Peralta, Oscar; Simon, Matthieu Ruin problems for risk processes with dependent phase-type claims. (English) Zbl 07775426 Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 86, 23 p. (2023). MSC: 91B05 60J28 PDFBibTeX XMLCite \textit{O. Peralta} and \textit{M. Simon}, Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 86, 23 p. (2023; Zbl 07775426) Full Text: DOI arXiv
Castella, François; Sericola, Bruno; Anceaume, Emmanuelle; Mocquard, Yves Continuous-time stochastic analysis of rumor spreading with multiple operations. (English) Zbl 1526.60044 Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 82, 21 p. (2023). MSC: 60J27 60G55 PDFBibTeX XMLCite \textit{F. Castella} et al., Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 82, 21 p. (2023; Zbl 1526.60044) Full Text: DOI
Pojer, Simon; Thonhauser, Stefan The Markovian shot-noise risk model: a numerical method for Gerber-Shiu functions. (English) Zbl 1517.60093 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 17, 26 p. (2023). MSC: 60J25 60J27 91G05 91G60 PDFBibTeX XMLCite \textit{S. Pojer} and \textit{S. Thonhauser}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 17, 26 p. (2023; Zbl 1517.60093) Full Text: DOI
Deaconu, Madalina; Herrmann, Samuel Strong approximation of Bessel processes. (English) Zbl 1514.65006 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 11, 24 p. (2023). MSC: 65C05 60J60 60J25 60G17 60G50 PDFBibTeX XMLCite \textit{M. Deaconu} and \textit{S. Herrmann}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 11, 24 p. (2023; Zbl 1514.65006) Full Text: DOI arXiv
Nabli, Hédi; Abdallah, Itidel Stochastic fluid models with upward jumps and phase transitions. (English) Zbl 1527.60056 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 7, 26 p. (2023). Reviewer: Pierre Monmarché (Paris) MSC: 60J25 15A18 15A12 PDFBibTeX XMLCite \textit{H. Nabli} and \textit{I. Abdallah}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 7, 26 p. (2023; Zbl 1527.60056) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S. Polynomial convergence rates of piecewise deterministic Markov processes. (English) Zbl 1519.60068 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 6, 18 p. (2023). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60J25 60J22 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 6, 18 p. (2023; Zbl 1519.60068) Full Text: DOI
Liu, Heng-Li; Li, Quan-Lin Matched queues with flexible and impatient customers. (English) Zbl 1515.60289 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 4, 26 p. (2023). MSC: 60K25 60J27 68M20 90B22 PDFBibTeX XMLCite \textit{H.-L. Liu} and \textit{Q.-L. Li}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 4, 26 p. (2023; Zbl 1515.60289) Full Text: DOI
Bean, Nigel; Lewis, Angus; Nguyen, Giang T.; O’Reilly, Małgorzata M.; Sunkara, Vikram A discontinuous Galerkin method for approximating the stationary distribution of stochastic fluid-fluid processes. (English) Zbl 1506.60079 Methodol. Comput. Appl. Probab. 24, No. 4, 2823-2864 (2022). MSC: 60J25 60J27 65M60 PDFBibTeX XMLCite \textit{N. Bean} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 2823--2864 (2022; Zbl 1506.60079) Full Text: DOI arXiv
Li, Jingchao; Su, Bihao; Wei, Zhenghong; Nie, Ciyu A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model. (English) Zbl 1491.60134 Methodol. Comput. Appl. Probab. 24, No. 3, 2169-2194 (2022). MSC: 60J28 62P05 91G05 PDFBibTeX XMLCite \textit{J. Li} et al., Methodol. Comput. Appl. Probab. 24, No. 3, 2169--2194 (2022; Zbl 1491.60134) Full Text: DOI
Nabli, Hédi Moments computation for general Markov fluid models. (English) Zbl 1493.60115 Methodol. Comput. Appl. Probab. 24, No. 3, 2055-2070 (2022). MSC: 60J25 60K25 60J27 60K30 76M35 PDFBibTeX XMLCite \textit{H. Nabli}, Methodol. Comput. Appl. Probab. 24, No. 3, 2055--2070 (2022; Zbl 1493.60115) Full Text: DOI
