# Items where Subject is "60 Probability theory and stochastic processes"

- MIMS Preprint Server Subjects (169)
- MSC 2010, the AMS's Mathematics Subject Classification (169)
**60 Probability theory and stochastic processes**(169)

- MSC 2010, the AMS's Mathematics Subject Classification (169)

**168**.

## A

Amelunxen, Dennis and Lotz, Martin
(2016)
*Average-case complexity without the black swans.*
[MIMS Preprint]

Amelunxen, Dennis and Lotz, Martin
(2014)
*Gordon's inequality and condition numbers in conic optimization.*
[MIMS Preprint]

Amelunxen, Dennis and Lotz, Martin
(2015)
*Intrinsic Volumes of Polyhedral Cones: A combinatorial perspective.*
[MIMS Preprint]

Amelunxen, Dennis and Lotz, Martin and Mccoy, Michael B. and Tropp, Joel A.
(2013)
*Living on the edge: A geometric theory of phase transitions in convex optimization.*
[MIMS Preprint]

Amexlunxen, Dennis and Lotz, Martin and Walvin, Jake
(2017)
*Effective Condition Number Bounds for Convex Regularization.*
[MIMS Preprint]

Appleby, J.A.D. and Mao, X. and Riedle, M.
(2007)
*Geometric Brownian Motion with delay: mean square characterisation.*
Proceedings of the AMS.
ISSN 0002-9939
(In Press)

Arhosalo, I. and Järvenpää, E. and Järvenpää, M. and Rams, M. and Shmerkin, P.
(2009)
*Visible parts of fractal percolation.*
[MIMS Preprint]

Arwini, Khadiga and Dodson, CTJ
(2008)
*Information Geometry: Near Randomness and Near Independence.*
Lecture Notes in Mathematics, 1953
.
Springer-Verlag, Berlin, Heidelberg, Germany.
ISBN 978-3-540-69391-8
(In Press)

Arwini, Khadiga and Dodson, CTJ
(2005)
*Neighbourhoods of independence and associated geometry.*
[MIMS Preprint]

Arwini, Khadiga and Dodson, CTJ
(2007)
*Neighbourhoods of independence and associated geometry in manifolds of bivariate Gaussians and Freund distributions.*
Central European Journal of Mathematics, 51.
pp. 50-83.
ISSN 1644-3616

## B

Ball, Frank and Neal, Peter
(2004)
*Poisson approximations for epidemics with two levels of mixing.*
The Annals of Probability, 32 (1B).
pp. 1168-1200.
ISSN 0091-1798

Blair, J.W.
(2013)
*Real option analysis in resilient energy networks.*
Masters thesis, Manchester Institute for Mathematical Sciences, The University of Manchester.

Boshnakov, Georgi N.
(2003)
*Confidence characteristics of distributions.*
Statistics and Probability Letters, 63 (4).
pp. 353-360.
ISSN 0167-7152

Boshnakov, Georgi N.
(2002)
*Multi-companion matrices.*
Linear Algebra and its Applications, 354 (1-3).
p. 53.
ISSN 0024-3795

Boshnakov, Georgi N.
(2004)
*On Some Concepts of Residuals.*
Pliska Studia Mathematica Bulgarica, 16.
pp. 23-33.
ISSN 0204-9805

Boshnakov, Georgi N.
(2005)
*On the asymptotic properties of multivariate sample autocovariances.*
Journal of Multivariate Analysis, 92 (1).
pp. 42-52.
ISSN 0047-259X

Broomhead, D. S. and Sidorov, Nikita
(2004)
*Mutual information and capacity of a linear digital channel.*
Nonlinearity, 17 (6).
pp. 2203-2223.
ISSN 1361-6544

Bryn-Jones, A. and Doney, R. A.
(2006)
*A Functional Limit Theorem for Random Walk
Conditioned to Stay Non-negative.*
[MIMS Preprint]

Buckwar, Evelyn and Kuske, Rachel and Mohammed, Salah-Eldin and Shardlow, Tony
(2006)
*The Weak Euler Scheme for Stochastic
Differential Delay Equations.*
[MIMS Preprint]

Buckwar, Evelyn and Kuske, Rachel and Mohammed, Salah-Eldin and Shardlow, Tony
(2006)
*The Weak Euler Scheme for Stochastic
Differential Delay Equations.*
[MIMS Preprint]

