Discretization error for a two-sided reflected Lévy process (Q1992150): Difference between revisions

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-Soren Asmussen
@@ Property / author: Soren Asmussen / rank @@
-Normal rank
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+Soren Asmussen
@@ Property / author: Soren Asmussen / rank @@
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+MaRDI publication profile
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+W2963954719
@@ Property / OpenAlex ID: W2963954719 / rank @@
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@@ Property / arXiv ID @@
+.03948
@@ Property / arXiv ID: 1708.03948 / rank @@
+Normal rank
@@ Property / cites work @@
+Transient behavior of regulated Brownian motion, I: Starting at the origin
+Normal rank
@@ Property / cites work @@
+Q3331506
@@ Property / cites work: Q3331506 / rank @@
+Normal rank
@@ Property / cites work @@
+Power identities for L\'evy risk models under taxation and capital injections
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Processes with Two-Sided Reflection
@@ Property / cites work: Lévy Processes with Two-Sided Reflection / rank @@
+Normal rank
@@ Property / cites work @@
+Discretization error in simulation of one-dimensional reflecting Brownian motion
+Normal rank
@@ Property / cites work @@
+Loss Rates for Lévy Processes with Two Reflecting Barriers
+Normal rank
@@ Property / cites work @@
+Queues and Lévy fluctuation theory
@@ Property / cites work: Queues and Lévy fluctuation theory / rank @@
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo for exponential Lévy models
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@@ Property / cites work @@
+Zooming in on a Lévy process at its supremum
@@ Property / cites work: Zooming in on a Lévy process at its supremum / rank @@
+Normal rank
@@ Property / cites work @@
+Useful martingales for stochastic storage processes with Lévy input
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+Introductory lectures on fluctuations of Lévy processes with applications.
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@@ Property / cites work @@
+On mixing sequences of sets
@@ Property / cites work: On mixing sequences of sets / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic-Process Limits
@@ Property / cites work: Stochastic-Process Limits / rank @@
+Normal rank