We establish a stochastic representation for a class of nonlocal parabolic terminal-boundary value problems, whose terminal and boundary conditions depend on the solution in the interior domain; in particular, the solution is represented as the expectation of functionals of a diffusion process...

Several diagonal-based tail dependence indices have been suggested in the literature to quantify tail dependence. They have well-developed statistical inference theories but tend to underestimate tail dependence. For those problems when assessing the maximal strength of dependence is important...

We consider a surgery sequencing and scheduling problem with uncertain surgical durations in the context of an operating theatre. From real data collected from a hospital, we observe the common practice, namely 'to follow', in which surgeries are conducted sequentially and immediately, one after...