Bujorianu, L. M.
(2012)
*Stochastic Reachability Analysis of Hybrid Systems.*
Communications and Control Engineering
.
Springer, London, UK.
ISBN 978-1-4471-2794-9

Bujorianu, L.M. and Bujorianu, M.C.
(2011)
*State constrained reachability for stochastic hybrid systems.*
Nonlinear Analysis: Hybrid Systems, 5 (2).
pp. 320-342.
ISSN 1751-570X

Bujorianu, M. L. and Katoen, J. P.
(2008)
*Symmetry reduction for stochastic hybrid systems.*
In: 47th IEEE Conference on Decision and Control 2008, 9-11 Dec 2008, Cancun, Mexico.

Bujorianu, M.L.
(2009)
*Dealing with stochastic reachability.*
In:
Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009.
IEEE Control Systems Society, Shanghai, China, pp. 2935-2940.

Bujorianu, M.L. and Bujorianu, M.C.
(2009)
*State constrained reachability for stochastic hybrid systems.*
In:
Proceedings of Analysis and Design of Hybrid Systems.
IFAC, Elsevier, Zaragoza, Spain.

Bujorianu, M.L. and Wang, Hong
(2009)
*Large deviation methods for stochastic reachability.*
In:
Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009.
IEEE Control Systems Society, Shanghai, China, pp. 3932-3937.

Bujorianu, Marius and Bujorianu, Manuela and Barringer, Howard
(2009)
*A Formal Framework for User-centric Control of Multi-Agent Cyber-physical Systems.*
In:
Proceeding of the 9th CLIMA workshop.
Lecture Notes in Computer Science
.
Springer Verlag, Berlin, Germany.
(In Press)

Burgisser, Peter and Cucker, Felipe and Lotz, Martin
(2010)
*Coverage processes on spheres and condition numbers for linear programming.*
Annals of Probability, 38 (2).
pp. 570-604.

## C

Chahlaoui, Younes and Korovina, Margarita
(2014)
*CICADA Collection.*
[MIMS Preprint]

Chaumont, L. and Doney, R.A.
(2006)
*On Levy Processes Conditioned
to Stay Positive.*
[MIMS Preprint]

Chen, Zhen-Qing and Zhang, Tusheng
(2002)
*Girsanov and Feynman-Kac type transformations for symmetric Markov processes.*
Annales de l'Institut Henri poincaré (B) Probability and Statistics, 38 (4).
pp. 475-505.
ISSN 0246-0203

Cherny, A. S. and Shiryaev, A. N. and Yor, M.
(2003)
*Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle.*
Theory of Probability and its Applications, 47 (3).
pp. 377-394.
ISSN 1095-7219

Cook, John D. and Nadarajah, Saralees
(2006)
*Stochastic inequality probabilities for adaptively randomized clinical trials.*
Biometrical Journal, 48 (3).
pp. 356-365.
ISSN 0323-3847

Cotter, Simon
(2015)
*Constrained Approximation of Effective Generators for Multiscale Stochastic Reaction Networks and Application to Conditioned Path Sampling.*
[MIMS Preprint]

## D

Deijfen, M. and Haggstrom, O. and Bagley, J.
(2004)
*A stochastic model for competing growth on Rd.*
Markov Processes and Related Fields, 10 (2).
pp. 217-248.
ISSN 1024-2953

Dingle, Nicholas
(2011)
*GPU-based solution of Continuous Time Markov Chains using CUSP.*
[MIMS Preprint]

Dingle, Nicholas
(2011)
*GPU-based solution of Continuous Time Markov Chains using CUSP.*
[MIMS Preprint]

Dingle, Nicholas
(2011)
*HydraMP: Exploiting shared memory parallelism in HYDRA with OpenMP.*
In: 27th UK Performance Engineering Workshop (UKPEW 2011), 7-8 July 2011, Bradford, UK.

Dingle, Nicholas
(2011)
*HydraMP: Exploiting shared memory parallelism in HYDRA with OpenMP.*
In: 27th UK Performance Engineering Workshop (UKPEW 2011), 7-8 July 2011, Bradford, UK.

