Pages that link to "Item:Q607622"
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The following pages link to Numerical computation of first-passage times of increasing Lévy processes (Q607622):
Displaying 16 items.
- Numerical computation of hitting time distributions of increasing Lévy processes (Q334063) (← links)
- Transient behavior of fractional queues and related processes (Q496966) (← links)
- Inverse tempered stable subordinators (Q893974) (← links)
- Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes (Q962030) (← links)
- First passage time of a Lévy degradation model with random effects (Q1739386) (← links)
- Fractional Poisson fields and martingales (Q1753245) (← links)
- On the long-range dependence of mixed fractional Poisson process (Q2042052) (← links)
- Mixed fractional risk process (Q2049354) (← links)
- Fractional Erlang queues (Q2175318) (← links)
- Subordinated compound Poisson processes of order \(k\) (Q2240072) (← links)
- Fractional risk process in insurance (Q2299384) (← links)
- Fractional Poisson process time-changed by Lévy subordinator and its inverse (Q2312774) (← links)
- Fractional Poisson fields (Q2340305) (← links)
- Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis (Q2692944) (← links)
- A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables (Q5391093) (← links)
- On a time-changed variant of the generalized counting process (Q6500031) (← links)
