On the law of the supremum of Lévy processes (Q373575): Difference between revisions

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+A new fluctuation identity for Lévy processes and some applications
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+ON A FLUCTUATION IDENTITY FOR RANDOM WALKS AND LÉVY PROCESSES
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+Q4888858
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+Maxima of sums of random variables and suprema of stable processes
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+Energy image density property and the lent particle method for Poisson measures
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+Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
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+Asymptotic behaviour of first passage time distributions for Lévy processes
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+The asymptotic behavior of densities related to the supremum of a stable process
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+Q4119917
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+Splitting at backward times in regenerative sets
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+On extrema of stable processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Q5509994
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+On Continuity Properties of Infinitely Divisible Distribution Functions
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+Q5590477
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+Q4937701
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+A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process
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