Journal of Applied Probability Index to Volume 44 (2007)

Author	Title	Page
ABRAHAM, R., DHERSIN, J. S. AND YCART, B.	Strong convergence for urn models with reducible replacement policy	652–660
ABRAMOV, V. M.	Optimal control of a large dam	249–258
AKI, S. see INOUE, K.
ALPERN, S.	Rendezvous search with revealed information: applications to the line	1–15
ALSMEYER, G. AND MEINERS, M.	A stochastic maximin fixed-point equation related to game tree evaluation	586–606
AYESTA, U.	A unifying conservation law for single-server queues	1078–1087
BALDI ANTOGNINI, A. AND GIANNERINI, S.	Generalized Pólya urn designs with null balance	661–669
BALL, F., O'NEILL, P. D. AND PIKE, J.	Stochastic epidemic models in structured populations featuring dynamic vaccination and isolation	571–585
BALLANI, F., STOYAN, D. AND WOLF, S.	On two damage accumulation models and their size effects	99–114
BANSAYE, V.	On a model for the storage of files on a hardware. II. Evolution of a typical data block	901–927
BARBE, PH., MCCORMICK, W. P. AND ZHANG, C.	Asymptotic expansions for distributions of compound sums of random variables with rapidly varying subexponential distribution	670–684
BELZUNCE, F., MARTÍNEZ-PUERTAS, H. AND RUIZ, J. M.	Reserved preservation properties for series and parallel systems	928–937
BEN ALAYA, M. AND JOURDAIN, B.	Probabilistic approximation of a nonlinear parabolic equation occurring in rheology	528–546
BOMPADRE, A., DROR, M. AND ORLIN, J. B.	Probabilistic analysis of unit-demand vehicle routing problems	259-278
BOOTH, H. S. see KANTOROVITZ, M. R.
BROCKWELL, P. J., DAVIS, R. A. AND YANG, Y.	Estimation for nonnegative Lévy-driven Ornstein–Uhlenbeck processes	977–989
BURDEN, C. J. see KANTOROVITZ, M. R.
CAIRNS, B. J. see POLLETT, P.
CARPIO, K. J. E. AND DALEY, D. J.	Long-range dependence of Markov chains in discrete time on countable state space	1047–1055
CHA, J. H. AND MI, J.	Study of a stochastic failure model in a random environment	151–163
CHEN, A., POLLETT, P., LI, J. AND ZHANG, H.	A remark on the uniqueness of weighted Markov branching processes	279–283
CHEN, R. see GRIGORESCU, I.
CHEUNG, K. C.	Characterizations of conditional comonotonicity	607–617
CLARK, S. P. AND KIESSLER, P. C.	A diffusion approximation for Markov renewal processes	366–378
CZADO, C. see HAUG, S.
DALEY, D. J. see CARPIO, K. J. E.
DAVIS, R. A. see BROCKWELL, P. J.
DENISOV, D. AND ZWART, B.	On a theorem of Breiman and a class of random difference equations	1031–1046
DHERSIN, J. S. see ABRAHAM, R.
DROR, M. see BOMPADRE, A.
DUPUIS, P., NUZMAN, C. AND WHITING, P.	Large deviation principle for occupancy problems with colored balls	115–141
ELSHAMY, M.	A stability property of stochastic vibration	444–457
ERYILMAZ, S. see NAVARRO, J.
FENG, S. AND WANG, F.-Y.	A class of infinite-dimensional diffusion processes with connection to population genetics	938–949
FILLIGER, R. AND HONGLER, M.-O.	Explicit Gittins indices for a class of superdiffusive processes	554–559
FINKELSTEIN, M.	On some ageing properties of general repair processes	506–513
FINLAY, R. AND SENETA, E.	A gamma activity time process with noninteger parameter and self-similar limit	950–959
FRANKE, B.	A Lévy process whose jumps are dragged by a spherical dynamical system	732–741
FREIXAS, J.	Bounds for Owen's multilinear extension	852–864
GAPEEV, P. V.	Discounted optimal stopping for maxima of some jump-diffusion processes	713–731
GIANNERINI, S. see BALDI ANTOGNINI, A.
