On doubly reflected completely asymmetric Lévy processes. (Q2574592): Difference between revisions

@@ Property / author @@
-Martijn R. Pistorius
@@ Property / author: Martijn R. Pistorius / rank @@
-Normal rank
@@ Property / author @@
+Martijn R. Pistorius
@@ Property / author: Martijn R. Pistorius / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Q3473919
@@ Property / cites work: Q3473919 / rank @@
+Normal rank
@@ Property / cites work @@
+Phase-type representations in random walk and queueing problems
+Normal rank
@@ Property / cites work @@
+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
+Normal rank
@@ Property / cites work @@
+On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts.
+Normal rank
@@ Property / cites work @@
+On the First Exit Time of a Completely Asymmetric Stable Process from a Finite Interval
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
+Normal rank
@@ Property / cites work @@
+Fluctuation theory in continuous time
@@ Property / cites work: Fluctuation theory in continuous time / rank @@
+Normal rank
@@ Property / cites work @@
+Q4082108
@@ Property / cites work: Q4082108 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3938929
@@ Property / cites work: Q3938929 / rank @@
+Normal rank
@@ Property / cites work @@
+Potential Theory of Lévy Processes
@@ Property / cites work: Potential Theory of Lévy Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Completely asymmetric Lévy processes confined in a finite interval
+Normal rank
@@ Property / cites work @@
+Q4371204
@@ Property / cites work: Q4371204 / rank @@
+Normal rank
@@ Property / cites work @@
+Absolute continuity of infinitely divisible distributions
+Normal rank
@@ Property / cites work @@
+Exponential decay and ergodicity of general Markov processes and their discrete skeletons
+Normal rank
@@ Property / cites work @@
+A fluid queue with a finite buffer and subexponential input
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2574592