Regularity of the half-line for Lévy processes
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Publication:1365484
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- Stability of the exit time for Lévy processes
- On the limiting behaviour of Lévy processes at zero
- On suprema of Lévy processes and application in risk theory
- Distributional representations and dominance of a Lévy process over its maximal jump processes
- On pre-exit joint occupation times for spectrally negative Lévy processes
- Stability of the overshoot for Lévy processes
- Some remarks on first passage of Lévy processes, the American put and pasting principles
- Shifting processes with cyclically exchangeable increments at random
- Lipschitz minorants of Brownian motion and Lévy processes
- Passage of Lévy processes across power law boundaries at small times
- Extensions of regularity for a Lévy process
- Abrupt Lévy processes.
- Dini derivatives and regularity for exchangeable increment processes
- Fine regularity of Lévy processes and linear (multi)fractional stable motion
- Finiteness of integrals of functions of Lévy processes
- Two-sided discounted potential measures for spectrally negative Lévy processes
- When is the convex hull of a Lévy path smooth?
- Concave majorant of stochastic processes and Burgers turbulence
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