Hitting Probabilities for Spectrally Positive Lévy Processes

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Cited in

(28)

Factorizing Laplace exponents in a spectrally positive Lévy process
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Potential method in the limit problems for the processes with independent increments
On the real natural exponential families of grand-Babel
Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin
A lifetime of excursions through random walks and Lévy processes
On a first hit distribution of the running maximum of Brownian motion
Hitting probabilities of weighted Poisson processes with different intensities and their subordinations
Ruin and deficit under claim arrivals with the order statistics property
On the hitting probability of max-stable processes
Passage times for a spectrally negative Lévy process with applications to risk theory
Old and new examples of scale functions for spectrally negative Lévy processes
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scientific article; zbMATH DE number 3888646 (Why is no real title available?)
Numerical computation of hitting time distributions of increasing Lévy processes
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Hitting probabilities for Lévy processes on the real line
On first passage times of sticky reflecting diffusion processes with double exponential jumps
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Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes
Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes
Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
On moments of downward passage times for spectrally negative Lévy processes
First passage time law for some Lévy processes with compound Poisson: existence of a density
Bankruptcy probabilities under non-Poisson inspection
A path decomposition for Lévy processes

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