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Showing 2011 · math.PRShow all
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math.PR2011★ 1 cited
Some linear SPDEs driven by a fractional noise with Hurst index greater than 1/2
Raluca Balan
In this article, we identify the necessary and sufficient conditions for the existence of a random field solution for some linear s.p.d.e.'s of parabolic and hyperbolic type. These…
math.PR2011
Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations
Rafal Kulik, Zbigniew Palmowski
The areas under workload process and under queuing process in a single server queue over the busy period have many applications not only in queuing theory but also in risk theory o…