A Markov Embedding Approximation for a Stochastic Population Model with Exogenous Disturbances Bruce P. AyatiClaudia Neuhauser OriginalPaper Pages: 123 - 133
When the “Bull” Meets the “Bear”—A First Passage Time Problem for a Hidden Markov Process Xin Guo OriginalPaper Pages: 135 - 143
Second Order Efficient Estimating a Smooth Distribution Function and its Applications Sam Efromovich OriginalPaper Pages: 179 - 198
Markov Decision Processes with a Constraint on the Asymptotic Failure Rate M. BoussemartT. BickardN. Limnios OriginalPaper Pages: 199 - 214
A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes Maria Teresa GiraudoLaura SacerdoteCristina Zucca OriginalPaper Pages: 215 - 231