Pages that link to "Item:Q2500514"
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The following pages link to Introductory lectures on fluctuations of Lévy processes with applications. (Q2500514):
Displayed 50 items.
- Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
- Marginal queue length approximations for a two-layered network with correlated queues (Q364073) (← links)
- Suprema of Lévy processes (Q373557) (← links)
- On the law of the supremum of Lévy processes (Q373575) (← links)
- A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process (Q376688) (← links)
- Asymptotic behaviour of first passage time distributions for Lévy processes (Q377508) (← links)
- An optimal stopping problem for fragmentation processes (Q424467) (← links)
- Bounds on exponential moments of hitting times for reflected processes on the positive orthant (Q426699) (← links)
- On the limit distributions of continuous-state branching processes with immigration (Q429288) (← links)
- On the infimum attained by a reflected Lévy process (Q430005) (← links)
- On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- Optimal stopping problems for some Markov processes (Q433913) (← links)
- The convex minorant of a Lévy process (Q439880) (← links)
- Supercritical super-Brownian motion with a general branching mechanism and travelling waves (Q441241) (← links)
- On the small-time behavior of subordinators (Q442077) (← links)
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
- A refined factorization of the exponential law (Q453305) (← links)
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- Convergence of the all-time supremum of a Lévy process in the heavy-traffic regime (Q543555) (← links)
- The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process (Q544519) (← links)
- The prolific backbone for supercritical superprocesses (Q544521) (← links)
- A Lévy input model with additional state-dependent services (Q550165) (← links)
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Multivariate COGARCH(1, 1) processes (Q605037) (← links)
- Martingales and rates of presence in homogeneous fragmentations (Q617915) (← links)
- Time-dependent properties of symmetric queues (Q622618) (← links)
- Limit theorem for derivative martingale at criticality w.r.t. branching Brownian motion (Q624994) (← links)
- Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306) (← links)
- On Wiener-Hopf factors for stable processes (Q629794) (← links)
- On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
- Predicting the ultimate supremum of a stable Lévy process with no negative jumps (Q653307) (← links)
- Backbone decomposition for continuous-state branching processes with immigration (Q654491) (← links)
- On exit time of stable processes (Q655315) (← links)
- Traveling waves and homogeneous fragmentation (Q655580) (← links)
- A Wiener-Hopf Monte Carlo simulation technique for Lévy processes (Q657695) (← links)
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
- The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure (Q659130) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
- De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
- Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
- Fluctuation theory and exit systems for positive self-similar Markov processes (Q662432) (← links)
- Novel scaling limits for critical inhomogeneous random graphs (Q693709) (← links)
- Smoothness of scale functions for spectrally negative Lévy processes (Q718902) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- A Ciesielski-Taylor type identity for positive self-similar Markov processes (Q720747) (← links)
- On suprema of Lévy processes and application in risk theory (Q731712) (← links)