Dingle, Nicholas
(2011)
*HydraMP: Exploiting shared memory parallelism in HYDRA with OpenMP.*
In: 27th UK Performance Engineering Workshop (UKPEW 2011), 7-8 July 2011, Bradford, UK.

Dingle, Nicholas J.
(2013)
*Inexact Sparse Matrix-Vector Products in the Calculation of Passage Time Distributions in Large Semi-Markov Models.*
[MIMS Preprint]

Dingle, Nicholas J. and Knottenbelt, William J. and Spanias, Demetris
(2012)
*On the (Page)Ranking of Professional Tennis Players.*
In: 28th UK Performance Engineering Workshop (UKPEW 2012), 2 July 2012, Edinburgh.

Dodson, CTJ
(2018)
*Information distance estimation between mixtures of multivariate Gaussians.*
AIMS Mathematics, 3 (4).
pp. 439-447.
ISSN 2473-6988

Dodson, CTJ
(2015)
*Information distance estimation between mixtures of multivariate Gaussians.*
In: ICMS Workshop on Computational information geometry for image and signal processing, 21-25 September 2015, Edinburgh.
(Unpublished)

Dodson, CTJ
(2009)
*Information geometry and entropy in a stochastic epidemic rate process.*
[MIMS Preprint]

Dodson, CTJ
*Information geometry for control of some stochastic processes.*
J. Math. Sciences.
(In Press)

Dodson, CTJ
(2008)
*On the entropy flows to disorder.*
In: The 2nd Chaotic Modeling and Simulation International Conference, 1-5 June 2009, Charnia, Crete.
(In Press)

Dodson, CTJ
(2011)
*Some illustrations of information geometry in biology and physics.*
In:
Handbook of Research on Computational Science and Engineering: Theory and Practice.
IGI-Global, Hershey, USA, pp. 1-27.
ISBN 9781613501160
(In Press)

Dodson, CTJ
(2005)
*Topics in Information Geometry.*
In: Workshop on Recent Results in Information Geometry, 13-19 Dec 2005, Santiago de Compostela, Spain.
(Unpublished)

Dodson, CTJ
(2022)
*An approach to protein structure using information geometry.*
American J Biomedical Sciences and Research.
pp. 371-373.
ISSN 2642-1747

Dodson, CTJ and Sampson, WW
(2013)
*Dimensionality reduction for classification of stochastic fibre radiographs.*
In:
Geometric Science of Information GSI2013.
Lecture Notes in Computer Science, 8085
(8085).
Springer, Heidelberg, pp. 158-165.
ISBN ISBN 978-3-642-40020-9
(In Press)

Dodson, CTJ and Sampson, WW
(2009)
*Intrinsic correlation in planar Poisson line processes.*
Applied Mathematics Letters, 22 (7).
pp. 981-983.
ISSN 0893-9659

Dodson, CTJ and Sampson, WW
(2007)
*Planar line processes for void and density statistics in thin stochastic fibre networks.*
Journal of Statistical Physics, 129.
pp. 311-322.
ISSN 0022-4715

Dodson, CTJ and Soldera, John and Scharcanski, J
(2021)
*Some Information Geometric Aspects of Cyber Security by Face Recognition.*
Entropy, 23 (878).
pp. 1-10.

Doney, R. A.
(2004)
*Small-time behaviour of Lévy processes.*
Electronic Journal of Probability, 9.
pp. 209-229.
ISSN 1083-6489

Doney, R. A.
(2004)
*Stochastic bounds for Lévy processes.*
The Annals of Probability, 32 (2).
pp. 1545-1552.
ISSN 0091-1798

Doney, R. A. and Kyprianou, A. E.
(2006)
*Overshoots and undershoots of Lèvy processes.*
Annals of Applied Probability, 16 (1).
pp. 91-106.
ISSN 1050-5164

Doney, R. A. and Kyprianou, A. E.
(2006)
*Overshoots and undershoots of Lévy Processes.*
[MIMS Preprint]

Doney, R. A. and Maller, R. A.
(2006)
*Almost Sure Relative Stability of the
Overshoot of Power Law Boundaries.*
[MIMS Preprint]

Doney, R. A. and Maller, R.A.
(2005)
*Passage times of random walks and Lévy processes across power law boundaries.*
Probability Theory and Related Fields, 133 (1).
pp. 57-70.
ISSN 1432-2064

