FORTHCOMING
PAPERS
DAVID J. ALDOUS AND WILFRID S. KENDALL. Short-length routes in low-cost networks via Poisson line patterns
ELISA ALOS AND CHRISTIAN-OLIVER EWALD. Malliavin differentiability of the Heston volatility and applications to option pricing
NICOLE BÄUERLE AND RUDOLF GRÜBEL. Multivariate risk processes with interacting intensities
ADAM BOBROWSKI. Asymptotic behavior of a Feller evolution family involved in the Fisher–Wright model
CHARLES BORDENAVE AND GIOVANNI LUCA
TORRISI.
ERIK BROMAN AND RONALD MEESTER. Survival of inhomogeneous Galton-Watson processes
LUCIA CARAMELLINO AND BARBARA PACCHIAROTTI. Large deviation estimates of the crossing probability for pinned Gaussian processes
SANTANU CHAKRABORTY AND JOSE ALFREDO LÓPEZ-MIMBELA. Non-Explosion of a class of semilinear equations via branching particle representations
C. CHARALAMBOUS AND J. C. GITTINS. Optimal selection policies for a sequence of candidate drugs
SAVAS DAYANIK, WARREN POWELL AND KAZUTOSHI YAMAZAKI. Index policies for discounted bandit problems with availability constraints
MATTHIAS DEGEN AND PAUL EMBRECHTS. EVT-based estimation of risk capital and convergence of high quantiles
CHRISTOPH FREI AND MARTIN SCHWEIZER. Exponential utility indifference valuation in two Brownian settings with stochastic correlation
DAVID GAMARNIK AND PETAR MOMČILOVIĆ. Steady-state analysis of a multi-server queue in the Halfin-Whitt regime
IVAN GENTIL AND BRUNO
RÉMILLARD. Using systematic
sampling selection for
ARCHIS GHATE. Decentralized search on spheres using small world Markov chains: expected hitting times and structural properties
ROBERT C. GRIFFITHS, PAUL A. JENKINS AND YUN S. SONG. Importance sampling and the two-locus model with subdivided population structure
JENNIE C. HANSEN AND JERZY JAWORSKI. Local properties of random mappings with exchangeable in-degrees
JENNIE C. HANSEN, ERIC SCHMUTZ AND LI SHENG. Covering random points in a unit disk
GUNNAR HELLMUND, MICHAELA PROKEŠOVÁ AND EVA B. VEDEL JENSEN. Lévy based Cox point processes
ALEX IKSANOV AND MARTIN MÖHLE. On the number of jumps of random walks with a barrier
A. J. E. M. JANSSEN, J. S. H. VAN LEEUWAARDEN AND B. ZWART. Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula
MARKUS KIDERLEN. Estimation of the mean normal measure from flat sections
CHARLES KNESSL AND DIEGO ERNESTO DOMINICI. Asymptotic analysis of a fluid model modulated by an M/M/1 queue
CLAUDIA LAUTENSACK AND SERGEI ZUYEV. Random Laguerre tessellations
JOSEPH MECKE, WERNER NAGEL AND VIOLA WEISS. The iteration of random tessellations and a construction of a homogeneous process of cell divisions
JESPER MÓLLER AND KATEŘINA HELISOVÁ. Power diagrams and interaction processes for unions of discs
BEATRIZ PATEIRO-LÓPEZ AND ALBERTO RODRÍGUEZ-CASAL. Length and surface area estimation under smoothness restrictions
FRANCISCO J. PIERA,
DOMINIC SCHUHMACHER AND AIHUA XIA. A new metric between distributions of point processes
EUNJU SOHN AND CHARLES KNESSL. The distribution of wasted spaces in the M/M/∞ queue with ranked servers
JONATHAN TOUBOUL AND OLIVIER FAUGERAS. A characterization of the first hitting time of double integral processes to curved boundaries
SHEK-KEUNG TONY WONG. The Generalized perpetual American exchange-option problem
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Advances in Applied Probability is a publication of the Applied Probability Trust
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