Lefèvre, Claude; Simon, Matthieu On the risk of ruin in a SIS type epidemic. (English) Zbl 1489.91223 Methodol. Comput. Appl. Probab. 24, No. 2, 939-961 (2022). MSC: 91G05 92D30 60J28 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{M. Simon}, Methodol. Comput. Appl. Probab. 24, No. 2, 939--961 (2022; Zbl 1489.91223) Full Text: DOI
Huang, Xuan; Zhou, Jieming General draw-down times for refracted spectrally negative Lévy processes. (English) Zbl 1489.91067 Methodol. Comput. Appl. Probab. 24, No. 2, 875-891 (2022). MSC: 91B05 60G40 60G51 60J25 PDFBibTeX XMLCite \textit{X. Huang} and \textit{J. Zhou}, Methodol. Comput. Appl. Probab. 24, No. 2, 875--891 (2022; Zbl 1489.91067) Full Text: DOI
Nabli, Hédi Stochastic fluid models with positive jumps at level zero. (English) Zbl 1490.60219 Methodol. Comput. Appl. Probab. 24, No. 1, 289-308 (2022). MSC: 60J25 76M35 60K15 PDFBibTeX XMLCite \textit{H. Nabli}, Methodol. Comput. Appl. Probab. 24, No. 1, 289--308 (2022; Zbl 1490.60219) Full Text: DOI
Chakravarthy, Srinivas R.; Shruti; Rumyantsev, Alexander Analysis of a queueing model with batch Markovian arrival process and general distribution for group clearance. (English) Zbl 1480.60214 Methodol. Comput. Appl. Probab. 23, No. 4, 1551-1579 (2021). MSC: 60J27 60K25 PDFBibTeX XMLCite \textit{S. R. Chakravarthy} et al., Methodol. Comput. Appl. Probab. 23, No. 4, 1551--1579 (2021; Zbl 1480.60214) Full Text: DOI
Akar, Nail; Gursoy, Omer; Horvath, Gabor; Telek, Miklos Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication. (English) Zbl 1480.60210 Methodol. Comput. Appl. Probab. 23, No. 4, 1257-1283 (2021). MSC: 60J25 65C40 60K25 60J65 PDFBibTeX XMLCite \textit{N. Akar} et al., Methodol. Comput. Appl. Probab. 23, No. 4, 1257--1283 (2021; Zbl 1480.60210) Full Text: DOI Link
Macci, Claudio; Martinucci, Barbara; Pirozzi, Enrica Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin. (English) Zbl 1476.60059 Methodol. Comput. Appl. Probab. 23, No. 3, 1077-1096 (2021). MSC: 60F10 60J25 60K15 PDFBibTeX XMLCite \textit{C. Macci} et al., Methodol. Comput. Appl. Probab. 23, No. 3, 1077--1096 (2021; Zbl 1476.60059) Full Text: DOI arXiv
Dibu, A. S.; Jacob, M. J.; Papaioannou, Apostolos D.; Ramsden, Lewis Delayed capital injections for a risk process with Markovian arrivals. (English) Zbl 1476.60127 Methodol. Comput. Appl. Probab. 23, No. 3, 1057-1076 (2021). MSC: 60J25 91B05 45B05 PDFBibTeX XMLCite \textit{A. S. Dibu} et al., Methodol. Comput. Appl. Probab. 23, No. 3, 1057--1076 (2021; Zbl 1476.60127) Full Text: DOI
Kamalakis, Thomas; Vamvakari, Malvina \(q\)-random walks on \(\mathbb Z^d\), \(d = 1, 2, 3\). (English) Zbl 1480.60207 Methodol. Comput. Appl. Probab. 23, No. 3, 947-969 (2021). MSC: 60J10 60G50 PDFBibTeX XMLCite \textit{T. Kamalakis} and \textit{M. Vamvakari}, Methodol. Comput. Appl. Probab. 23, No. 3, 947--969 (2021; Zbl 1480.60207) Full Text: DOI
Ratanov, Nikita Ornstein-Uhlenbeck processes of bounded variation. (English) Zbl 1476.60146 Methodol. Comput. Appl. Probab. 23, No. 3, 925-946 (2021). MSC: 60J74 60J27 60K99 PDFBibTeX XMLCite \textit{N. Ratanov}, Methodol. Comput. Appl. Probab. 23, No. 3, 925--946 (2021; Zbl 1476.60146) Full Text: DOI arXiv
Di Crescenzo, Antonio; Martinucci, Barbara; Paraggio, Paola; Zacks, Shelemyahu Some results on the telegraph process confined by two non-standard boundaries. (English) Zbl 1480.60275 Methodol. Comput. Appl. Probab. 23, No. 3, 837-858 (2021). MSC: 60K15 60J25 PDFBibTeX XMLCite \textit{A. Di Crescenzo} et al., Methodol. Comput. Appl. Probab. 23, No. 3, 837--858 (2021; Zbl 1480.60275) Full Text: DOI arXiv
Chen, Anyue; Li, Junping; Zhang, Jing Branching collision processes with immigration. (English) Zbl 1460.60084 Methodol. Comput. Appl. Probab. 22, No. 3, 1063-1088 (2020). MSC: 60J27 60J35 60J80 PDFBibTeX XMLCite \textit{A. Chen} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1063--1088 (2020; Zbl 1460.60084) Full Text: DOI
