The following pages link to Andreas E. Kyprianou (Q220895):
Displaying 50 items.
- Branching Brownian motion in a strip: survival near criticality (Q272951) (← links)
- Deep factorisation of the stable process (Q287722) (← links)
- Optimal prediction for positive self-similar Markov processes (Q303567) (← links)
- Perpetual integrals for Lévy processes (Q325924) (← links)
- Gerber-Shiu risk theory (Q371443) (← links)
- The mass of super-Brownian motion upon exiting balls and Sheu's compact support condition (Q402398) (← links)
- An optimal stopping problem for fragmentation processes (Q424467) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions. (Q434147) (← links)
- Supercritical super-Brownian motion with a general branching mechanism and travelling waves (Q441241) (← links)
- (Q482799) (redirect page) (← links)
- Occupation times of refracted Lévy processes (Q482802) (← links)
- Conditioning subordinators embedded in Markov processes (Q516013) (← links)
- The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (Q544519) (← links)
- The prolific backbone for supercritical superprocesses (Q544521) (← links)
- Backbone decomposition for continuous-state branching processes with immigration (Q654491) (← links)
- Traveling waves and homogeneous fragmentation (Q655580) (← links)
- A Wiener-Hopf Monte Carlo simulation technique for Lévy processes (Q657695) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- Fluctuation theory and exit systems for positive self-similar Markov processes (Q662432) (← links)
- A phase transition in excursions from infinity of the ``fast'' fragmentation-coalescence process (Q682250) (← links)
- Smoothness of scale functions for spectrally negative Lévy processes (Q718902) (← links)
- A Ciesielski-Taylor type identity for positive self-similar Markov processes (Q720747) (← links)
- Entrance and exit at infinity for stable jump diffusions (Q784167) (← links)
- Fixed points of the smoothing transform: the boundary case (Q850355) (← links)
- Quasi-stationary distributions for Lévy processes (Q850763) (← links)
- Spines, skeletons and the strong law of large numbers for superdiffusions (Q888536) (← links)
- Exact and asymptotic \(n\)-tuple laws at first and last passage (Q968775) (← links)
- Refracted Lévy processes (Q974766) (← links)
- Strong law of large numbers for fragmentation processes (Q974772) (← links)
- Strong law of large numbers for branching diffusions (Q974778) (← links)
- Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
- Some explicit identities associated with positive self-similar Markov processes (Q1009677) (← links)
- (Q1038872) (redirect page) (← links)
- On the parabolic generator of a general one-dimensional Lévy process (Q1038873) (← links)
- The McKean stochastic game driven by a spectrally negative Lévy process (Q1039011) (← links)
- Special, conjugate and complete scale functions for spectrally negative Lévy processes (Q1039068) (← links)
- Seneta-Heyde norming in the branching random walk (Q1356345) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- Travelling wave solutions to the K-P-P equation: alternatives to Simon Harris' probabilistic analysis. (Q1426658) (← links)
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556) (← links)
- Martingale convergence and the stopped branching random walk (Q1566940) (← links)
- A note on branching Lévy processes (Q1613600) (← links)
- Extinction properties of multi-type continuous-state branching processes (Q1615898) (← links)
- Stable windings at the origin (Q1630670) (← links)
- Deep factorisation of the stable process. II: Potentials and applications (Q1635974) (← links)
- Universality in a class of fragmentation-coalescence processes (Q1650135) (← links)
- Conditioned real self-similar Markov processes (Q1730941) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- Local extinction versus local exponential growth for spatial branching processes. (Q1879846) (← links)
