Pages that link to "Item:Q968775"

The following pages link to Exact and asymptotic \(n\)-tuple laws at first and last passage (Q968775):

Displaying 24 items.

• On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) (← links)
• Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
• On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
• Explicit identities for Lévy processes associated to symmetric stable processes (Q637089) (← links)
• A Wiener-Hopf Monte Carlo simulation technique for Lévy processes (Q657695) (← links)
• A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
• Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes (Q1937998) (← links)
• Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes (Q1958501) (← links)
• Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach (Q2006377) (← links)
• Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
• Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity (Q2438753) (← links)
• First and last passage times of spectrally positive Lévy processes with application to reliability (Q2516387) (← links)
• Positive self-similar Markov processes obtained by resurrection (Q2680401) (← links)
• Wiener-Hopf Factorization for a Family of Lévy Processes Related to Theta Functions (Q3067843) (← links)
• On Exact Sampling of Nonnegative Infinitely Divisible Random Variables (Q3167341) (← links)
• (Q3303405) (← links)
• Infinite random planar maps related to Cauchy processes (Q4559776) (← links)
• Potentials of Stable Processes (Q4568491) (← links)
• The extended hypergeometric class of Lévy processes (Q5245638) (← links)
• On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation (Q5965372) (← links)
• Stability of overshoots of Markov additive processes (Q6139684) (← links)
• Learning to reflect: a unifying approach for data-driven stochastic control strategies (Q6565314) (← links)
• Markov additive friendships (Q6629472) (← links)
• Optimal stopping of the stable process with state-dependent killing (Q6632620) (← links)