Pages that link to "Item:Q2574592"
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The following pages link to On doubly reflected completely asymmetric Lévy processes. (Q2574592):
Displayed 19 items.
- Uniform control of local times of spectrally positive stable processes (Q1617136) (← links)
- Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
- On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Queues with Lévy input and hysteretic control (Q2269483) (← links)
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- Lévy processes with adaptable exponent (Q3625651) (← links)
- REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- Scale functions of Lévy processes and busy periods of finite-capacity M/GI/1 queues (Q4660538) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (Q5398355) (← links)
- Hysteretic Capacity Switching for M/G/1 Queues (Q5423132) (← links)
- Optimality of Two-Parameter Strategies in Stochastic Control (Q6173303) (← links)