Michael, Boutsikas V.; Eutichia, Vaggelatou On the distribution of the number of success runs in a continuous time Markov chain. (English) Zbl 1460.60086 Methodol. Comput. Appl. Probab. 22, No. 3, 969-993 (2020). MSC: 60J28 60E10 62E15 60G40 PDFBibTeX XMLCite \textit{B. V. Michael} and \textit{V. Eutichia}, Methodol. Comput. Appl. Probab. 22, No. 3, 969--993 (2020; Zbl 1460.60086) Full Text: DOI
Asanjarani, Azam; Nazarathy, Yoni The role of information in system stability with partially observable servers. (English) Zbl 1460.60085 Methodol. Comput. Appl. Probab. 22, No. 3, 949-968 (2020). MSC: 60J28 49L20 49K21 PDFBibTeX XMLCite \textit{A. Asanjarani} and \textit{Y. Nazarathy}, Methodol. Comput. Appl. Probab. 22, No. 3, 949--968 (2020; Zbl 1460.60085) Full Text: DOI arXiv
Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M. Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment. (English) Zbl 1455.91217 Methodol. Comput. Appl. Probab. 22, No. 3, 927-948 (2020). MSC: 91G05 60G55 60J28 PDFBibTeX XMLCite \textit{G. A. Delsing} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 927--948 (2020; Zbl 1455.91217) Full Text: DOI arXiv
Lefèvre, Claude; Simon, Matthieu SIR-type epidemic models as block-structured Markov processes. (English) Zbl 1448.92314 Methodol. Comput. Appl. Probab. 22, No. 2, 433-453 (2020). MSC: 92D30 60J28 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{M. Simon}, Methodol. Comput. Appl. Probab. 22, No. 2, 433--453 (2020; Zbl 1448.92314) Full Text: DOI
Ratanov, Nikita First crossing times of telegraph processes with jumps. (English) Zbl 1437.60052 Methodol. Comput. Appl. Probab. 22, No. 1, 349-370 (2020). MSC: 60J74 60J27 60K99 PDFBibTeX XMLCite \textit{N. Ratanov}, Methodol. Comput. Appl. Probab. 22, No. 1, 349--370 (2020; Zbl 1437.60052) Full Text: DOI
Choquet, Catherine; Néel, Marie-Christine Derivation of Feynman-Kac and Bloch-Torrey equations in a trapping medium. (English) Zbl 1437.60045 Methodol. Comput. Appl. Probab. 22, No. 1, 49-74 (2020). MSC: 60J27 82C31 35J65 60J76 60J70 PDFBibTeX XMLCite \textit{C. Choquet} and \textit{M.-C. Néel}, Methodol. Comput. Appl. Probab. 22, No. 1, 49--74 (2020; Zbl 1437.60045) Full Text: DOI
Silvestrov, Dmitrii; Silvestrov, Sergei Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. II. (English) Zbl 1428.60106 Methodol. Comput. Appl. Probab. 21, No. 3, 965-984 (2019). MSC: 60J10 60J27 60K15 65C40 PDFBibTeX XMLCite \textit{D. Silvestrov} and \textit{S. Silvestrov}, Methodol. Comput. Appl. Probab. 21, No. 3, 965--984 (2019; Zbl 1428.60106) Full Text: DOI arXiv
Silvestrov, Dmitrii; Silvestrov, Sergei Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I. (English) Zbl 1428.60105 Methodol. Comput. Appl. Probab. 21, No. 3, 945-964 (2019). MSC: 60J10 60J27 60K15 65C40 PDFBibTeX XMLCite \textit{D. Silvestrov} and \textit{S. Silvestrov}, Methodol. Comput. Appl. Probab. 21, No. 3, 945--964 (2019; Zbl 1428.60105) Full Text: DOI arXiv
Roberts, Gareth O.; Rosenthal, Jeffrey S. Hitting time and convergence rate bounds for symmetric Langevin diffusions. (English) Zbl 1428.60123 Methodol. Comput. Appl. Probab. 21, No. 3, 921-929 (2019). MSC: 60J70 60J60 60J25 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Methodol. Comput. Appl. Probab. 21, No. 3, 921--929 (2019; Zbl 1428.60123) Full Text: DOI arXiv
Di Crescenzo, Antonio; Pellerey, Franco Some results and applications of geometric counting processes. (English) Zbl 1411.60111 Methodol. Comput. Appl. Probab. 21, No. 1, 203-233 (2019). MSC: 60J27 60K15 60K20 PDFBibTeX XMLCite \textit{A. Di Crescenzo} and \textit{F. Pellerey}, Methodol. Comput. Appl. Probab. 21, No. 1, 203--233 (2019; Zbl 1411.60111) Full Text: DOI
Latouche, Guy; Simon, Matthieu Markov-modulated Brownian motion with temporary change of regime at level zero. (English) Zbl 1411.60120 Methodol. Comput. Appl. Probab. 20, No. 4, 1199-1222 (2018). MSC: 60J65 60K37 60J25 60K15 PDFBibTeX XMLCite \textit{G. Latouche} and \textit{M. Simon}, Methodol. Comput. Appl. Probab. 20, No. 4, 1199--1222 (2018; Zbl 1411.60120) Full Text: DOI
Hong, Liang A further study of the choice between two hedging strategies – the continuous case. (English) Zbl 1426.91248 Methodol. Comput. Appl. Probab. 20, No. 4, 1189-1198 (2018). MSC: 91G10 60J25 PDFBibTeX XMLCite \textit{L. Hong}, Methodol. Comput. Appl. Probab. 20, No. 4, 1189--1198 (2018; Zbl 1426.91248) Full Text: DOI
Clancy, Damian; Tjia, Elliott Approximating time to extinction for endemic infection models. (English) Zbl 1411.92271 Methodol. Comput. Appl. Probab. 20, No. 4, 1043-1067 (2018). MSC: 92D30 60J28 PDFBibTeX XMLCite \textit{D. Clancy} and \textit{E. Tjia}, Methodol. Comput. Appl. Probab. 20, No. 4, 1043--1067 (2018; Zbl 1411.92271) Full Text: DOI arXiv
Brown, Mark; Li, Shuangning Sharp bounds for exponential approximations of NWUE distributions. (English) Zbl 1402.60024 Methodol. Comput. Appl. Probab. 20, No. 3, 875-896 (2018). MSC: 60E15 60J27 60K10 60K25 90B25 PDFBibTeX XMLCite \textit{M. Brown} and \textit{S. Li}, Methodol. Comput. Appl. Probab. 20, No. 3, 875--896 (2018; Zbl 1402.60024) Full Text: DOI
Breitenbach, Tim; Annunziato, Mario; Borzì, Alfio On the optimal control of a random walk with jumps and barriers. (English) Zbl 1387.93183 Methodol. Comput. Appl. Probab. 20, No. 1, 435-462 (2018). MSC: 93E20 60G50 34K99 60J27 PDFBibTeX XMLCite \textit{T. Breitenbach} et al., Methodol. Comput. Appl. Probab. 20, No. 1, 435--462 (2018; Zbl 1387.93183) Full Text: DOI
Liu, Yue; Privault, Nicolas A recursive algorithm for selling at the ultimate maximum in regime-switching models. (English) Zbl 1387.93188 Methodol. Comput. Appl. Probab. 20, No. 1, 369-384 (2018). MSC: 93E20 60G40 60J28 35R35 91G80 91G60 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{N. Privault}, Methodol. Comput. Appl. Probab. 20, No. 1, 369--384 (2018; Zbl 1387.93188) Full Text: DOI arXiv
Di Crescenzo, Antonio; Martinucci, Barbara; Zacks, Shelemyahu Telegraph process with elastic boundary at the origin. (English) Zbl 1390.60317 Methodol. Comput. Appl. Probab. 20, No. 1, 333-352 (2018). MSC: 60K15 60J25 PDFBibTeX XMLCite \textit{A. Di Crescenzo} et al., Methodol. Comput. Appl. Probab. 20, No. 1, 333--352 (2018; Zbl 1390.60317) Full Text: DOI arXiv
Dalessandro, Antonio; Peters, Gareth W. Tensor approximation of generalized correlated diffusions and functional copula operators. (English) Zbl 1390.60265 Methodol. Comput. Appl. Probab. 20, No. 1, 237-271 (2018). MSC: 60J10 60H10 60J28 62H20 PDFBibTeX XMLCite \textit{A. Dalessandro} and \textit{G. W. Peters}, Methodol. Comput. Appl. Probab. 20, No. 1, 237--271 (2018; Zbl 1390.60265) Full Text: DOI arXiv Link
Silvestrov, Dmitrii; Manca, Raimondo Reward algorithms for semi-Markov processes. (English) Zbl 1387.60114 Methodol. Comput. Appl. Probab. 19, No. 4, 1191-1209 (2017). MSC: 60J10 60J22 60J27 60K15 65C40 PDFBibTeX XMLCite \textit{D. Silvestrov} and \textit{R. Manca}, Methodol. Comput. Appl. Probab. 19, No. 4, 1191--1209 (2017; Zbl 1387.60114) Full Text: DOI arXiv
Suñé, Víctor Computing the expected Markov reward rates with stationarity detection and relative error control. (English) Zbl 1370.60130 Methodol. Comput. Appl. Probab. 19, No. 2, 445-485 (2017). MSC: 60J28 60J27 60J22 65C40 PDFBibTeX XMLCite \textit{V. Suñé}, Methodol. Comput. Appl. Probab. 19, No. 2, 445--485 (2017; Zbl 1370.60130) Full Text: DOI Link
Pogány, Tibor K.; Nadarajah, Saralees On the moments of the absorption time of Kingman’s coalescent. (English) Zbl 1362.60010 Methodol. Comput. Appl. Probab. 19, No. 1, 349-355 (2017). MSC: 60E05 60J25 60J28 92D10 PDFBibTeX XMLCite \textit{T. K. Pogány} and \textit{S. Nadarajah}, Methodol. Comput. Appl. Probab. 19, No. 1, 349--355 (2017; Zbl 1362.60010) Full Text: DOI
