scientific article; zbMATH DE number 2149875
From MaRDI portal
Publication:4662396
zbMath1079.60048MaRDI QIDQ4662396
Publication date: 30 March 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44)
Related Items (21)
A New Proof of the Wiener-Hopf Factorization via Basu's Theorem ⋮ Useful Martingales for Stochastic Storage Processes with Lévy-Type Input ⋮ LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES ⋮ Lévy Processes, Phase-Type Distributions, and Martingales ⋮ Lévy risk model with two-sided jumps and a barrier dividend strategy ⋮ Penalisation of a stable Lévy process involving its one-sided supremum ⋮ Queues with Delays in Two-State Strategies and Lévy Input ⋮ On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications ⋮ Occupation times of alternating renewal processes with Lévy applications ⋮ Occupation densities in solving exit problems for Markov additive processes and their reflections ⋮ On the drawdown of completely asymmetric Lévy processes ⋮ TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems ⋮ Busy period, virtual waiting time and number of customers in \(G^{\delta }|M^{\kappa}|1| \text B\) system ⋮ Queues with Lévy input and hysteretic control ⋮ Unifying the Dynkin and Lebesgue–Stieltjes formulae ⋮ Lévy Processes with Two-Sided Reflection ⋮ Lévy processes with adaptable exponent ⋮ Renewal theorems and stability for the reflected process ⋮ Exit problems for the difference of a compound Poisson process and a compound renewal process ⋮ Fluctuations of Lévy processes and scattering theory ⋮ On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function
This page was built for publication: