Cecconi, Lorenzo SIR epidemics on a scale-free spatial nested modular network. (English) Zbl 1338.60230 Adv. Appl. Probab. 48, No. 1, 137-162 (2016). MSC: 60K35 92D30 82B43 93A13 PDFBibTeX XMLCite \textit{A. Gandolfi} and \textit{L. Cecconi}, Adv. Appl. Probab. 48, No. 1, 137--162 (2016; Zbl 1338.60230) Full Text: DOI Euclid
Ding, Zi; Ryzhov, Ilya O. Optimal learning with non-Gaussian rewards. (English) Zbl 1345.60039 Adv. Appl. Probab. 48, No. 1, 112-136 (2016). MSC: 60G40 60J75 60G51 35R09 45K05 65R99 PDFBibTeX XMLCite \textit{Z. Ding} and \textit{I. O. Ryzhov}, Adv. Appl. Probab. 48, No. 1, 112--136 (2016; Zbl 1345.60039) Full Text: DOI Euclid
Samaniego, Francisco J.; Navarro, Jorge On comparing coherent systems with heterogeneous components. (English) Zbl 1336.60034 Adv. Appl. Probab. 48, No. 1, 88-111 (2016). MSC: 60E15 60K10 PDFBibTeX XMLCite \textit{F. J. Samaniego} and \textit{J. Navarro}, Adv. Appl. Probab. 48, No. 1, 88--111 (2016; Zbl 1336.60034) Full Text: DOI Euclid Link
Chan, Hock Peng; Heng, Chiang-Wee; Jasra, Ajay Theory of segmented particle filters. (English) Zbl 1338.65023 Adv. Appl. Probab. 48, No. 1, 69-87 (2016). MSC: 65C60 62M05 62M20 65C05 65Y05 PDFBibTeX XMLCite \textit{H. P. Chan} et al., Adv. Appl. Probab. 48, No. 1, 69--87 (2016; Zbl 1338.65023) Full Text: DOI Euclid
Tamaki, Mitsushi Optimal stopping rule for the full-information duration problem with random horizon. (English) Zbl 1337.60076 Adv. Appl. Probab. 48, No. 1, 52-68 (2016). MSC: 60G40 60G55 62L15 PDFBibTeX XMLCite \textit{M. Tamaki}, Adv. Appl. Probab. 48, No. 1, 52--68 (2016; Zbl 1337.60076) Full Text: DOI Euclid
Foxall, Eric Duality and complete convergence for multi-type additive growth models. (English) Zbl 1341.60125 Adv. Appl. Probab. 48, No. 1, 32-51 (2016). Reviewer: Bénédicte Puig (Pau) MSC: 60K35 60J25 60F15 92B99 PDFBibTeX XMLCite \textit{E. Foxall}, Adv. Appl. Probab. 48, No. 1, 32--51 (2016; Zbl 1341.60125) Full Text: DOI arXiv Euclid
Maillardet, R. J.; Taylor, P. G. Queues with advanced reservations: an infinite-server proxy for the bookings diary. (English) Zbl 1337.60237 Adv. Appl. Probab. 48, No. 1, 13-31 (2016). MSC: 60K25 90B22 68M20 PDFBibTeX XMLCite \textit{R. J. Maillardet} and \textit{P. G. Taylor}, Adv. Appl. Probab. 48, No. 1, 13--31 (2016; Zbl 1337.60237) Full Text: DOI Euclid
Sarkar, Amites Secrecy coverage in two dimensions. (English) Zbl 1338.60028 Adv. Appl. Probab. 48, No. 1, 1-12 (2016). MSC: 60D05 05D40 PDFBibTeX XMLCite \textit{A. Sarkar}, Adv. Appl. Probab. 48, No. 1, 1--12 (2016; Zbl 1338.60028) Full Text: DOI Euclid