Dendievel, Sarah; Latouche, Guy Approximations for time-dependent distributions in Markovian fluid models. (English) Zbl 1360.60145 Methodol. Comput. Appl. Probab. 19, No. 1, 285-309 (2017). MSC: 60J25 60G50 65C50 PDFBibTeX XMLCite \textit{S. Dendievel} and \textit{G. Latouche}, Methodol. Comput. Appl. Probab. 19, No. 1, 285--309 (2017; Zbl 1360.60145) Full Text: DOI arXiv
Dong, Yinghui; Yuen, Kam C.; Wang, Guojing; Wu, Chongfeng A reduced-form model for correlated defaults with regime-switching shot noise intensities. (English) Zbl 1343.60117 Methodol. Comput. Appl. Probab. 18, No. 2, 459-486 (2016). MSC: 60J28 60J27 60H30 60H10 60G55 91G40 91G80 60G46 PDFBibTeX XMLCite \textit{Y. Dong} et al., Methodol. Comput. Appl. Probab. 18, No. 2, 459--486 (2016; Zbl 1343.60117) Full Text: DOI
Carrasco, Juan A. Numerically stable methods for the computation of exit rates in Markov chains. (English) Zbl 1342.60126 Methodol. Comput. Appl. Probab. 18, No. 2, 307-334 (2016). MSC: 60J27 60J22 60J10 65C40 60J28 PDFBibTeX XMLCite \textit{J. A. Carrasco}, Methodol. Comput. Appl. Probab. 18, No. 2, 307--334 (2016; Zbl 1342.60126) Full Text: DOI
Rodríguez, Joanna; Lillo, Rosa Elvira; Ramírez-Cobo, Pepa Nonidentifiability of the two-state BMAP. (English) Zbl 1337.60098 Methodol. Comput. Appl. Probab. 18, No. 1, 81-106 (2016). MSC: 60G55 60J27 60K15 60J28 60K25 PDFBibTeX XMLCite \textit{J. Rodríguez} et al., Methodol. Comput. Appl. Probab. 18, No. 1, 81--106 (2016; Zbl 1337.60098) Full Text: DOI
D’Amico, Guglielmo Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings. (English) Zbl 1331.60169 Methodol. Comput. Appl. Probab. 17, No. 4, 929-949 (2015). MSC: 60J75 60J27 62M05 91G80 PDFBibTeX XMLCite \textit{G. D'Amico}, Methodol. Comput. Appl. Probab. 17, No. 4, 929--949 (2015; Zbl 1331.60169) Full Text: DOI
Abanto-Valle, C. A.; Lachos, V. H.; Dey, Dipak K. Bayesian estimation of a skew-Student-\(t\) stochastic volatility model. (English) Zbl 1327.62128 Methodol. Comput. Appl. Probab. 17, No. 3, 721-738 (2015). MSC: 62F15 60J25 34A34 PDFBibTeX XMLCite \textit{C. A. Abanto-Valle} et al., Methodol. Comput. Appl. Probab. 17, No. 3, 721--738 (2015; Zbl 1327.62128) Full Text: DOI
Ratanov, Nikita Telegraph processes with random jumps and complete market models. (English) Zbl 1322.60170 Methodol. Comput. Appl. Probab. 17, No. 3, 677-695 (2015). MSC: 60J75 60J27 60G55 60K99 45D05 91B70 91B26 91G80 PDFBibTeX XMLCite \textit{N. Ratanov}, Methodol. Comput. Appl. Probab. 17, No. 3, 677--695 (2015; Zbl 1322.60170) Full Text: DOI arXiv
Robin, Stéphane; Stefanov, Valeri T. Detection of significant genomic alterations via simultaneous minimal sojourns at a state by independent continuous-time Markov chains. (English) Zbl 1322.60171 Methodol. Comput. Appl. Probab. 17, No. 2, 479-487 (2015). Reviewer: Ivan Křivý (Ostrava) MSC: 60J75 60J80 60J27 60J28 60J85 92D10 PDFBibTeX XMLCite \textit{S. Robin} and \textit{V. T. Stefanov}, Methodol. Comput. Appl. Probab. 17, No. 2, 479--487 (2015; Zbl 1322.60171) Full Text: DOI
Keller, Peter; Rœlly, Sylvie; Valleriani, Angelo A quasi random walk to model a biological transport process. (English) Zbl 1312.60088 Methodol. Comput. Appl. Probab. 17, No. 1, 125-137 (2015). MSC: 60J27 60J28 60K40 60J80 92C45 PDFBibTeX XMLCite \textit{P. Keller} et al., Methodol. Comput. Appl. Probab. 17, No. 1, 125--137 (2015; Zbl 1312.60088) Full Text: DOI Link
Shin, Yang Woo; Moon, Dug Hee \(\mathrm{M}/\mathrm{M}/c\) retrial queue with multiclass of customers. (English) Zbl 1306.60146 Methodol. Comput. Appl. Probab. 16, No. 4, 931-949 (2014). MSC: 60K25 60J27 90B22 PDFBibTeX XMLCite \textit{Y. W. Shin} and \textit{D. H. Moon}, Methodol. Comput. Appl. Probab. 16, No. 4, 931--949 (2014; Zbl 1306.60146) Full Text: DOI
