Pages that link to "Item:Q948745"

The following pages link to The law of the supremum of a stable Lévy process with no negative jumps (Q948745):

Displaying 35 items.

• The first passage time of a stable process conditioned to not overshoot (Q325892) (← links)
• Suprema of Lévy processes (Q373557) (← links)
• Law of the absorption time of some positive self-similar Markov processes (Q414288) (← links)
• On extrema of stable processes (Q533746) (← links)
• Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005) (← links)
• On Wiener-Hopf factors for stable processes (Q629794) (← links)
• Predicting the ultimate supremum of a stable Lévy process with no negative jumps (Q653307) (← links)
• First passage time law for some Lévy processes with compound Poisson: existence of a density (Q654399) (← links)
• Connectivity properties of the adjacency graph of \(\text{SLE}_{\kappa}\) bubbles for \(\kappa\in(4,8)\) (Q784181) (← links)
• Pricing dynamic fund protections with regime switching (Q896790) (← links)
• On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion (Q900549) (← links)
• On the supremum of the spectrally negative stable process with drift (Q900970) (← links)
• On the Hausdorff dimension of regular points of inviscid Burgers equation with stable initial data (Q930361) (← links)
• On the equivalence of limit distributions of a sum and of a maximum sum of independent random variables (Q968474) (← links)
• Mittag-Leffler functions and stable Lévy processes without negative jumps (Q984629) (← links)
• Some explicit identities associated with positive self-similar Markov processes (Q1009677) (← links)
• A few remarks on the supremum of stable processes (Q1012116) (← links)
• Law of the exponential functional of one-sided Lévy processes and Asian options (Q1012394) (← links)
• Sensitivity analysis and density estimation for finite-time ruin probabilities (Q1026435) (← links)
• Bernstein-gamma functions and exponential functionals of Lévy processes (Q1663907) (← links)
• Existence of density functions for the running maximum of a Lévy-Itô diffusion (Q1692337) (← links)
• Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes (Q1937998) (← links)
• Short proofs in extrema of spectrally one sided Lévy processes (Q1990022) (← links)
• Fractional extreme distributions (Q2024497) (← links)
• Law of the first passage triple of a spectrally positive strictly stable process (Q2181613) (← links)
• Law of two-sided exit by a spectrally positive strictly stable process (Q2182623) (← links)
• Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
• The asymptotic behavior of densities related to the supremum of a stable process (Q2268702) (← links)
• Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set (Q2280024) (← links)
• Ruin and deficit under claim arrivals with the order statistics property (Q2282730) (← links)
• Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
• Hitting densities for spectrally positive stable processes (Q3017916) (← links)
• Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’ (Q3165496) (← links)
• The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula (Q3165502) (← links)
• Exact simulation of the extrema of stable processes (Q5203973) (← links)