Pages that link to "Item:Q373575"
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The following pages link to On the law of the supremum of Lévy processes (Q373575):
Displayed 13 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)
- Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
- Lipschitz minorants of Brownian motion and Lévy processes (Q2447300) (← links)
- Perturbation analysis of Poisson processes (Q2448701) (← links)
- The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula (Q3165502) (← links)
- Error Bounds for Small Jumps of Lévy Processes (Q4915651) (← links)