Pages that link to "Item:Q1635961"
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The following pages link to The excursion measure away from zero for spectrally negative Lévy processes (Q1635961):
Displaying 9 items.
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- A probabilistic approach to spectral analysis of growth-fragmentation equations (Q1702576) (← links)
- Generalized refracted Lévy process and its application to exit problem (Q1999919) (← links)
- Generalized scale functions of standard processes with no positive jumps (Q2183146) (← links)
- Local times for spectrally negative Lévy processes (Q2183759) (← links)
- The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
- Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
- An excursion theoretic approach to Parisian ruin problem (Q6607483) (← links)
- Ray Knight theorems for spectrally negative Lévy processes (Q6614483) (← links)
