Authors: Bajestani, Maliheh Aramon¹ (AUTHOR) maramon@mie.utoronto.ca, Banjevic, Dragan¹ (AUTHOR)

Superior Title: IIE Transactions. Nov2016, Vol. 48 Issue 11, p1016-1026. 11p. 1 Diagram, 3 Charts.

Subject Terms: *ECONOMIC policy, *LONG run (Economics), *MARKOV processes, *RANDOM variables, *RECURSIVE sequences (Mathematics), *REPLACEMENT of industrial equipment

Authors: Rey-Bellet, Luc¹ luc@math.umass.edu, Spiliopoulos, Konstantinos² kspiliop@math.bu.edu

Superior Title: Journal of Statistical Physics. Aug2016, Vol. 164 Issue 3, p472-494. 23p.

Subject Terms: *MARKOV processes, *STOCHASTIC processes, *MONTE Carlo method, *SAMPLING (Process), *MEASUREMENT

Authors: Pitman, Jim¹ pitman@stat.berkeley.edu, Ross, Nathan¹ ross@stat.berkeley.edu

Superior Title: Probability Theory & Related Fields. Aug2012, Vol. 153 Issue 3/4, p771-807. 37p. 2 Graphs.

Subject Terms: *WIENER processes, *MATHEMATICAL decomposition, *POINT processes, *MARKOV processes, *MATHEMATICAL models, *MATHEMATICAL analysis, *APPLIED mathematics

Authors: Kolokoltsov, Vassili N.¹ (AUTHOR) v.kolokoltsov@warwick.ac.uk

Superior Title: Probability Theory & Related Fields. Oct2011, Vol. 151 Issue 1/2, p95-123. 29p.

Subject Terms: *MARKOV processes, *POSITIVE operators, *DIFFERENTIAL-difference equations, *EQUATIONS, *NOISE

Authors: Finkelshtein, Dmitri¹ fdl@imath.kiev.ua, Kondratiev, Yuri² kondrat@mathematik.uni-bielefeld.de, Kutoviy, Oleksandr² kutoviy@math.uni-bielefeld.de

Superior Title: Journal of Statistical Physics. Oct2010, Vol. 141 Issue 1, p158-178. 21p.

Subject Terms: *MARKOV processes, *MATHEMATICAL continuum, *SIMULATED annealing, *STATISTICAL correlation, *COMPLEX variables

Authors: Boyarchenko, Svetlana¹ sboyarch@eco.utexas.edu, Levendorskiĭ, Sergei¹ leven@eco.utexas.edu

Superior Title: SIAM Journal on Control & Optimization. 2009, Vol. 48 Issue 3, p1353-1376. 24p. 5 Charts.

Subject Terms: *MARKOV processes, *MARKOV operators, *EXCESSIVE measures (Mathematics), *PRICING, *STOCHASTIC processes, *MARKET volatility

Authors: Cavazos-Cadena, R.¹ rcavazos@narro.uaaan.mx, Hernández-Hernández, D.² dher@cimat.mx

Superior Title: Theory of Probability & Its Applications. 2008, Vol. 52 Issue 2, p315-323. 9p.

Subject Terms: *MARKOV processes, *CONTRACTION operators, *LINEAR operators, *GROWTH rate, *APPROXIMATION theory, *STOCHASTIC processes

Authors: Rusakov, O.¹, Chuprunov, A.¹

Superior Title: Journal of Mathematical Sciences. Aug2007, Vol. 145 Issue 2, p4900-4913. 14p.

Subject Terms: *ORNSTEIN-Uhlenbeck process, *MARKOV processes, *MATHEMATICAL functions, *LIMIT theorems, *MATHEMATICAL statistics, *GAUSSIAN processes

Authors: Peng Shige¹ peng@sdu.edu.cn

Superior Title: Chinese Annals of Mathematics. Apr2005, Vol. 26 Issue 2, p159-184. 26p.

Subject Terms: *MARKOV processes, *STOCHASTIC processes, *DIFFERENTIAL equations, *MARTINGALES (Mathematics), *MATHEMATICS

Authors: Brovkov, A. A. B.¹, Fosst, S.G.¹

Superior Title: Theory of Probability & Its Applications. 2000, Vol. 44 Issue 2, p231. 23p.

Subject Terms: *RANDOM variables, *MARKOV processes, *ASYMPTOTIC expansions, *RANDOM walks, *STOCHASTIC processes

Authors: Shervashidze, T.¹

Superior Title: Theory of Probability & Its Applications. 2000, Vol. 44 Issue 1, p131. 6p.

Subject Terms: *MARKOV processes, *RANDOM variables, *DISTRIBUTION (Probability theory), *CALCULUS

Authors: Delyon, B.¹ Bernard.Delyon@inria.fr, Juditsky, A.²

Superior Title: Theory of Probability & Its Applications. 1999, Vol. 43 Issue 4, p577. 11p.

Subject Terms: *MARKOV processes, *STOCHASTIC convergence, *MATHEMATICAL analysis, *MATRICES (Mathematics)

Authors: Duncan, T. E.¹ duncan@math.ukans.edu, Maslowski, B.² maslow@cesnet.cz, Pasik-Duncan, B.¹ duncan@math.ukans.edu

Superior Title: SIAM Journal on Control & Optimization. 1998, Vol. 36 Issue 3, p1020. 28p.

Subject Terms: *MARKOV processes, *HILBERT space, *STOCHASTIC differential equations, *ERGODIC theory

Authors: Chen, Richard C.¹ rchen@radar.nrl.navy.mil, Feinberg, Eugene A.²

Superior Title: Mathematical Methods of Operations Research. 2007, Vol. 66 Issue 1, p165-179. 15p. 4 Graphs.

Subject Terms: *MARKOV processes, *DECISION making, *DYNAMIC programming, *MATHEMATICAL optimization, *STOCHASTIC convergence

Authors: Bielecki, Tomasz, Hernández-Hernández, Daniel, Pliska, Stanley R.

Superior Title: Mathematical Methods of Operations Research. 1999, Vol. 50 Issue 2, p167. 22p.

Subject Terms: *MARKOV processes, *PORTFOLIO management (Investments), *DYNAMIC programming, *MATHEMATICAL optimization, DISCRETE-time systems

Authors: Delbaen, Freddy¹ delbaen@math.ethz.ch, Peng, Shige² peng@sdu.edu.cn, Gianin, Emanuela Rosazza³ emanuela.rosazza1@unimib.it

Superior Title: Finance & Stochastics. 2010, Vol. 14 Issue 3, p449-472. 24p.

Subject Terms: *MARKOV processes, WIENER processes, POROUS materials, DYNAMICS, BROWNIAN motion

Authors: Meester, Ludolf E.¹, Shanthikumar, J. George²

Superior Title: Mathematics of Operations Research. May99, Vol. 24 Issue 2, p472-494. 23p. 3 Charts.

Subject Terms: *STOCHASTIC processes, *MARKOV processes, *MANAGEMENT science, *PRODUCTION scheduling, CONVEXITY spaces, VECTOR spaces

Authors: Altman, Eitan

Superior Title: Mathematical Methods of Operations Research. 1998, Vol. 48 Issue 3, p387. 31p.

Subject Terms: *MARKOV processes, *LINEAR programming, LAGRANGE equations