Jevgenijs Ivanovs

Available identifiers

zbMath Open ivanovs.jevgenijsWikidataQ102399481 ScholiaQ102399481MaRDI QIDQ282532

List of research outcomes

Publication	Date of Publication	Type
A series expansion formula of the scale matrix with applications in CUSUM analysis	2024-03-04	Paper
Lévy processes conditioned to stay in a half-space with applications to directional extremes	2023-06-22	Paper
Spherical clustering in detection of groups of concomitant extremes	2023-03-01	Paper
Probability of total domination for transient reflecting processes in a quadrant	2022-12-13	Paper
Graphical models for infinite measures with applications to extremes and L\'evy processes	2022-11-28	Paper
Optimal estimation of the supremum and occupation times of a self-similar Lévy process	2022-05-11	Paper
On scale functions for Lévy processes with negative phase-type jumps	2021-11-29	Paper
Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon	2021-11-03	Paper
Implementable coupling of Lévy process and Brownian motion	2021-11-03	Paper
Recovering Brownian and jump parts from high-frequency observations of a Lévy process	2021-09-10	Paper
Stochastic decompositions in bivariate risk and queueing models with mutual assistance	2021-06-14	Paper
Discretization of the Lamperti representation of a positive self-similar Markov process	2021-06-04	Paper
Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid	2020-09-29	Paper
Optimal estimation of some random quantities of a L\'evy process	2020-01-08	Paper
A factorization of a Lévy process over a phase-type horizon	2019-05-07	Paper
On the longest gap between power-rate arrivals	2019-01-28	Paper
Discretization error for a two-sided reflected Lévy process	2018-11-02	Paper
Linking dividends and capital injections – a probabilistic approach	2018-08-31	Paper
https://portal.mardi4nfdi.de/entity/Q4578294	2018-08-08	Paper
Zooming in on a Lévy process at its supremum	2018-06-29	Paper
Robust bounds in multivariate extremes	2018-03-08	Paper
Splitting and time reversal for Markov additive processes	2017-06-30	Paper
Time inhomogeneity in longest gap and longest run problems	2016-12-27	Paper
Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations	2016-12-27	Paper
Sparre Andersen identity and the last passage time	2016-08-11	Paper
A Lévy-derived process seen from its supremum and max-stable processes	2016-05-23	Paper
Exit identities for Lévy processes observed at Poisson arrival times	2016-05-12	Paper
Transient analysis of a stationary Lévy-driven queue	2015-12-23	Paper
A bivariate risk model with mutual deficit coverage	2015-09-14	Paper
Exact boundaries in sequential testing for phase-type distributions	2015-04-14	Paper
Potential measures of one-sided Markov additive processes with reflecting and terminating barriers	2015-02-26	Paper
Power identities for L\'evy risk models under taxation and capital injections	2014-10-07	Paper
L\'evy-driven polling systems and continuous-state branching processes	2014-07-21	Paper
Two coupled Levy queues with independent input	2014-07-21	Paper
A note on killing with applications in risk theory	2014-07-16	Paper
On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models	2014-05-14	Paper
The tax identity for Markov additive risk processes	2014-04-14	Paper
A risk model with an observer in a Markov environment	2013-10-11	Paper
Another look into decomposition results	2013-09-05	Paper
Occupation densities in solving exit problems for Markov additive processes and their reflections	2012-08-14	Paper
Two-Sided Reflection of Markov-Modulated Brownian Motion	2012-08-13	Paper
Markov-Modulated Brownian Motion with Two Reflecting Barriers	2011-01-13	Paper
First Passage of a Markov Additive Process and Generalized Jordan Chains	2011-01-13	Paper
Singularities of the matrix exponent of a Markov additive process with one-sided jumps	2010-08-18	Paper
First passage of time-reversible spectrally negative Markov additive processes	2010-05-07	Paper
SOFSEM 2005: Theory and Practice of Computer Science	2005-12-07	Paper

Research outcomes over time

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