On the last exit times for spectrally negative Lévy processes (Q4684866): Difference between revisions

@@ Property / author @@
+Ying-qiu Li
@@ Property / author: Ying-qiu Li / rank @@
+Normal rank
@@ Property / author @@
+Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
+Normal rank
@@ Property / author @@
+Xiao-Wen Zhou
@@ Property / author: Xiao-Wen Zhou / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963716274
@@ Property / OpenAlex ID: W2963716274 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.04622
@@ Property / arXiv ID: 1606.04622 / rank @@
+Normal rank
@@ Property / cites work @@
+Exit identities for Lévy processes observed at Poisson arrival times
+Normal rank
@@ Property / cites work @@
+Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes
+Normal rank
@@ Property / cites work @@
+Passage times for a spectrally negative Lévy process with applications to risk theory
+Normal rank
@@ Property / cites work @@
+When does the surplus reach a given target?
@@ Property / cites work: When does the surplus reach a given target? / rank @@
+Normal rank
@@ Property / cites work @@
+The Theory of Scale Functions for Spectrally Negative Lévy Processes
+Normal rank
@@ Property / cites work @@
+Fluctuations of Lévy processes with applications. Introductory lectures
+Normal rank
@@ Property / cites work @@
+The Joint Laplace Transforms for Diffusion Occupation Times
+Normal rank
@@ Property / cites work @@
+On pre-exit joint occupation times for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Occupation times of intervals until first passage times for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions
+Normal rank
@@ Property / cites work @@
+Drawdowns and the speed of market crash
@@ Property / cites work: Drawdowns and the speed of market crash / rank @@
+Normal rank
@@ Property / cites work @@
+Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum
+Normal rank