Hieber, Peter A correction note on: “When the ‘bull’ meets the ‘bear’ – a first passage time problem for a hidden Markov process”. (English) Zbl 1303.60063 Methodol. Comput. Appl. Probab. 16, No. 3, 771-776 (2014). MSC: 60J05 60J27 60G40 44A10 PDFBibTeX XMLCite \textit{P. Hieber}, Methodol. Comput. Appl. Probab. 16, No. 3, 771--776 (2014; Zbl 1303.60063) Full Text: DOI
Dong, Yinghui; Wang, Guojing; Yuen, Kam C. Bilateral counterparty risk valuation on a CDS with a common shock model. (English) Zbl 1307.91185 Methodol. Comput. Appl. Probab. 16, No. 3, 643-673 (2014). MSC: 91G40 91G20 60H30 60J27 PDFBibTeX XMLCite \textit{Y. Dong} et al., Methodol. Comput. Appl. Probab. 16, No. 3, 643--673 (2014; Zbl 1307.91185) Full Text: DOI
Li, Junping; Chen, Anyue The decay parameter and invariant measures for Markovian bulk-arrival queues with control at idle time. (English) Zbl 1270.60102 Methodol. Comput. Appl. Probab. 15, No. 2, 467-484 (2013). MSC: 60K25 60J27 90B22 PDFBibTeX XMLCite \textit{J. Li} and \textit{A. Chen}, Methodol. Comput. Appl. Probab. 15, No. 2, 467--484 (2013; Zbl 1270.60102) Full Text: DOI
Menshikov, M. V.; Sisko, V. V.; Vachkovskaia, M. Introduction to shape stability for a storage model. (English) Zbl 1263.90006 Methodol. Comput. Appl. Probab. 15, No. 1, 125-146 (2013). MSC: 90B05 60J25 PDFBibTeX XMLCite \textit{M. V. Menshikov} et al., Methodol. Comput. Appl. Probab. 15, No. 1, 125--146 (2013; Zbl 1263.90006) Full Text: DOI arXiv Link
Abundo, Mario On the first-passage area of a one-dimensional jump-diffusion process. (English) Zbl 1267.60089 Methodol. Comput. Appl. Probab. 15, No. 1, 85-103 (2013). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J60 60H30 60J57 60J25 PDFBibTeX XMLCite \textit{M. Abundo}, Methodol. Comput. Appl. Probab. 15, No. 1, 85--103 (2013; Zbl 1267.60089) Full Text: DOI
Vasiliadis, George On the distributions of the state sizes of the continuous time homogeneous Markov system with finite state capacities. (English) Zbl 1282.90089 Methodol. Comput. Appl. Probab. 14, No. 3, 863-882 (2012). MSC: 90B70 91D30 60J27 PDFBibTeX XMLCite \textit{G. Vasiliadis}, Methodol. Comput. Appl. Probab. 14, No. 3, 863--882 (2012; Zbl 1282.90089) Full Text: DOI
Di Crescenzo, Antonio; Giorno, Virginia; Krishna Kumar, Balasubramanian; Nobile, Amelia G. A double-ended queue with catastrophes and repairs, and a jump-diffusion approximation. (English) Zbl 1270.60080 Methodol. Comput. Appl. Probab. 14, No. 4, 937-954 (2012). Reviewer: Hans Daduna (Hamburg) MSC: 60J27 60K25 60J28 PDFBibTeX XMLCite \textit{A. Di Crescenzo} et al., Methodol. Comput. Appl. Probab. 14, No. 4, 937--954 (2012; Zbl 1270.60080) Full Text: DOI arXiv
Hamadouche, Naima; Aïssani, Djamil Approximation in the \(M_{2}/G_{2}/1\) queue with preemptive priority. (English) Zbl 1235.60128 Methodol. Comput. Appl. Probab. 13, No. 3, 563-581 (2011). MSC: 60K25 60J25 PDFBibTeX XMLCite \textit{N. Hamadouche} and \textit{D. Aïssani}, Methodol. Comput. Appl. Probab. 13, No. 3, 563--581 (2011; Zbl 1235.60128) Full Text: DOI
Clancy, Damian; Mendy, Sang Taphou Approximating the quasi-stationary distribution of the SIS model for endemic infection. (English) Zbl 1230.92047 Methodol. Comput. Appl. Probab. 13, No. 3, 603-618 (2011). MSC: 92D30 60J28 PDFBibTeX XMLCite \textit{D. Clancy} and \textit{S. T. Mendy}, Methodol. Comput. Appl. Probab. 13, No. 3, 603--618 (2011; Zbl 1230.92047) Full Text: DOI
Ramponi, Alessandro Mixture dynamics and regime switching diffusions with application to option pricing. (English) Zbl 1223.60063 Methodol. Comput. Appl. Probab. 13, No. 2, 349-368 (2011). Reviewer: Rainer Klages (London) MSC: 60J60 60J27 65C05 60H30 91G60 PDFBibTeX XMLCite \textit{A. Ramponi}, Methodol. Comput. Appl. Probab. 13, No. 2, 349--368 (2011; Zbl 1223.60063) Full Text: DOI Link
