Short proofs in extrema of spectrally one sided Lévy processes (Q1990022): Difference between revisions

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-Loïc Chaumont
@@ Property / author: Loïc Chaumont / rank @@
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+Loïc Chaumont
@@ Property / author: Loïc Chaumont / rank @@
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+MaRDI publication profile
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+.06371
@@ Property / arXiv ID: 1804.06371 / rank @@
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@@ Property / cites work @@
+The law of the supremum of a stable Lévy process with no negative jumps
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+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
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+Maxima of sums of random variables and suprema of stable processes
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+Q5524063
@@ Property / cites work: Q5524063 / rank @@
+Normal rank
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+Kendall's identity for the first crossing time revisited
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@@ Property / cites work @@
+On the law of the supremum of Lévy processes
@@ Property / cites work: On the law of the supremum of Lévy processes / rank @@
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+On the asymptotic behavior of the density of the supremum of Lévy processes
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+A convergent series representation for the density of the supremum of a stable process
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+Canonical representations and convergence criteria for processes with interchangeable increments
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+The First Passage Time Density for Homogeneous Skip-free Walks on the Continuum
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+Q5729630
@@ Property / cites work: Q5729630 / rank @@
+Normal rank
@@ Property / cites work @@
+A Class of Distributions in the First Emptiness of a Semi-Infinite Reservoir
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@@ Property / cites work @@
+Sub-exponential tail bounds for conditioned stable Bienaymé-Galton-Watson trees
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@@ Property / cites work @@
+Suprema of Lévy processes
@@ Property / cites work: Suprema of Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process
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+The distribution of the supremum for spectrally asymmetric Lévy processes
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+Infinitely divisible distributions arising from first crossing times and related results
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+Zeroes of Infinitely Divisible Densities
@@ Property / cites work: Zeroes of Infinitely Divisible Densities / rank @@
+Normal rank
@@ Property / cites work @@
+Q5583504
@@ Property / cites work: Q5583504 / rank @@
+Normal rank
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+On the Distribution of the Supremum for Stochastic Processes with Interchangeable Increments
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+A Generalization of the Ballot Problem and its Application in the Theory of Queues
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