Journal: Journal of Applied Mathematics and Stochastic Analysis

Found 244 papers in total
New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences
New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences
2002,
Various methods to derive new formulas for the Laplace transforms of some quadratic...
Filtering and predicting the cost of hidden perished items in an inventory model
Filtering and predicting the cost of hidden perished items in an inventory model
2002,
This paper is concerned with a discrete time, discrete state inventory model for items...
The asymptotic behavior of elementary symmetric functions on a probability distribution
The asymptotic behavior of elementary symmetric functions on a probability distribution
2001,
The problem on asymptotic of the value π(m,n) = m!σ m...
Controllability of semilinear stochastic evolution equations in Hilbert space
Controllability of semilinear stochastic evolution equations in Hilbert space
2001,
Controllability of semilinear stochastic evolution equations is studied by using...
Queueing Networks: Customers, Signals and Product Form Solutions
Queueing Networks: Customers, Signals and Product Form Solutions
2001
Introduction to Stochastic Networks
Introduction to Stochastic Networks
2001
Optimization Foundations and Applications
Optimization Foundations and Applications
2001
Reflected forward–backward stochastic differential equations and obstacle problems with boundary conditions
Reflected forward–backward stochastic differential equations and obstacle problems with boundary conditions
2001,
In this paper we study a class of forward–backward stochastic differential...
Weak laws of large numbers for arrays of rowwise negatively dependent random variables
Weak laws of large numbers for arrays of rowwise negatively dependent random variables
2001,
Weak laws of large numbers for arrays of rowwise negatively dependent random variables...
Strong result for real zeros of random algebraic polynomials
Strong result for real zeros of random algebraic polynomials
2001,
An estimate is given for the lower bound of real zeros of random algebraic polynomials...
Single server tandem queues and queueing networks with non-correlated successive service times
Single server tandem queues and queueing networks with non-correlated successive service times
2001,
To evaluate the local actual queueing delay in general single server queueing networks...
The MX/G/1 queue with queue length dependent service times
The MX/G/1 queue with queue length dependent service times
2001,
We deal with the M X /G/1 queue where service times depend on the queue length at the...
Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals
Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals
2001,
The optimal filtering problem for multidimensional continuous possibly non-Markovian,...
A stochastic inventory model with stock dependent demand items
A stochastic inventory model with stock dependent demand items
2001,
In this paper, we propose a new continuous time stochastic inventory model for stock...
On the ‘freezing’ method for nonlinear nonautonomous systems with delay
On the ‘freezing’ method for nonlinear nonautonomous systems with delay
2001,
Nonlinear nonautonomous differential systems with delaying argument are considered....
A k-out-of-n reliability system with an unreliable server and phase type repairs and services: The (N,T) policy
A k-out-of-n reliability system with an unreliable server and phase type repairs and services: The (N,T) policy
2001,
In this paper we study a k -out-of- n reliability sytem in which a single unreliable...
Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
2001,
This paper establishes the rate of convergence (in the uniform Kolmogorov distance)...
The moments of the area under reflected Brownian bridge conditional on its local time at zero
The moments of the area under reflected Brownian bridge conditional on its local time at zero
2000,
This paper develops a recursion formula for the conditional moments of the area under...
On the local time density of the reflecting Brownian bridge
On the local time density of the reflecting Brownian bridge
2000,
Expressions for the multi-dimensional densities of Brownian bridge local time are...
Fatou's Lemma and Lebesgue's convergence theorem for measures
Fatou's Lemma and Lebesgue's convergence theorem for measures
2000,
Analogues of Fatou's Lemma and Lebesgue's convergence theorems are established for...
Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations
Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations
2001,
The telegrapher's process with drift is here examined and its distribution is obtained...
Palm theory for random time changes
Palm theory for random time changes
2001,
Palm distributions are basic tools when studying stationarity in the context of point...
Two-step procedures in palm theory
Two-step procedures in palm theory
2001,
Random time changes (RTCs) are right-continuous and non-decreasing random functions...
A simple asymptotically optimal filter over an infinite horizon
A simple asymptotically optimal filter over an infinite horizon
2001,
A filtering problem over an infinite horizon for a continuous time signal and discrete...
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