Doney, R. A. and Maller, R.A.
(2002)
*Stability of the overshoot for Lévy processes.*
The Annals of Probability, 30 (1).
pp. 188-212.
ISSN 0091-1798

Doney, Ron and Maller, Ross
(2006)
*Curve Crossing for the Reflected Process.*
[MIMS Preprint]

Doumerc, You and Moriarty, John
(2009)
*Exit problems associated with affine reflection
groups.*
Probability Theory and Related Fields, 145 (3-4).
pp. 351-383.
ISSN 0178-8051

du Toit, Jacques and Peskir, Goran
(2007)
*The Trap of Complacency in Predicting the Maximum.*
Ann. Probability, 35.
pp. 340-365.

## E

Ekström, Erik
(2004)
*Properties of American option prices.*
Stochastic Processes and their Applications, 114 (2).
pp. 265-278.
ISSN 0304-4149

Ekström, Erik and Janson, Svante and Tysk, Johan
(2005)
*Superreplication of options on several underlying assets.*
Journal of Applied Probability, 42 (1).
pp. 27-39.
ISSN 0021-9002

Ekström, Erik and Tysk, Johan
(2006)
*Properties of Option Prices in
a Jump Diffusion Model.*
[MIMS Preprint]

Ekström, Erik and Villeneuve, Stephane
(2006)
*On the Value of Optimal Stopping Games.*
[MIMS Preprint]

Ellison, J.A. and Patel, L. and Kecojevic, T. and Foster, P.J. and David, T.J. and Clayton, P.E.
(2006)
*Pattern of growth and adiposity from infancy to adulthood in atopic dematitis.*
British Journal of Dermatology, 155 (3).
pp. 532-538.
ISSN 0007-0963

Elsworth, Steven and Güttel, Stefan
(2019)
*ABBA: Adaptive Brownian bridge-based symbolic aggregation of time series.*
[MIMS Preprint]

Evatt, G.W. and Moriarty, J. and Johnson, P.V and Duck, P.W.
(2011)
*Regulating Industries under Exogenous Uncertainty.*
Working Paper.
(Submitted)

Evatt, G.W. and Moriarty, J. and Johnson, P.V and Duck, P.W.
(2011)
*Regulating Industries under Exogenous Uncertainty.*
[MIMS Preprint]

Evatt, G.W. and johnson, P.V. and Duck, P.W. and Howell, S.D.
(2010)
*Mine Valuation in the Presence of a Stochastic
Ore-Grade Uncertainty.*
Proceedings of the World Congress on Engineering, III.
pp. 1-6.

Evatt, Geoff and Johnson, Paul and Moriarty, John and Peter, Duck and Syd, Howell and Cindy, Tonkin
(2011)
*The Resource Valuation and Optimisation Model: Real Impact from Real Options.*
Application of Computers and Operational Research in the Mining Industry, Procee.
pp. 535-545.

## F

Fang, Shizan and Imkeller, Peter and Zhang, Tusheng
(2007)
*Global flows for stochastic differential equations without global Lipschitz conditions.*
The Annals of Probability, 35 (1).
pp. 180-205.
ISSN 0091-1798

Fang, Shizan and Zhang, Tusheng
(2006)
*Isotropic Flow of Homeomorphisms on S^d
with Respect to the Metric H^{(d+2)/2}.*
[MIMS Preprint]

Fang, Shizan and Zhang, Tusheng
(2003)
*A study of stochastic differential equations with non-Lipschitzian coefficients.*
Probability Theory and Related Fields, 132 (3).
pp. 356-390.
ISSN 1432-2064

Fedel, Martina and Hosni, Hykel and Montagna, Franco
(2010)
*A logical characterization of coherence for imprecise
probabilities.*
[MIMS Preprint]

Fedel, Martina and Hosni, Hykel and Montagna, Franco
(2010)
*A logical characterization of coherence for imprecise
probabilities.*
[MIMS Preprint]

Fedotov, Sergei
(2001)
*Front propogation into an unstable state of reaction-transport system.*
Physical Review Letters, 86 (5-9).
pp. 926-929.
ISSN 0031-9007

