Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005): Difference between revisions

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+W2069782247
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+.1976
@@ Property / arXiv ID: 1104.1976 / rank @@
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+Extremes of totally skewed stable motion
@@ Property / cites work: Extremes of totally skewed stable motion / rank @@
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+On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes
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+The supremum of a process with stationary independent and symmetric increments
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+The law of the supremum of a stable Lévy process with no negative jumps
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+Suprema and sojourn times of Lévy processes with exponential tails
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+A note on the supremum of a stable process
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+Stable Lévy motion approximation in collective risk theory
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+Numerical calculation of stable densities and distribution functions
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+On the Ruin Problem of Collective Risk Theory
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+Distributions of subadditive functionals of sample paths of infinitely divisible processes
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+Q4301585
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+The numerical calculation of<i>U</i>(<i>w, t</i>), the probability of non-ruin in an interval (0,<i>t</i>)
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+Stochastic-Process Limits
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+On the supremum of an infinitely divisible process
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