Result 1 to 20 of 53 total
Random linear-quadratic mathematical models: Computing explicit solutions and applications. (English)
Math. Comput. Simul. 79, No. 7, 2076-2090 (2009).
1
The split-step backward Euler method for linear stochastic delay differential equations. (English)
J. Comput. Appl. Math. 225, No. 2, 558-568 (2009).
2
Robust estimates for functionals of stochastic processes. ({\cyr Robastni1 otsi1nki funktsi1onali1v vi1d stokhastichnikh protsesi1v}.) (Ukrainian)
Kyïv: Vydavnycho-Poligrafichnyĭ Tsentr, Kyïvskyĭ Universytet (ISBN 978-966-439-143-3). 320~p. (2008).
3
Convergence of the semi-implicit Euler method for stochastic age-dependent population equations. (English)
Appl. Math. Comput. 195, No. 2, 466-474 (2008).
4
First exit times for compound Poisson dams with a general release rule. (English)
Math. Methods Oper. Res. 65, No. 1, 169-178 (2007).
5
Good lattice rules based on the general weighted star discrepancy. (English)
Math. Comput. 76, No. 258, 989-1004 (2007).
6
Applying Foster’s criteria to a $GI/PH/1$ queueing system. (English)
Cybern. Syst. Anal. 42, No. 3, 433-439 (2006); translation from Kibern. Sist. Anal. 42, No. 3, 148-156 (2006).
7
On the Markov Chain Monte Carlo (MCMC) method. (English)
Sādhanā 31, No. 2, 81-104 (2006).
8
Bayesian hierarchical models in manufacturing bulk service queues. (English)
J. Stat. Plann. Inference 136, No. 2, 335-354 (2006).
9
On the infinite server shortest queue problem: symmetric case. (English)
Stoch. Models 21, No. 1, 101-132 (2005).
10
A stable algorithm for stationary distribution calculation for a BMAP/SM/1 queueing system with Markovian arrival input of disasters. (English)
J. Appl. Probab. 41, No. 2, 547-556 (2004).
11
Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes. (English)
Ann. Appl. Probab. 14, No. 2, 1029-1054 (2004).
12
Applications of Hilbert-Huang transform to non-stationary financial time series analysis. (English)
Appl. Stoch. Models Bus. Ind. 19, No. 3, 245-268 (2003).
13
Thresholding scalogram and applications in process fault detection. (English)
Appl. Stoch. Models Bus. Ind. 19, No. 3, 231-244 (2003).
14
Wavelet thresholding in partially linear models: a computation and simulation. (English)
Appl. Stoch. Models Bus. Ind. 19, No. 3, 221-230 (2003).
15
Wavelet in state space models. (English)
Appl. Stoch. Models Bus. Ind. 19, No. 3, 199-219 (2003).
16
Wavelet-based estimation of a discriminant function. (English)
Appl. Stoch. Models Bus. Ind. 19, No. 3, 185-198 (2003).
17
Note on the convexity of the stationary waiting time as a function of the density. (English)
Probab. Eng. Inf. Sci. 17, No. 4, 503-508 (2003).
18
Limits of on/off hierarchical product models for data transmission. (English)
Ann. Appl. Probab. 13, No. 4, 1355-1398 (2003).
19
Differential equations arising in queuing theory. (English)
Funct. Differ. Equ. 8, No. 3-4, 447-457 (2001).
20
Result 1 to 20 of 53 total