Fedotov, Sergei
(2003)
*Non-normal and stochastic amplification of magnetic energy in the turbulent dynamo: subcritical case.*
Physical Review E, 68.
067301.
ISSN 1539-3755

Fedotov, Sergei and Mèndez, Vicenç
(2002)
*Continuous-time random walks and travelling fronts.*
Physical Review E, 66.
030102.
ISSN 1539-3755

Fedotov, Sergei and Okuda, Yuki
(2002)
*Non-markovian random processes and travelling fronts in a reaction-transport system with memory and long-range interactions.*
Physical Review E, 66.
021113.
ISSN 1539-3755

Fusai, Gianluca and Abrahams, David and Sgarra, Carlo
(2006)
*An exact analytical solution for discrete barrier options.*
Finance and Stochastics, 10 (1).
pp. 1-26.
ISSN 1432-1122

## G

Gilsing, Hagen and Shardlow, Tony
(2006)
*SDELab: stochastic differential equations with MATLAB.*
[MIMS Preprint]

Gonzalez, J
(2015)
*Modelling and controlling risk in energy systems.*
Doctoral thesis, The University of Manchester.

Goos, Peter and Donev, A.N.
(2007)
*D-optimal minimum support mixture designs in blocks.*
Metrika, 65 (1).
pp. 53-68.
ISSN 0024-6093

Gordon, Andrew D. and Powell, Catherine E.
(2010)
*Solving Stochastic Collocation Systems with Algebraic Multigrid.*
[MIMS Preprint]

Graversen, S. and Shiryaev, A. N. and Yor, M.
(2007)
*On the problem of stochastic integral representations of functions of the Brownian motion II.*
Theory of Probability and its Applications, 51 (1).
pp. 65-77.
ISSN 1095-7219

Guenther, M.C. and Dingle, N.J. and Bradley, J.T. and Knottenbelt, W.J.
(2010)
*Passage-time Computation and Aggregation Strategies for Large Semi-Markov Processes.*
Performance Evaluation.

Gutin, Gregory and Rafiey, Arash and Yeo, Anders and Tso, Michael
(2002)
*Level of repair analysis and minimum cost homomorphisms of graphs.*
In: Algorithmic Applications in Management, 22-25 June 2005, China.

Gutin, Gregory and Rafiey, Arash and Yeo, Anders and Tso, Michael
(2006)
*Level of repair analysis and minimum cost homomorphisms of graphs.*
Discrete Applied Mathematics, 154 (6).
pp. 881-889.
ISSN 0166-218X

## H

Hook, J
(2012)
*Critical path statistics of max-plus linear systems
with Gaussian noise.*
[MIMS Preprint]

Hook, J
(2011)
*Products of random Max-plus matrices.*
[MIMS Preprint]

Hook, James and Dingle, Nick
(2013)
*Performance Analysis of Asynchronous Parallel Jacobi.*
[MIMS Preprint]

Howarth, E. and Paris, J.B.
(2014)
*Principles of Remembering and Forgetting.*
Logique et Analyse, 228.
pp. 489-511.

Howarth, E. and Paris, J.B.
(2015)
*The Theory of Spectrum Exchangeability.*
Review of Symbolic Logic, 8 (01).
pp. 108-130.

Howarth, E. and Paris, J.B. and Vencovska, A.
(2015)
*An examination of the SEP Candidate Analogical Inference Rule within Pure Inductive Logic.*
[MIMS Preprint]

Huang, Jianwen and Chen, Shouquan
(2014)
*Convergence rate of extremes of generalized Maxwell distribution.*
[MIMS Preprint]

Huang, Jianwen and Chen, Shouquan and Tuo, Zhongyou
(2014)
*Tail behavior of the generalized Maxwell distribution.*
Communications in Statistics-Theory and Methods.
ISSN 0361-0926
(Submitted)

## J

Jones, Nick S. and Moriarty, John
(2011)
*Evolutionary Inference for Functional Data: Using Gaussian Processes on Phylogenies to Study Shape Evolution.*
[MIMS Preprint]

## K

Kallsen, Jan and Shiryaev, Albert N.
(2002)
*The cumulant process and Esscher's change of measure.*
Finance and Stochastics, 6 (4).
pp. 397-428.
ISSN 1432-1122

Kliess, M.S. and Paris, J.B.
(2014)
*Predicate Exchangeability and Language Invariance in Pure Inductive Logic.*
Logique et Analyse, 228.
pp. 413-540.

