Pages that link to "Item:Q3245612"

The following pages link to On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments (Q3245612):

Displaying 36 items.

• On the Riemann-Hilbert factorization problem for positive definite functions (Q331758) (← links)
• Suprema of Lévy processes (Q373557) (← links)
• On the infimum attained by a reflected Lévy process (Q430005) (← links)
• Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
• A note on upper estimates for Pickands constants (Q730709) (← links)
• On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion (Q900549) (← links)
• Distributions of functionals of diffusions with jumps, stopped at random times (Q906764) (← links)
• Queueing approximation of suprema of spectrally positive Lévy process (Q967283) (← links)
• The supremum of a process with stationary independent and symmetric increments (Q1088300) (← links)
• Calculation of the probability of eventual ruin by Beekman's convolution series (Q1115077) (← links)
• Generalizations of P. Levy's inversion theorem (Q1246854) (← links)
• Increase of stable processes (Q1332401) (← links)
• Bounds for the solution to the single-period inventory model with compound renewal process input: an application to setting credit card limits (Q1755398) (← links)
• On a fluctuation identity for multidimensional Lévy processes (Q1812492) (← links)
• The distribution of certain functionals of processes with semiindependent increments (Q1846308) (← links)
• Universality of the asymptotics of the one-sided exit problem for integrated processes (Q1943327) (← links)
• Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes (Q1958501) (← links)
• The entrance law of the excursion measure of the reflected process for some classes of Lévy processes (Q2023032) (← links)
• On the first exit time from an interval for diffusions with jumps (Q2452918) (← links)
• Distribution of time above a threshold for Markov processes (Q2532098) (← links)
• Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
• One-dimensional polymers in random environments: stretching vs. folding (Q2679547) (← links)
• Stable Processes with An Absorbing Barrier (Q3255760) (← links)
• A TANDEM QUEUE WITH LÉVY INPUT: <i>A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH</i> (Q3430658) (← links)
• THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (Q3553256) (← links)
• Ein verallgemeinertes Spiegelungsprinzip für den Proze\ der Brownschen Bewegung (Q3849292) (← links)
• DRAWDOWN MEASURES AND RETURN MOMENTS (Q4555853) (← links)
• Limit theorem for continuous-time random walks with two time scales (Q4819470) (← links)
• Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) (← links)
• Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (Q5459913) (← links)
• On a continuous time extension of Feller's Lemma (Q5591963) (← links)
• On a continuous time extension of Feller's Lemma (Q5604250) (← links)
• (Q5605488) (← links)
• Eine kombinatorische �berlegung und ihre ma\theoretische Erweiterung (Q5612888) (← links)
• Maxima of sums of random variables and suprema of stable processes (Q5649177) (← links)
• Total Positivity, Absorption Probabilities and Applications (Q5733930) (← links)