Pages that link to "Item:Q1009677"
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The following pages link to Some explicit identities associated with positive self-similar Markov processes (Q1009677):
Displayed 27 items.
- On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- A Lévy input model with additional state-dependent services (Q550165) (← links)
- On Wiener-Hopf factors for stable processes (Q629794) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- Fluctuation theory and exit systems for positive self-similar Markov processes (Q662432) (← links)
- On the distribution of exponential functionals for Lévy processes with jumps of rational transform (Q665445) (← links)
- A Ciesielski-Taylor type identity for positive self-similar Markov processes (Q720747) (← links)
- Explicit solutions of the exit problem for a class of Lévy processes; applications to the pricing of double-barrier options (Q765888) (← links)
- Exact and asymptotic \(n\)-tuple laws at first and last passage (Q968775) (← links)
- The upper envelope of positive self-similar Markov Processes (Q1028616) (← links)
- Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
- How fast planar maps get swallowed by a peeling process (Q1748570) (← links)
- Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes (Q1937998) (← links)
- Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes (Q1958501) (← links)
- A transformation for spectrally negative Lévy processes and applications (Q2080148) (← links)
- Exit problems for positive self-similar Markov processes with one-sided jumps (Q2091523) (← links)
- Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces (Q2155532) (← links)
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
- Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity (Q2438753) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- Wiener-Hopf Factorization for a Family of Lévy Processes Related to Theta Functions (Q3067843) (← links)
- General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
- (Q4644009) (← links)
- The extended hypergeometric class of Lévy processes (Q5245638) (← links)
- Continuous-State Branching Processes and Self-Similarity (Q5504167) (← links)
- Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time (Q6054053) (← links)