Pages that link to "Item:Q1336991"
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The following pages link to Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes (Q1336991):
Displaying 11 items.
- Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes (Q1593612) (← links)
- On the probability of default in a market with price clustering and jump risk (Q2175460) (← links)
- Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions (Q2243570) (← links)
- A result on the Laplace transform associated with the sticky Brownian motion on an interval (Q3384665) (← links)
- Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
- On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
- Behavior Near Walls in the Mean-Field Approach to Crowd Dynamics (Q5110575) (← links)
- Some explicit results on one kind of sticky diffusion (Q5226248) (← links)
- The sticky Lévy process as a solution to a time change equation (Q6058867) (← links)
- Boundary approximation for sticky jump-reflected processes on the half-line (Q6126953) (← links)
- Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing (Q6639523) (← links)
