The following pages link to (Q4945342):
Displaying 50 items.
- Transient workload distribution in the \(M/G/1\) finite-buffer queue with single and multiple vacations (Q291304) (← links)
- Numerical calculations accuracy comparison of the inverse Laplace transform algorithms for solutions of fractional order differential equations (Q332731) (← links)
- pTAS distributions with application to risk management (Q347267) (← links)
- Hedging processes for catastrophe options (Q457624) (← links)
- A Laplace transform inversion method for probability distribution functions (Q518251) (← links)
- Numerical computation of first-passage times of increasing Lévy processes (Q607622) (← links)
- Analysis of the scheduling mechanism for virtualization of links with partial isolation (Q671150) (← links)
- On the impact of correlation between collaterally consanguineous cells on lymphocyte population dynamics (Q843302) (← links)
- A modified HOL priority scheduling discipline: performance analysis (Q872139) (← links)
- Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317) (← links)
- Processor sharing: a survey of the mathematical theory (Q927561) (← links)
- Determining the expected variability of immune responses using the cyton model (Q938174) (← links)
- Computational methods for yeast prion curing curves (Q954066) (← links)
- On the choice of an auxiliary function in the \(M/G/\infty\) estimation (Q1020637) (← links)
- Synchronized abandonments in a single server unreliable queue (Q1043343) (← links)
- A simple and fast method for valuing American knock-out options with rebates (Q1681693) (← links)
- Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes (Q1782803) (← links)
- On the number of customers served in the \(M/G/1\) retrial queue: first moments and maximum entropy approach (Q1941953) (← links)
- Transient and stationary losses in a finite-buffer queue with batch arrivals (Q1954660) (← links)
- A unified method of analysis for queues with Markovian arrivals (Q1955244) (← links)
- A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
- Analytic solution for American strangle options using Laplace-Carson transforms (Q2005252) (← links)
- Open problems in queueing theory inspired by datacenter computing (Q2052428) (← links)
- Numerical inverse Laplace transformation beyond the Abate-Whitt framework (Q2088803) (← links)
- Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform (Q2218825) (← links)
- Peaks and jumps reconstruction with \(B\)-splines scaling functions (Q2253075) (← links)
- Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
- Burst ratio in the finite-buffer queue with batch Poisson arrivals (Q2323483) (← links)
- Numerical inversion methods for computing approximate \(p\)-values (Q2432015) (← links)
- A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue (Q2450753) (← links)
- Exact waiting time and queue size distributions for equilibrium \(M/G/1\) queues with Pareto service (Q2479859) (← links)
- Transient and stationary characteristics of a packet buffer modelled as an \(\mathrm{MAP}/\mathrm{SM}/1/b\) system (Q2511778) (← links)
- Analytical distribution of waiting time in the M/\{iD\}/1 queue (Q2572908) (← links)
- On the exit time from open sets of some semi-Markov processes (Q2657906) (← links)
- Transient Solution for Queueing Delay Distribution in the GI/M/1/K-type Mode with “Queued” Waking up and Balking (Q2814139) (← links)
- Queue-Size Distribution in Energy-Saving Model Based on Multiple Vacation Policy (Q2949334) (← links)
- (Q3407508) (← links)
- Appointment Capacity Planning in Specialty Clinics: A Queueing Approach (Q3465594) (← links)
- Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)
- A weak perturbation theory for approximations of invariant measures in M/G/1 model (Q4634334) (← links)
- Numerical inversion for Laplace transforms of functions with discontinuities (Q4819498) (← links)
- On the first hitting time density for a reducible diffusion process (Q4991054) (← links)
- ON TIME-TO-BUFFER OVERFLOW DISTRIBUTION IN A SINGLE-MACHINE DISCRETE-TIME SYSTEM WITH FINITE CAPACITY (Q5016248) (← links)
- Quantifying credit portfolio losses under multi-factor models (Q5031704) (← links)
- Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation (Q5044431) (← links)
- Concentrated matrix exponential distributions with real eigenvalues (Q5051200) (← links)
- Propagation of epistemic uncertainty in queueing models with unreliable server using chaos expansions (Q5082590) (← links)
- Computable Error Bounds of Laplace Inversion for Pricing Asian Options (Q5137949) (← links)
- Note from the Editor (Q5148169) (← links)
- Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766) (← links)
