:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Muhle-Karbe, Johannes, Neuman, Eyal, Shadmi, Yonatan
Format:	Preprint
Published:	2024
Subjects:	Probability Mathematical Finance 60K25, 90B22, 37A50
Online Access:	https://arxiv.org/abs/2407.04354
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Useful stochastic bounds in time-varying queues with service and patience times having general joint distribution
by: Bodas, Shreehari Anand, et al.
Published: (2024)

On the overlap times in queues with dependence under a Farlie-Gumbel-Morgenstern copula
by: Dimitriou, Ioannis
Published: (2025)

On vector-valued functional equations with multiple recursive terms
by: Dimitriou, Ioannis, et al.
Published: (2025)

Two-sided infinite self-avoiding walk in high dimensions
by: Markering, Maarten
Published: (2024)

Queues with Rechargeable Servers
by: Fuentes-Quezada, Eliezer, et al.
Published: (2026)

Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion
by: Dareiotis, Konstantinos, et al.
Published: (2025)

Cost-efficiency in Incomplete Markets
by: Bernard, Carole, et al.
Published: (2022)

Many-Server Queueing Systems with Heterogeneous Strategic Servers in Heavy Traffic
by: Büke, Burak, et al.
Published: (2022)

Quenched invariance principle for biased random walks in random conductances in the sub-ballistic regime
by: Fribergh, Alexander, et al.
Published: (2022)

On Markov-dependent reflected autoregressive processes and related models
by: Dimitriou, Ioannis
Published: (2024)

The diffusion approximation of the Multiclass Processor Sharing queue
by: Ghazali, Mohamed, et al.
Published: (2025)

On a class of multiplicative Lindley-type recursions with Markov-modulated dependencies
by: Dimitriou, Ioannis
Published: (2025)

The Supermarket Model on a Dynamic Regular Hypergraph
by: Fernley, John, et al.
Published: (2025)

New Perspectives on the Erlang-A Queue
by: Daw, Andrew, et al.
Published: (2017)

Semi-infinite particle systems with exclusion interaction and heterogeneous jump rates
by: Menshikov, Mikhail, et al.
Published: (2024)

Dynamics of the leftmost particle in heterogeneous semi-infinite exclusion systems
by: Menshikov, Mikhail, et al.
Published: (2026)

One-dimensional particle clouds with elastic collisions
by: Menshikov, Mikhail, et al.
Published: (2025)

Dynamics of finite inhomogeneous particle systems with exclusion interaction
by: Malyshev, Vadim, et al.
Published: (2022)

A Queueing Model for the Ambulance Ramping Problem with an Offload Zone
by: Zuk, Josef, et al.
Published: (2024)

Gaussian concentration bounds for probabilistic cellular automata
by: Chazottes, Jean-René, et al.
Published: (2025)

Well-Posedness and Ergodicity of Functional Stochastic Partial Differential Equations with Markovian Switching
by: Xi, Fubao, et al.
Published: (2025)

A unified theory of order flow, market impact, and volatility
by: Muhle-Karbe, Johannes, et al.
Published: (2026)

Mixing of the symmetric beta-binomial splitting process on arbitrary graphs
by: Pymar, Richard, et al.
Published: (2023)

Stationary switching random walks
by: Vysotsky, Vladislav
Published: (2024)

Minimal Solutions to the Skorokhod Reflection Problem Driven by Jump Processes and an Application to Reinsurance
by: Baker, Graeme, et al.
Published: (2025)

Strategic Queues with Priority Classes
by: D'Andrea, Maurizio, et al.
Published: (2025)

Thermodynamic Formalism on the Skorokhod space: the continuous time Ruelle operator, entropy, pressure, entropy production and expansiveness
by: Knorst, J., et al.
Published: (2022)

Fractional kinetics equation from a Markovian system of interacting Bouchaud trap models
by: Chiarini, Alberto, et al.
Published: (2023)

Strong stochastic stability of cellular automata
by: Marsan, Hugo, et al.
Published: (2024)

Cutoff for activated random walk
by: Hoffman, Christopher, et al.
Published: (2025)

Duality between box-ball systems of finite box and/or carrier capacity
by: Croydon, David A., et al.
Published: (2019)

Limit theorems for critical branching processes in an extremely unfavorable random environment
by: Vatutin, Vladimir, et al.
Published: (2025)

Cellular automata, percolation and dynamical dichotomies
by: Barbieri, Sebastián, et al.
Published: (2024)

On Rapid mixing for random walks on nilmanifolds
by: Dolgopyat, Dmitry, et al.
Published: (2025)

QPLEX Decision Processes: Formulation via Nonlinear Markov Chains and Optimization via Policy Gradients
by: Dieker, Antonius B., et al.
Published: (2026)

Examples and Counterexamples of Cost-efficiency in Incomplete Markets
by: Bernard, Carole, et al.
Published: (2024)

Enriched functional limit theorems for dynamical systems
by: Freitas, Ana Cristina Moreira, et al.
Published: (2020)

A functional limit theorem for a dynamical system with an observable maximised on a Cantor set
by: Couto, Raquel, et al.
Published: (2025)

Capacity of loop-erased random walk
by: Markering, Maarten
Published: (2024)

Multi-floor generalization of TASEP
by: Baryshnikov, Yuliy, et al.
Published: (2026)