Pages that link to "Item:Q1879504"
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The following pages link to On optional stopping of some exponential martingales for Lévy processes with or without reflection. (Q1879504):
Displaying 6 items.
- Queues with Lévy input and hysteretic control (Q2269483) (← links)
- Large deviations and fast simulation in the presence of boundaries. (Q2574516) (← links)
- The expected time to ruin in a risk process with constant barrier via martingales (Q2581777) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Unifying the Dynkin and Lebesgue–Stieltjes formulae (Q4684851) (← links)
- Useful Martingales for Stochastic Storage Processes with Lévy-Type Input (Q5299569) (← links)
