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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(6 intermediate revisions by 5 users not shown)
Property / author
 
Property / author: Ying-qiu Li / rank
Normal rank
 
Property / author
 
Property / author: Chuan-Cun Yin / rank
Normal rank
 
Property / author
 
Property / author: Xiao-Wen Zhou / rank
Normal rank
 
Property / author
 
Property / author: Ying-qiu Li / rank
 
Normal rank
Property / author
 
Property / author: Chuan-Cun Yin / rank
 
Normal rank
Property / author
 
Property / author: Xiao-Wen Zhou / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2963716274 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1606.04622 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exit identities for Lévy processes observed at Poisson arrival times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Passage times for a spectrally negative Lévy process with applications to risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: When does the surplus reach a given target? / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Theory of Scale Functions for Spectrally Negative Lévy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fluctuations of Lévy processes with applications. Introductory lectures / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Joint Laplace Transforms for Diffusion Occupation Times / rank
 
Normal rank
Property / cites work
 
Property / cites work: On pre-exit joint occupation times for spectrally negative Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Occupation times of intervals until first passage times for spectrally negative Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Drawdowns and the speed of market crash / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 15:57, 16 July 2024

scientific article; zbMATH DE number 6943573
Language Label Description Also known as
English
On the last exit times for spectrally negative Lévy processes
scientific article; zbMATH DE number 6943573

    Statements

    On the last exit times for spectrally negative Lévy processes (English)
    0 references
    26 September 2018
    0 references
    spectrally negative Lévy process
    0 references
    last exit time
    0 references
    Gerber-Shiu function
    0 references
    occupation time
    0 references
    0 references
    0 references
    0 references

    Identifiers