The following pages link to Séminaire de Probabilités XXXVIII (Q4662393):
Displayed 21 items.
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- The excursion measure away from zero for spectrally negative Lévy processes (Q1635961) (← links)
- Complete discounted cash flow valuation (Q1681180) (← links)
- Generalized refracted Lévy process and its application to exit problem (Q1999919) (← links)
- A lifetime of excursions through random walks and Lévy processes (Q2080138) (← links)
- Exit problems for positive self-similar Markov processes with one-sided jumps (Q2091523) (← links)
- Generalized scale functions of standard processes with no positive jumps (Q2183146) (← links)
- A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
- First and last passage times of spectrally positive Lévy processes with application to reliability (Q2516387) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- Fluctuations of Lévy processes and scattering theory (Q3402208) (← links)
- An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
- A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
- A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← links)
- Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue (Q5391085) (← links)
- Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092) (← links)
- Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
- Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)