期刊： MARKOV PROCESSES AND RELATED FIELDS, 2020; 26 (4)
To succeed in a competitive business environment, optimal capital investment plays a significant role. A firm cannot ignore the penalty associated wit......
期刊： MARKOV PROCESSES AND RELATED FIELDS, 2020; 26 (5)
We consider a branching system of N-valued random walks with a random environment in location. We will give the exact limit value of M-n/n, where M-n ......
期刊： MARKOV PROCESSES AND RELATED FIELDS, 2019; 25 (1)
Consider a transient near-critical (1,2) random walk on the lattice of the positive half line. We give a criterion for finiteness of the number of ski......
期刊： MARKOV PROCESSES AND RELATED FIELDS, 2019; 25 (1)
We investigate the limit behavior of supercritical multitype branching processes in random environments with linear fractional offspring distributions......
期刊： MARKOV PROCESSES AND RELATED FIELDS, 2019; 25 (2)
Consider the first exit time of one-dimensional Brownian motion {B-s}(s >= 0) from a random passageway. We discuss a Brownian motion with two time-......
期刊： MARKOV PROCESSES AND RELATED FIELDS, 2018; 24 (4)
We study the convergence in distribution of the supremum of the local time and of the favorite site for a transient diffusion in a spectrally negative......
期刊： MARKOV PROCESSES AND RELATED FIELDS, 2017; 23 (3)
For the birth and death process with entrance boundary or the maximal birth and death process with regular boundary, the uniformly exponential converg......
期刊： MARKOV PROCESSES AND RELATED FIELDS, 2017; 23 (3)
We define radial exploration processes from a to b and from b to a in a domain D of hexagons where a is a boundary point and b is an interior point. W......