Kliess, M.S. and Paris, J.B.
(2014)
*Second Order Inductive Logic and Wilmers' Principle.*
Journal of Applied Logic, 12 (4).
pp. 462-476.

Kloeden, P.E. and Lord, G.J. and Neuenkirch, A. and Shardlow, T.
(2010)
*The exponential integrator scheme for
stochastic partial differential equations:
Pathwise error bounds.*
[MIMS Preprint]

Kloeden, P.E. and Shardlow, T.
(2010)
*THE MILSTEIN SCHEME FOR STOCHASTIC DELAY
DIFFERENTIAL EQUATIONS WITHOUT ANTICIPATIVE
CALCULUS.*
[MIMS Preprint]

## L

Lionheart, William R.B. and Moses, Peter J.C and Kimberling, Clark
(2019)
*The Geometry of Elliptical Probability Contours for a Fix using Multiple Lines of Position.*
The Journal of Navigation.
ISSN 1469-7785

Loeffen, Ronnie and Martínez Sosa, José Eduardo and Van Schaik, Kees
(2020)
*Optimal switching between two spectrally negative Lévy processes to minimise ruin probability.*
[MIMS Preprint]

Lord, Gabriel and Shardlow, Tony
(2006)
*Post processing for stochastic parabolic partial differential
equations.*
[MIMS Preprint]

Lotz, Martin
(2012)
*On the volume of tubular neighborhoods of real algebraic varieties.*
[MIMS Preprint]

Lotz, Martin
(2012)
*On the volume of tubular neighbourhoods of real algebraic varieties.*
[MIMS Preprint]

Lotz, Martin
(2017)
*Persistent homology for low-complexity models.*
[MIMS Preprint]

Lotz, Martin
(2017)
*Persistent homology for low-complexity models.*
[MIMS Preprint]

## M

Magalhaes, Bruno R. C. and Dingle, Nicholas J. and Knottenbelt, William J.
(2010)
*GPU-enabled steady-state solution of large Markov models.*
In: 6th International Workshop on the Numerical Solution of Markov Chains (NSMC'10), 16-17 Sep 2010, Williamsburg, Virginia.

Mason, A.M. and Dingle, N.J. and Knottenbelt, W.J. and Bell, D. and Buchanan, W. and Theummler, C.
(2010)
*Modelling infection spread using location tracking.*
International Journal of Healthcare Technology and Management, 11 (6).
pp. 442-461.

McCrudden, Mick
(2006)
*The Embedding Problem for Probabilities on Locally Compact Groups.*
In:
Probability Measures on Groups: Recent Trends and Directions.
Narosa Publishing House.
ISBN 81-7319-703-2

Mistry, Hitesh
(2007)
*Stochastic Modeling of Gene Regulatory Networks.*
Doctoral thesis, The University of Manchester.

Moriarty, J. and O'Connell, N.
(2007)
*On the free energy of a directed polymer in a Browian environment.*
Markov Processes and Related Fields, 13 (2).
pp. 251-266.
ISSN 1024-2953

Moriarty, John and Evatt, Geoffrey W. and Johnson, Paul V. and Duck, Peter W.
(2011)
*Hysteretic regime switching diffusions and resource
extraction.*
[MIMS Preprint]

## N

Nadarajah, Saralees and Kotz, Samuel
(2006)
*The Bessel ratio distribution.*
Comptes Rendus Mathematique, 343 (8).
pp. 531-534.
ISSN 1631-073X

Neal, P and Roberts, G and Yuen, J
(2007)
*Optimal Scaling of Random Walk Metropolis algorithms with
Discontinuous target densities.*
[MIMS Preprint]

Neal, Pete
(2006)
*Stochastic and Deterministic Analysis of SIS
Household Epidemics.*
[MIMS Preprint]

Neal, Peter
(2006)
*Multitype randomised Reed-Frost epidemics and epidemics upon random graphs.*
[MIMS Preprint]

Neal, Peter and Roberts, Gareth
(2006)
*Optimal Scaling for Random walk Metropolis on
spherically constrained target densities.*
[MIMS Preprint]

