Pages that link to "Item:Q948745"
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The following pages link to The law of the supremum of a stable Lévy process with no negative jumps (Q948745):
Displayed 23 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)
- 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)
- Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes (Q1937998) (← links)
- The asymptotic behavior of densities related to the supremum of a stable process (Q2268702) (← 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)