The asymptotic behavior of densities related to the supremum of a stable process (Q2268702): Difference between revisions

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+Ronald Arthur Doney
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+Mladen Svetoslavov Savov
@@ Property / author: Mladen Svetoslavov Savov / rank @@
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+MaRDI publication profile
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+.4872
@@ Property / arXiv ID: 1001.4872 / rank @@
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+ON A FLUCTUATION IDENTITY FOR RANDOM WALKS AND LÉVY PROCESSES
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+A new fluctuation identity for Lévy processes and some applications
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+Wiener – hopf factorization revisited and some applications
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+Q4888858
@@ Property / cites work: Q4888858 / rank @@
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+The law of the supremum of a stable Lévy process with no negative jumps
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+Maxima of sums of random variables and suprema of stable processes
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+Sur certains processus de lévy conditionnés à rester positifs
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+On Lévy processes conditioned to stay positive
@@ Property / cites work: On Lévy processes conditioned to stay positive / rank @@
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@@ Property / cites work @@
+Corrections to ``On Lévy processes conditioned to stay positive''
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+A note on the supremum of a stable process
@@ Property / cites work: A note on the supremum of a stable process / rank @@
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+Local probabilities for random walks conditioned to stay positive
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+Q4937701
@@ Property / cites work: Q4937701 / rank @@
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