Pages that link to "Item:Q945794"

The following pages link to On exit times of Levy-driven Ornstein-Uhlenbeck processes (Q945794):

Displaying 12 items.

• Martin representation and relative Fatou theorem for fractional Laplacian with a gradient perturbation (Q395597) (← links)
• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• Ornstein-Uhlenbeck processes for geophysical data analysis (Q1782641) (← links)
• First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps (Q1934375) (← links)
• Occupation times of Lévy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications (Q2407767) (← links)
• Some explicit results on first exit times for a jump diffusion process involving semimartingale local time (Q2664543) (← links)
• First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688) (← links)
• FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (Q4908349) (← links)
• The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
• Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
• Continuous-state branching processes with collisions: first passage times and duality (Q6186388) (← links)
• Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework (Q6490771) (← links)