GNEDIN, A. V.	Optimal stopping with rank-dependent loss	996–1011
GNEDIN, A. V. AND MIRETSKIY, D. I.	Winning rate in the full-information best choice problem	560–565
GRIGORESCU, I., CHEN, R. AND SHEPP, L.	Optimal strategy for the Vardi casino with interest payments	199–211
GUILLEMIN, F. M., MAZUMDAR, R. R., ROSENBERG, C. P. AND YING, Y.	A stochastic ordering property for leaky bucket regulated flows in packet networks	332–348
HANSEN, J., REYNOLDS, C. AND ZACHARY, S.	Stability of processor sharing networks with simultaneous resource requirements	636–651
HAUG, S. AND CZADO, C.	An exponential continuous-time GARCH process	960–976
HE, X. AND HU, Y.	Ruin probability for the integrated Gaussian process with force of interest	685–694
HOLST, L.	Counts of failure strings in certain Bernoulli sequences	824–830
HOLST, L. see LINDELL, A.
HONGLER, M.-O. see FILLIGER, R.
HU, Y. AND ØKSENDAL, B.	Optimal smooth portfolio selection for an insider	742–752
HU, Y. see HE, X.
IBRAGIMOV, R.	Thou shall not diversify: why ‘two of every sort’?	58–70
INOUE, K. AND AKI, S.	On generating functions of waiting times and numbers of occurrences of compound patterns in a sequence of multistate trials	71–81
IVANOV, R. V.	On the pricing of American options in exponential Lévy markets	409–419
JOURDAIN, B. see BEN ALAYA, M.
KANTOROVITZ, M. R., BOOTH, H. S., BURDEN, C. J. AND WILSON, S. R.	Asymptotic behavior of k-word matches between two uniformly distributed sequences	788–805
KIESSLER, P. C. see CLARK, S. P.
KIM, B. see KIM, J.
KIM, J., KIM, B. AND KO, S.-S.	Tail asymptotics for the queue size distribution in an M/G/1 retrial queue	1111–1118
KO, S.-S. see KIM, J.
KOLESNIK, A. D.	A note on planar random motion at finite speed	838–842
KYPRIANOU, A. E. AND PALMOWSKI, Z.	Distributional study of De Finetti's dividend problem for a general Lévy insurance risk process	428–443
LANCHIER, N. AND NEUHAUSER, C.	Voter model and biased voter model in heterogeneous environments	770–787
LEIPUS, R. AND SURGAILIS, D.	On long-range dependence in regenerative processes based on a general ON/OFF scheme	379–392
LELARGE, M.	Tail asymptotics for monotone-separable networks	306–320
LI, J. see CHEN, A.
LI, Y. see BLOCK, H. W.
LINDELL, A. AND HOLST, L.	Distributions of the longest excursions in a tied down simple random walk and in a Brownian bridge	1056–1067
LIPPMAN, S. A., ROSS, S. M. AND SESHADRI, S.	A weakest link marked stopping problem	843–851
LU, Y. AND RADOVANOVIĆ, A.	Asymptotic blocking probabilities in loss networks with subexponential demands	1088–1102
MARKSTRÖM, K.	Negative association does not imply log-concavity of the rank sequence	1119–1121
MARTÍNEZ-PUERTAS, H. see BELZUNCE, F.
MAZUMDAR, R. R. see GUILLEMIN, F. M.
MCCORMICK, W. P. see BARBE, PH.
MEINERS, M. see ALSMEYER, G.
MI, J. see CHA, J. H.
MIRETSKIY, D. I. see GNEDIN, A. V.
MOLINA, M., MOTA, M. AND RAMOS, A.	Some contributions to the theory of near-critical bisexual branching processes	492–505
MOTA, M. see MOLINA, M.
NAGAEV, S. V. AND WACHTEL, V.	The critical Galton–Watson process without further power moments	753–769
NAVARRO, J. AND ERYILMAZ, S.	Mean residual lifetimes of consecutive-k-out-of-n systems	82–98
NEAL, P.	Coupling of two SIR epidemic models with variable susceptibilities and infectivities	41–57
NEUHAUSER, C. see LANCHIER, N.
NUZMAN, C. see DUPUIS, P.
OERTEL, F. AND OWEN, M.	On utility-based superreplication prices of contingent claims with unbounded payoffs	880–888
ØKSENDAL, B. see HU, Y.
O'NEILL, P. D. see BALL, F.
ORLIN, J. B. see BOMPADRE, A.
OTT, T. J. AND SWANSON, J.	Asymptotic behavior of a generalized TCP congestion avoidance algorithm	618–635
OWEN, M. see OERTEL, F.
PAKES, A. G.	Convolution equivalence and infinite divisibility: corrections and corollaries	295–305
PALMOWSKI, Z. AND ZWART, B.	Tail asymptotics for the supremum of a regenerative process	349–365
PALMOWSKI, Z. see KYPRIANOU, A. E.
