Pages that link to "Item:Q373575"

The following pages link to On the law of the supremum of Lévy processes (Q373575):

Displaying 35 items.

• Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
• On the one dimensional spectral heat content for stable processes (Q275277) (← links)
• The first passage time of a stable process conditioned to not overshoot (Q325892) (← links)
• A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process (Q376688) (← links)
• Asymptotic behaviour of first passage time distributions for Lévy processes (Q377508) (← links)
• Transient analysis of Lévy-driven tandem queues (Q383963) (← links)
• The convex minorant of a Lévy process (Q439880) (← links)
• Conditioning subordinators embedded in Markov processes (Q516013) (← links)
• Location of the path supremum for self-similar processes with stationary increments (Q1633929) (← links)
• Zooming in on a Lévy process at its supremum (Q1650094) (← links)
• Totally ordered measured trees and splitting trees with infinite variation (Q1722015) (← links)
• Spectral analysis of stable processes on the positive half-line (Q1748911) (← links)
• Short proofs in extrema of spectrally one sided Lévy processes (Q1990022) (← links)
• Branching processes seen from their extinction time via path decompositions of reflected Lévy processes (Q1990233) (← links)
• The entrance law of the excursion measure of the reflected process for some classes of Lévy processes (Q2023032) (← links)
• Path decomposition of a reflected Lévy process on first passage over high levels (Q2074980) (← links)
• Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
• Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489) (← links)
• \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511) (← links)
• Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
• Proper two-sided exits of a Lévy process (Q2407777) (← links)
• Multilevel Monte Carlo for exponential Lévy models (Q2412390) (← links)
• Lipschitz minorants of Brownian motion and Lévy processes (Q2447300) (← links)
• Perturbation analysis of Poisson processes (Q2448701) (← links)
• Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
• One-dimensional polymers in random environments: stretching vs. folding (Q2679547) (← links)
• The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula (Q3165502) (← links)
• A factorization of a Lévy process over a phase-type horizon (Q4634188) (← links)
• Error Bounds for Small Jumps of Lévy Processes (Q4915651) (← links)
• Density behaviour related to Lévy processes (Q4963633) (← links)
• Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
• On the location of the maximum of a process: Lévy, Gaussian and Random field cases (Q5086464) (← links)
• Convex minorants and the fluctuation theory of L\'evy processes (Q5094002) (← links)
• Creeping of Lévy processes through curves (Q6164920) (← links)
• Implicit renewal theory for exponential functionals of Lévy processes (Q6171652) (← links)