Sericola, Bruno; Remiche, Marie-Ange Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations. (English) Zbl 1216.60062 Methodol. Comput. Appl. Probab. 13, No. 2, 307-328 (2011). MSC: 60K25 60J27 PDFBibTeX XMLCite \textit{B. Sericola} and \textit{M.-A. Remiche}, Methodol. Comput. Appl. Probab. 13, No. 2, 307--328 (2011; Zbl 1216.60062) Full Text: DOI
Chen, Anyue; Pollett, Phil; Li, Junping; Zhang, Hanjun Uniqueness, extinction and explosivity of generalised Markov branching processes with pairwise interaction. (English) Zbl 1218.60070 Methodol. Comput. Appl. Probab. 12, No. 3, 511-531 (2010). Reviewer: Matthias Meiners (Uppsala) MSC: 60J80 60J27 PDFBibTeX XMLCite \textit{A. Chen} et al., Methodol. Comput. Appl. Probab. 12, No. 3, 511--531 (2010; Zbl 1218.60070) Full Text: DOI
Castella, F.; Dujardin, G.; Sericola, B. Moments’ analysis in homogeneous Markov reward models. (English) Zbl 1187.60055 Methodol. Comput. Appl. Probab. 11, No. 4, 583-601 (2009). Reviewer: Zoran Vondraček (Zagreb) MSC: 60J22 60J27 PDFBibTeX XMLCite \textit{F. Castella} et al., Methodol. Comput. Appl. Probab. 11, No. 4, 583--601 (2009; Zbl 1187.60055) Full Text: DOI
Bean, Nigel G.; O’reilly, Małgorzata M.; Taylor, Peter G. Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows. (English) Zbl 1184.60027 Methodol. Comput. Appl. Probab. 10, No. 3, 381-408 (2008). Reviewer: Sophia L. Kalpazidou (Thessaloniki) MSC: 60J25 PDFBibTeX XMLCite \textit{N. G. Bean} et al., Methodol. Comput. Appl. Probab. 10, No. 3, 381--408 (2008; Zbl 1184.60027) Full Text: DOI
Guillemin, Fabrice; Sericola, Bruno Stationary analysis of a fluid queue driven by some countable state space Markov chain. (English) Zbl 1151.60042 Methodol. Comput. Appl. Probab. 9, No. 4, 521-540 (2007). Reviewer: Evsei Morozov (Petrozavodsk) MSC: 60K25 60J27 PDFBibTeX XMLCite \textit{F. Guillemin} and \textit{B. Sericola}, Methodol. Comput. Appl. Probab. 9, No. 4, 521--540 (2007; Zbl 1151.60042) Full Text: DOI
Wang, Liqun; Pötzelberger, Klaus Crossing probabilities for diffusion processes with piecewise continuous boundaries. (English) Zbl 1122.60070 Methodol. Comput. Appl. Probab. 9, No. 1, 21-40 (2007). MSC: 60J60 60J70 60J25 60G40 65C05 PDFBibTeX XMLCite \textit{L. Wang} and \textit{K. Pötzelberger}, Methodol. Comput. Appl. Probab. 9, No. 1, 21--40 (2007; Zbl 1122.60070) Full Text: DOI arXiv
Ramaswami, V. Passage times in fluid models with application to risk processes. (English) Zbl 1110.60067 Methodol. Comput. Appl. Probab. 8, No. 4, 497-515 (2006). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J25 60K15 60K25 60K37 PDFBibTeX XMLCite \textit{V. Ramaswami}, Methodol. Comput. Appl. Probab. 8, No. 4, 497--515 (2006; Zbl 1110.60067) Full Text: DOI
Chiquet, Julien; Limnios, Nikolaos Estimating stochastic dynamical systems driven by a continuous-time jump Markov process. (English) Zbl 1118.62087 Methodol. Comput. Appl. Probab. 8, No. 4, 431-447 (2006). Reviewer: Markus Reiß (Heidelberg) MSC: 62M05 60J27 62F12 60H10 60K40 62N05 PDFBibTeX XMLCite \textit{J. Chiquet} and \textit{N. Limnios}, Methodol. Comput. Appl. Probab. 8, No. 4, 431--447 (2006; Zbl 1118.62087) Full Text: DOI Link
Atchadé, Yves F. An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift. (English) Zbl 1104.65004 Methodol. Comput. Appl. Probab. 8, No. 2, 235-254 (2006). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C05 65C40 60J27 60J35 60J22 PDFBibTeX XMLCite \textit{Y. F. Atchadé}, Methodol. Comput. Appl. Probab. 8, No. 2, 235--254 (2006; Zbl 1104.65004) Full Text: DOI
Chen, Anyue; Li, Junping; Ramesh, N. I. Uniqueness and extinction of weighted Markov branching processes. (English) Zbl 1104.60047 Methodol. Comput. Appl. Probab. 7, No. 4, 489-516 (2005). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J80 60J27 PDFBibTeX XMLCite \textit{A. Chen} et al., Methodol. Comput. Appl. Probab. 7, No. 4, 489--516 (2005; Zbl 1104.60047) Full Text: DOI
