Pages that link to "Item:Q482802"

The following pages link to Occupation times of refracted Lévy processes (Q482802):

Displaying 23 items.

• Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
• On pre-exit joint occupation times for spectrally negative Lévy processes (Q466993) (← links)
• On occupation times in the red of Lévy risk models (Q784389) (← links)
• Occupation times of refracted double exponential jump diffusion processes (Q900561) (← links)
• Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
• Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← links)
• On weighted occupation times for refracted spectrally negative Lévy processes (Q1645119) (← links)
• On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
• Occupation times of intervals until last passage times for spectrally negative Lévy processes (Q1800500) (← links)
• \(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes (Q1985945) (← links)
• On a family of critical growth-fragmentation semigroups and refracted Lévy processes (Q2307478) (← links)
• The time of deducting fees for variable annuities under the state-dependent fee structure (Q2347103) (← links)
• An occupation time related potential measure for diffusion processes (Q2358367) (← links)
• Occupation times for the finite buffer fluid queue with phase-type ON-times (Q2417042) (← links)
• Occupation times of intervals until first passage times for spectrally negative Lévy processes (Q2637212) (← links)
• First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
• Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view (Q2806357) (← links)
• On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
• Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
• The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914) (← 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)
• Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
• The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591) (← links)