scientific article; zbMATH DE number 3736679

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on general state spaces (60J25) Queueing theory (aspects of probability theory) (60K25)

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On the excursion theory for linear diffusions
Growth and extinction of populations in randomly varying environments
On a class of mathematical ecosystems with random jumps
Opportunistic timing and manipulation in Australian federal elections
Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients
Analysis of quadrature methods for pricing discrete barrier options
Time series analysis via mechanistic models
Sequential tracking of a hidden Markov chain using point process observations
Optimal harvesting under resource stock and price uncertainty
A higher order Markov model for analyzing covariate dependence
Stochastic processes with orthogonal polynomial eigenfunctions
A hierarchical Ornstein-Uhlenbeck model for continuous repeated measurement data
Statistical inference for reciprocal gamma diffusion process
On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications
On the asymptotic behavior of the parameter estimators for some diffusion processes: application to neuronal models
Singular boundaries in the forward Chapman-Kolmogorov differential equation
Analysis of the machine repair problem: A diffusion process approach
The average frequency of private alleles in a partially isolated population
Multi-dimensional coupled diffusion process
On progressively truncated maximum likelihood estimators
Biased intrachromosomal gene conversion in a chromosome lineage
First hitting time for Bessel processes
Bedienungstheorie: Tendenzen und neuere Entwicklungen. (Servicing theory: Tendencies and new developments)
On transformations of linear diffusions into continuous state branching
Mathematical theory for plant-herbivore systems
The rate of convergence to optimality of the LPT rule
Some limit theorems for cumulative processes with applications to sojourn times
The Markov branching-castastrophe process
Diffusion first passage times: Approximations and related differential equations
Drawing a random sample from a density selected at random
On a partially observable LQG problem for systems with Markovian jumping parameters
Polynomials of binomial type and compound Poisson processes
Singular and turning point resonance: Small perturbations - big effects
The control of a finite dam with penalty cost function: Wiener process input
An algorithm for tracking fluid particles in numerical simulations of homogeneous turbulence
Developement of stochastic partial differential equations for subsurface hydrology
A review on stochastic differential equations for applications in hydrology
Asymptotic distribution of functions on compact homogeneous spaces
The likelihood ratio test for the change point problem for exponentially distributed random variables
Strong laws and limit theorems for local time of Markov processes
Alternative growth versus security in continuous dynamic trading
The stochastic rotation problem: A generalization of Faustmann's formula to stochastic forest growth
The detection of particular genotypes in finite populations I. Natural selection effects
A stochastic model of tumor growth
Dynamics of a single species in a spatially varying environment: The stabilizing role of high dispersal rates
Pessimistic plant: Optimal growth schedule in stochastic environments
The effect of strongly selected substitutions on neutral polymorphism: Analytical results based on diffusion theory
Uniformization for nonhomogeneous Markov chains
Fundamental derivations form decision field theory
Qeueing models for performance analysis: Selection of single station models
Moment functions and laws of large numbers on hypergroups
Stochastic models for bond prices, function space integrals and immunization theory
The probabilistic solution of the third boundary value problem for second order elliptic equations
Ruin probabilities in perturbed risk models
A comparative evaluation of alternative models of the term structure of interest rates
Waiting with and without recombination: The time to production of a double mutant
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Using a geometric Brownian motion to control a Brownian motion and vice versa
Zero coupon bonds and affine term structures: Reconsidering the one-factor model
Models for 1-out-of Q systems with stochastic lead times and expedited ordering options for spares inventory
Distance measures in terms of substitution processes
Option replication with transaction costs: general diffusion limits
Spectral methods for identifying scalar diffusions
The asymptotic distribution of the suprema of the standardized empirical processes under the Koziol-Green model
Optimal harvesting under stochastic fluctuations and critical depensation
Continuous time inventory control for Wiener process demand
Extremes of diffusions over fixed intervals
Multivariate survival distributions of age and residual lifetime processes in nonhomogeneous Poisson process
Invariance principles for random walks on hypergroups on \(\mathbb{R}_ +\) and \(\mathbb{N}\)
An energy-barrier model of biased transport in disordered systems
On the evolution of self-interacting clusters and applications to semilinear equations with exponential nonlinearity
Dynamic simulation of a stochastic model for particle sedimentation in fluids
Linear models of economic survival under production uncertainty
An improved version of Taguchi's on-line control procedure
Projection pursuit based tests of normality with functional data
Estimation for rainfall-runoff modeled as a partially observed Markov process
Branching process models for mutant genes in nonstationary populations
Estimating the state of a noisy continuous time Markov chain when dynamic sampling is feasible
Stochastic dispersal processes in plant populations
On exponential families of Markov processes
Controlled diffusion models for optimal dividend pay-out
A threshold estimation problem for processes with hysteresis
Rates of convergence for lamplighter processes
Hedging in incomplete markets with HARA utility
The dynamics of stochastic volatility: evidence from underlying and options markets
Simple matrix methods for analyzing diffusion models of choice probability, choice response time, and simple response time
Minimization of risks in pension funding by means of contributions and portfolio selection.
Application of survival analysis methods to long-term care insurance.
The heat equation and reflected Brownian motion in time-dependent domains. II: Singularities of solutions.
Extinction time and age of an allele in a large finite population.
On the properties of \(r\)-excessive mappings for a class of diffusions
Reliabilities for feedback systems and their saddlepoint approximation.
Understanding the shape of the hazard rate: A process point of view. (With comments and a rejoinder).
The density of the extinction probability of a time homogeneous linear birth and death process under the influence of randomly occurring disasters
On the dynamics of stochastic diffusion of manufacturing technology
Stochastic dynamic models of response time and accuracy: A foundation primer
Variable effort harvesting models in random environments: generalization to density-dependent noise intensities
On the dependence structure of certain multi-dimensional Ito processes and corresponding hitting times
Optimal consumption of a divisible durable good
Some bivariate stochastic models arising from group representation theory

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