Neal, Peter and Roberts, Gareth
(2007)
*Optimal Scaling for Random walk Metropolis on
spherically constrained target densities.*
[MIMS Preprint]

Neal, Peter and Roberts, Gareth
(2006)
*Optimal scaling for partially updating MCMC algorithms.*
Annals of Applied Probability, 16 (2).
pp. 475-515.
ISSN 1050-5164

Nix, C. J. and Paris, J. B.
(2008)
*A Note on Binary Inductive Logic.*
[MIMS Preprint]

## O

Oksendal, Bernt and Proske, Frank and Zhang, Tusheng
(2006)
*Backward Stochastic Partial Differential
Equations with Jumps and Application to
Optimal Control of Random Jump Fields.*
[MIMS Preprint]

## P

Pan, Jianxin and Mackenzie, Gilbert
(2003)
*On modelling mean-covariance structures in longitudinal studies.*
Biometrika, 90 (1).
pp. 239-244.
ISSN 0006-3444

Papayiannis, Andreas
(2010)
*Hedging Strategies : Complete and Incomplete Systems of Markets.*
Masters thesis, Manchester Institute for Mathematical Sciences, The University of Manchester.

Paris, J.B.
(2016)
*An Equivalent of Language Invariance.*
[MIMS Preprint]

Paris, J.B. and Vencovska, A.
(2015)
*The Twin Continua of Inductive Methods.*
In:
Logic without Borders.
Ontos Mathematical Logic, Volume
.
De Gruyter, Germany, pp. 355-366.
ISBN 978-1-61451-772-6

Paris, J.B. and Vencovska, A.
(2016)
*An inequality concerning the expected values of row-sum and column-sum products in Boolean matrices.*
[MIMS Preprint]

Paris, Jeff and Vencovska, Alena
(2017)
*Translation Invariance and Miller's Weather Example.*
[MIMS Preprint]

Paris, Jeff and Vencovská, Alena
(2017)
*Analogy as Possible Identity within Pure Inductive Logic.*
[MIMS Preprint]

Peskir, Goran
(2002)
*Limit at zero of the brownian first-passage density.*
Probability Theory and Related Fields, 124 (1).
pp. 100-111.
ISSN 1432-2064

Peskir, Goran
(2006)
*On Reflecting Brownian Motion with Drift.*
In: Symp. Stoch. Syst., 2005, Osaka.

Peskir, Goran
(2005)
*On the American option problem.*
Mathematical Finance, 15 (1).
pp. 169-181.
ISSN 0960-1627

Peskir, Goran
(2003)
*On the diffusion coefficient: The Einstein relation and beyond.*
Stochastic Models, 19 (3).
pp. 383-405.
ISSN 1532-4214

Peskir, Goran
(2005)
*The Russian option: Finite horizon.*
Finance and Stochastics, 9 (2).
pp. 251-267.
ISSN 1432-1122

Peskir, Goran
(2005)
*A change-of-variable formula with local time on curves.*
Journal of Theoretical Probability, 18 (3).
pp. 499-535.
ISSN 1572-9230

Powell, C.E. and Shardlow, T and Lord, G.J.
(2014)
*Preface to "An Introduction to Computational Stochastic PDEs".*
In:
An Introduction to Computational Stochastic PDEs.
Cambridge Texts in Applied Mathematics
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Cambridge University Press, USA.
ISBN 9780521728522

Powell, Catherine E. and Gordon, Andrew D.
(2013)
*A Preconditioner for Fictitious Domain Formulations of Elliptic PDEs on Uncertain Parameterized Domains.*
[MIMS Preprint]

Powell, Catherine E. and Silvester, David and Simoncini, Valeria
(2015)
*An Efficient Reduced Basis Solver for Stochastic Galerkin Matrix Equations.*
[MIMS Preprint]

## R

Rao Jammalamadaka, S and Subba Rao, T and Terdik, Gyorgy
(2006)
*Higher Order Cumulants of Random Vectors
and Applications to Statistical Inference
and Time Series.*
[MIMS Preprint]

Reiß, M. and Riedle, M. and Van Gaans, O.
(2006)
*Delay differential equations driven by Lévy processes: Stationarity and Feller properties.*
Stochastic Processes and their Applications, 116 (10).
pp. 1409-1432.
ISSN 0304-4149

