Pages that link to "Item:Q2500514"
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The following pages link to Introductory lectures on fluctuations of Lévy processes with applications. (Q2500514):
Displayed 50 items.
- The reconstructed tree in the lineage-based model of protracted speciation (Q154193) (← links)
- Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
- Branching Brownian motion in a strip: survival near criticality (Q272951) (← links)
- On the one dimensional spectral heat content for stable processes (Q275277) (← links)
- Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
- On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847) (← links)
- Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion (Q318682) (← links)
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- The first passage time problem over a moving boundary for asymptotically stable Lévy processes (Q325889) (← links)
- Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
- Marginal queue length approximations for a two-layered network with correlated queues (Q364073) (← links)
- Suprema of Lévy processes (Q373557) (← links)
- On the law of the supremum of Lévy processes (Q373575) (← links)
- A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process (Q376688) (← links)
- Asymptotic behaviour of first passage time distributions for Lévy processes (Q377508) (← links)
- \(LU\)-factorization versus Wiener-Hopf factorization for Markov chains (Q383600) (← links)
- Transient analysis of Lévy-driven tandem queues (Q383963) (← links)
- Optimal stopping problems for the maximum process with upper and lower caps (Q389066) (← links)
- A spectral element framework for option pricing under general exponential Lévy processes (Q395363) (← links)
- Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
- Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise (Q402962) (← links)
- An optimal stopping problem for fragmentation processes (Q424467) (← links)
- Bounds on exponential moments of hitting times for reflected processes on the positive orthant (Q426699) (← links)
- On the limit distributions of continuous-state branching processes with immigration (Q429288) (← links)
- On the infimum attained by a reflected Lévy process (Q430005) (← links)
- On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- Optimal stopping problems for some Markov processes (Q433913) (← links)
- The convex minorant of a Lévy process (Q439880) (← links)
- Supercritical super-Brownian motion with a general branching mechanism and travelling waves (Q441241) (← links)
- On the small-time behavior of subordinators (Q442077) (← links)
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
- A refined factorization of the exponential law (Q453305) (← links)
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- A note on Wiener-Hopf factorization for Markov additive processes (Q457101) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Central limit theorems for super Ornstein-Uhlenbeck processes (Q461344) (← links)
- Ratchet consumption over finite and infinite planning horizons (Q462862) (← links)
- On pre-exit joint occupation times for spectrally negative Lévy processes (Q466993) (← links)
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- Local extinction in continuous-state branching processes with immigration (Q470052) (← links)
- A Lévy input fluid queue with input and workload regulation (Q475073) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- Occupation times of refracted Lévy processes (Q482802) (← links)
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows (Q482839) (← links)
- On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
- On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)