Pages that link to "Item:Q2642039"

The following pages link to Exit times for a class of piecewise exponential Markov processes with two-sided jumps (Q2642039):

Displaying 21 items.

• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• On exit times of Levy-driven Ornstein-Uhlenbeck processes (Q945794) (← links)
• Exact analytical results for integrate-and-fire neurons driven by excitatory shot noise (Q1705138) (← links)
• Ornstein-Uhlenbeck processes for geophysical data analysis (Q1782641) (← links)
• First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps (Q1934375) (← links)
• Shot-noise queueing models (Q2070672) (← links)
• On the explosion of a class of continuous-state nonlinear branching processes (Q2076603) (← links)
• On the probability of default in a market with price clustering and jump risk (Q2175460) (← links)
• Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps (Q2195953) (← links)
• Occupation times of Lévy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications (Q2407767) (← links)
• Some explicit results on first exit times for a jump diffusion process involving semimartingale local time (Q2664543) (← links)
• Martingales and first passage times of AR(1) sequences (Q3498583) (← links)
• A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
• The Time to Ruin in Some Additive Risk Models with Random Premium Rates (Q4903033) (← links)
• Affine Storage and Insurance Risk Models (Q5026437) (← links)
• Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest (Q5083889) (← links)
• On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← 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)
• Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
• A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← links)
• Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)