Stochastic Models, Volume 30, Issue 3 (2014)

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Stochastic Models, Volume 30, Issue 3 (2014)

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Original Articles

Article
Gambler’s Ruin: The Duration of Play
Guy Katriel
Pages: 251-271
Published online: 28 Jul 2014
AbstractforGambler’s Ruin: The Duration of Play | Full Text | References | PDF (121.2 KB)
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Article
Extremes and First Passage Times of Correlated Fractional Brownian Motions
Enkelejd Hashorva & Lanpeng Ji
Pages: 272-299
Published online: 28 Jul 2014
AbstractforExtremes and First Passage Times of Correlated Fractional Brownian Motions | Full Text | References | PDF (175.2 KB)
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Article
Optimal Strategies for a Long-Term Static Investor
Lingjiong Zhu
Pages: 300-318
Published online: 28 Jul 2014
AbstractforOptimal Strategies for a Long-Term Static Investor | Full Text | References | PDF (126.9 KB)
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Article
Critical Scale for a Continuous AIMD Model
Ilie Grigorescu & Min Kang
Pages: 319-343
Published online: 28 Jul 2014
AbstractforCritical Scale for a Continuous AIMD Model | Full Text | References | PDF (168.1 KB)
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Article
On the Asymptotic Behavior of a Dynamic Version of the Neyman Contagious Point Process
K. Borovkov
Pages: 344-364
Published online: 28 Jul 2014
AbstractforOn the Asymptotic Behavior of a Dynamic Version of the Neyman Contagious Point Process | Full Text | References | PDF (153.1 KB)
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Article
On the Evolution and Asymptotic Analysis of Open Markov Populations: Application to Consumption Credit
Manuel L. Esquível, José M. Fernandes & Gracinda R. Guerreiro
Pages: 365-389
Published online: 28 Jul 2014
AbstractforOn the Evolution and Asymptotic Analysis of Open Markov Populations: Application to Consumption Credit | Full Text | References | PDF (649.6 KB)
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Article
Queues and Risk Processes with Dependencies
E. S. Badila, O. J. Boxma & J. A. C. Resing
Pages: 390-419
Published online: 28 Jul 2014
AbstractforQueues and Risk Processes with Dependencies | Full Text | References | PDF (296.2 KB)
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Article
Regular Variation of Infinite Series of Processes with Random Coefficients
Raluca Balan
Pages: 420-438
Published online: 28 Jul 2014
AbstractforRegular Variation of Infinite Series of Processes with Random Coefficients | Full Text | References | PDF (147.4 KB)
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