Reiß, Markus and Riedle, Markus and van Gaans, Onno
(2007)
*On Émery's Inequality and a Variation-of-Constants Formula.*
Stochastic Analysis and Applications, 25 (2).
pp. 353-379.
ISSN 1532-9356

Riedle, Markus
(2008)
*Cylindrical Wiener processes.*
[MIMS Preprint]

Riedle, Markus
(2010)
*Infinitely divisible cylindrical measures on Banach spaces.*
[MIMS Preprint]

Riedle, Markus
(2007)
*Solutions of affine stochastic functional differential equations in the state space.*
[MIMS Preprint]

Riedle, Markus and Applebaum, David
(2009)
*Cylindrical Levy processes in Banach spaces.*
[MIMS Preprint]

Riedle, Markus and van Gaans, Onno
(2009)
*Stochastic Integration for Levy Processes with Values in
Banach Spaces.*
Stochastic Processes and Applications, 119 (6).
pp. 1952-1974.
ISSN 0304-4149

Rockner, Michael and Zhang, Tusheng
(2006)
*Stochastic Evolution Equations Driven by
Compensated Poisson Measures: Existence,
Uniqueness and Large Deviation Estimates.*
[MIMS Preprint]

## S

Santos, Sara I and Walkden, Charles
(2011)
*Distributional and local limit laws for a
class of iterated maps that contract on
average.*
[MIMS Preprint]

Savov, Mladen
(2007)
*Curve Crossing for the Reflected Levy Process at zero and infinity.*
[MIMS Preprint]

Shardlow, Tony
(2004)
*Nucleation of waves in excitable media by noise.*
Multiscale Modeling and Simulation, 3 (1).
pp. 151-167.
ISSN 1540-3459

Shardlow, Tony
(2003)
*Splitting for dissipative particle dynamics.*
SIAM Journal on Scientific Computing, 24 (4).
pp. 1267-1282.
ISSN 1095-7197

Shardlow, Tony
(2003)
*Weak convergence of a numerical method for a stochastic heat equations.*
BIT Numerical Mathematics, 43 (1).
pp. 179-193.
ISSN 0385-6984

Sharp, Richard
(2007)
*Critical exponents for groups of isometries.*
Geometriae Dedicata, 125 (1).
pp. 63-74.
ISSN 1572-9168

Shiryaev, A. N. and Yor, M.
(2004)
*On the problem of stochastic integral representations of functionals of the Browian motion II.*
Theory of Probability and its Applications, 48 (2).
pp. 304-313.
ISSN 1095-7219

Sidorov, Nikita
(2007)
*Combinatorics of linear iterated function systems with overlaps.*
Nonlinearity, 20 (5).
pp. 1299-1312.
ISSN 1361-6544

Soldera, J and Dodson, CTJ and Scharcanski, J
(2018)
*Face Recognition Based on Texture Discrimination by Using Geodesic Distance Approximations Between Multivariate Normal Distributions.*
IEEE Xplore.

Stark, J. and Broomhead, D. S. and Davies, M. E. and Huke, J.
(2003)
*Delay Embeddings for Forced Systems. II.
Stochastic Forcing.*
Journal of Nonlinear Science, 13 (6).
pp. 519-577.
ISSN 1432-1467

Subba Rao, Tata and Das, Sourav and Boshnakov, Georgi N.
(2012)
*A Frequency domain approach for the estimation of parameters of spatio-temporal stationary random processes.*
[MIMS Preprint]

## U

Ullmann, Elisabeth and Powell, Catherine
(2014)
*Solving log-transformed random diffusion problems by stochastic Galerkin mixed finite element methods.*
[MIMS Preprint]

## W

Walkden, Charles
(2007)
*Invariance principles for iterated maps that contract on average.*
Transactions of the American Mathematical Society, 359 (3).
pp. 1081-1097.
ISSN 0002-9947

Wilmers, George
(2010)
*The Social Entropy Process: Axiomatising the
Aggregation of Probabilistic Beliefs.*
[MIMS Preprint]

## X

Xiao, Yimin and Zhang, Tusheng
(2002)
*Local times of fractional Brownian sheet.*
Probability Theory and Related Fields, 124 (2).
pp. 204-226.
ISSN 1432-2064