First passage times over stochastic boundaries for subdiffusive processes (Q5036094): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Normalize DOI.
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1090/tran/8534 / rank
Normal rank
 
Property / OpenAlex ID
 
Property / OpenAlex ID: W4230735061 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1904.03168 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the exit time from open sets of some semi-Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3560912 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Brownian subordinators and fractional Cauchy problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scaling limit for trap models on \(\mathbb Z^d\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4888858 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4941947 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform asymptotic expansions for the Barnes double gamma function / rank
 
Normal rank
Property / cites work
 
Property / cites work: An application of fractional differential equations to risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hitting times for Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Persistence of Gaussian processes: non-summable correlations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A fractional kinetic process describing the intermediate time behaviour of cellular flows / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments of passage times for Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Doubly stochastic Poisson processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: First passage time distribution of a modified fractional diffusion equation in the semi-infinite interval / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2774021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Skellam processes with applications to finance / 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: Q4644009 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3457604 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of Brownian motion delayed by inverse subordinators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Entrance-exit results for semi-regenerative processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Triangular array limits for continuous time random walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bernstein-gamma functions and exponential functionals of Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bernstein functions. Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weibull renewal processes / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1090/TRAN/8534 / rank
 
Normal rank

Latest revision as of 15:41, 30 December 2024

scientific article; zbMATH DE number 7479579
Language Label Description Also known as
English
First passage times over stochastic boundaries for subdiffusive processes
scientific article; zbMATH DE number 7479579

    Statements

    First passage times over stochastic boundaries for subdiffusive processes (English)
    0 references
    23 February 2022
    0 references
    first passage time problems
    0 references
    subdiffusive diffusions
    0 references
    Wiener-Hopf factorization
    0 references
    Lévy processes
    0 references
    time-changed
    0 references
    inverse subordinator
    0 references
    semi-regenerative processes
    0 references
    long-range dependence
    0 references
    ruin probability
    0 references
    stable processes
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references