Kyriakidis, Epaminondas G.; Dimitrakos, Theodosis D. Computation of the optimal policy for the control of a compound immigration process through total catastrophes. (English) Zbl 1107.90039 Methodol. Comput. Appl. Probab. 7, No. 1, 97-118 (2005). MSC: 90C40 60J25 PDFBibTeX XMLCite \textit{E. G. Kyriakidis} and \textit{T. D. Dimitrakos}, Methodol. Comput. Appl. Probab. 7, No. 1, 97--118 (2005; Zbl 1107.90039) Full Text: DOI
Girardin, Valerie Entropy maximization for Markov and semi-Markov processes. (English) Zbl 1043.60080 Methodol. Comput. Appl. Probab. 6, No. 1, 109-127 (2004). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 60K15 60J25 62B10 94A17 PDFBibTeX XMLCite \textit{V. Girardin}, Methodol. Comput. Appl. Probab. 6, No. 1, 109--127 (2004; Zbl 1043.60080) Full Text: DOI
Remiche, Marie-Ange On the tractability of the measure associated to the phase-type planar point process. (English) Zbl 0997.60055 Methodol. Comput. Appl. Probab. 3, No. 4, 411-426 (2001). MSC: 60G55 60J27 PDFBibTeX XMLCite \textit{M.-A. Remiche}, Methodol. Comput. Appl. Probab. 3, No. 4, 411--426 (2001; Zbl 0997.60055) Full Text: DOI
Levikson, B.; Frostig, E.; Bshouty, D. An algorithm evaluating generalized life insurance programs. (English) Zbl 0999.91049 Methodol. Comput. Appl. Probab. 3, No. 3, 329-340 (2001). MSC: 91B30 60K15 60J27 60J99 PDFBibTeX XMLCite \textit{B. Levikson} et al., Methodol. Comput. Appl. Probab. 3, No. 3, 329--340 (2001; Zbl 0999.91049) Full Text: DOI
Clancy, D.; O’Neill, P. D.; Pollett, P. K. Approximations for the long-term behavior of an open-population epidemic model. (English) Zbl 0971.92025 Methodol. Comput. Appl. Probab. 3, No. 1, 75-95 (2001). MSC: 92D30 60J70 60J27 PDFBibTeX XMLCite \textit{D. Clancy} et al., Methodol. Comput. Appl. Probab. 3, No. 1, 75--95 (2001; Zbl 0971.92025) Full Text: DOI
Andersen, Allan T.; Neuts, Marcel F.; Nielsen, Bo Friis Lower order moments of inter-transition times in the stationary QBD process. (English) Zbl 0984.60084 Methodol. Comput. Appl. Probab. 2, No. 4, 339-357 (2000). Reviewer: Thomas Simon (Berlin) MSC: 60J25 65C40 PDFBibTeX XMLCite \textit{A. T. Andersen} et al., Methodol. Comput. Appl. Probab. 2, No. 4, 339--357 (2000; Zbl 0984.60084) Full Text: DOI
Benarous, Jean-David; Mazliak, Laurent; Rouge, Richard Filtering and control with information increasing. (English) Zbl 0974.60023 Methodol. Comput. Appl. Probab. 2, No. 2, 123-135 (2000). Reviewer: Oleksandr Kukush (Kiev) MSC: 60G35 93E20 60J25 PDFBibTeX XMLCite \textit{J.-D. Benarous} et al., Methodol. Comput. Appl. Probab. 2, No. 2, 123--135 (2000; Zbl 0974.60023) Full Text: DOI
Ball, Frank; Yeo, Geoffrey Superposition of spatially interacting aggregated continuous time Markov chains. (English) Zbl 0959.92004 Methodol. Comput. Appl. Probab. 2, No. 1, 93-116 (2000). Reviewer: Andre R.Dabrowski (Ottawa) MSC: 92C05 60J27 92C30 60J20 05A15 PDFBibTeX XMLCite \textit{F. Ball} and \textit{G. Yeo}, Methodol. Comput. Appl. Probab. 2, No. 1, 93--116 (2000; Zbl 0959.92004) Full Text: DOI
Baldi, Paolo; Piccioni, Mauro Importance sampling for continuous time Markov chains and applications to fluid models. (English) Zbl 0991.65009 Methodol. Comput. Appl. Probab. 1, No. 4, 375-390 (1999). MSC: 65C40 65C05 60K25 60J27 60F10 PDFBibTeX XMLCite \textit{P. Baldi} and \textit{M. Piccioni}, Methodol. Comput. Appl. Probab. 1, No. 4, 375--390 (1999; Zbl 0991.65009) Full Text: DOI
Neuts, Marcel F.; Li, Jian-Min Point processes competing for runs: A new tool for their investigation. (English) Zbl 0944.60055 Methodol. Comput. Appl. Probab. 1, No. 1, 29-53 (1999). Reviewer: B.P.Harlamov (St.Peterburg) MSC: 60G55 60K15 60J27 PDFBibTeX XMLCite \textit{M. F. Neuts} and \textit{J.-M. Li}, Methodol. Comput. Appl. Probab. 1, No. 1, 29--53 (1999; Zbl 0944.60055) Full Text: DOI