PELLEREY, F.	Comparison results for branching processes in random environments	142–150
PIEVATOLO, A.	The downtime distribution after a failure of a system with multistate independent components	1068–1077
PIKE, J. see BALL, F.
PITTS, S. M. AND POLITIS, K.	The joint density of the surplus before and after ruin in the Sparre Andersen model	695–712
POLITIS, K. see PITTS, S. M.
POLLETT, P., ZHANG, H. AND CAIRNS, B. J.	A note on extinction times for the general birth, death and catastrophe process	566–569
POLLETT, P. see CHEN, A. and SIRL, D.
PONTIGGIA, L.	Nonconstant sum red-and-black games with bet-dependent win probability function	547–553
PRINCE, T. AND WEBER, N.	Fixation in conditional branching process models in population genetics	1103–1110
PRIVAULT, N. AND WEI, X.	Integration by parts for point processes and Monte Carlo estimation	806–823
RADOVANOVIĆ, A. see LU, Y.
RAMOS, A. see MOLINA, M.
RENAUD, J.-F. AND ZHOU, X.	Distribution of the present value of dividend payments in a Lévy risk model	420–427
REYNOLDS, C. see HANSEN, J.
ROBERTS, G. O. AND ROSENTHAL, J. S.	Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms	458–475
ROSENBERG, C. P. see GUILLEMIN, F. M.
ROSENTHAL, J. S. see ROBERTS, G. O.
ROSS, S. M. see LIPPMAN, S. A.
ROSSIGNOL, R.	Arbitrary threshold widths for monotone, symmetric properties	164-180
RUIZ, J. M. see BELZUNCE, F.
SAVITS, T. H. see BLOCK, H. W.
SCHIED, A. AND STADJE, M.	Robustness of delta hedging for path-dependent options in local volatility models	865–879
SENETA, E. see FINLAY, R.
SESHADRI, S. see LIPPMAN, S. A.
SHEPP, L. see GRIGORESCU, I.
SIRL, D., ZHANG, H. AND POLLETT, P.	Computable bounds for the decay parameter of a birth–death process	476–491
SLY, A.	Integrated fractional white noise as an alternative to multifractional Brownian motion	393–408
SPOUGE, J. L.	Markov additive processes and repeats in sequences (Correction: pp. 1122)	514–527
STADJE, M. see SCHIED, A.
STOYAN, D. see BALLANI, F.
SURGAILIS, D. see LEIPUS, R.
SWANSON, J. see OTT, T. J.
TANG, Q.	Heavy tails of discounted aggregate claims in the continuous-time renewal model	285–294
TSITSIASHVILI, G. S.	Moments of random allocation processes reaching a boundary	990–995
VILLENEUVE, S.	On threshold strategies and the smooth-fit principle for optimal stopping problems	181–198
WACHTEL, V. see NAGAEV, S. V.
WANG, F.-Y. see FENG, S.
WANG, J. see BLOCK, H. W.
WANG, S. AND WANG, W.	Precise large deviations for sums of random variables with consistently varying tails in multi-risk models	889–900
WANG, W. see WANG, S.
WEBER, N. see PRINCE, T.
WEBER, S.	Distribution-invariant risk measures, entropy, and large deviations	16–40
WEI, X. see PRIVAULT, N.
WHITING, P. see DUPUIS, P.
WILSON, S. R. see KANTOROVITZ, M. R.
WOLF, S. see BALLANI, F.
WU, B. AND ZHANG, Y.-H.	A class of multidimensional Q-processes	226–237
YANG, Y. see BROCKWELL, P. J.
YAO, Y.-C.	Explicit optimal strategy for the Vardi casino with limited playing time	831–837
YAO, Y.-C.	On optimality of bold play for discounted Dubins–Savage gambling problems with limited playing times	212–225
YCART, B. see ABRAHAM, R.
YE, H.-Q.	A paradox for admission control of multiclass queueing network with differentiated service	321–331
YING, Y. see GUILLEMIN, F. M.
ZACHARY, S.	A note on insensitivity in stochastic networks	238–248
ZACHARY, S. see HANSEN, J.
ZHANG, C. see BARBE, PH.
ZHANG, H. see CHEN, A., POLLETT, P. and SIRL, D.
ZHANG, Y.-H. see WU, B.
ZHOU, X.	Exit problems for spectrally negative Lévy process reflected at either the supremum or the infimum	1012–1030
ZHOU, X. see RENAUD, J.-F.
ZWART, B. see DENISOV, D. and PALMOWSKI, Z.