The following pages link to (Q2738722):
Displayed 33 items.
- On exponential functionals of Lévy processes (Q495707) (← links)
- Continuous-time perpetuities and time reversal of diffusions (Q503390) (← links)
- Analysis of market weights under volatility-stabilized market models (Q549872) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Penalization of a positively recurrent diffusion by an exponential function of its local time (Q710661) (← links)
- The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes (Q730749) (← links)
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
- A second-order fluid queue with subordinator input and Markov-modulated linear output (Q844074) (← links)
- A new formula for some linear stochastic equations with applications (Q968770) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processes (Q1011157) (← links)
- On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes (Q1407384) (← links)
- Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812) (← links)
- Discretization of the Lamperti representation of a positive self-similar Markov process (Q2029799) (← links)
- Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity (Q2244477) (← links)
- Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds (Q2267549) (← links)
- Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883) (← links)
- Kac-Lévy processes (Q2297322) (← links)
- Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) (← links)
- The Lamperti representation of real-valued self-similar Markov processes (Q2435251) (← links)
- Rates of convergence of a transient diffusion in a spectrally negative Lévy potential (Q2468428) (← links)
- On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance (Q2485843) (← links)
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
- Large Deviations for Clocks of Self-similar Processes (Q2798590) (← links)
- Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes (Q3014974) (← links)
- An Elliptic PDE with Convex Solutions (Q4608146) (← links)
- Pricing Asian options in a semimartingale model (Q4610222) (← links)
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)
- The Mean of Marshall–Olkin-Dependent Exponential Random Variables (Q5272897) (← links)
- Conditioned stable Lévy processes and the Lamperti representation (Q5441516) (← links)
- Transient Moments of the TCP Window Size Process (Q5459916) (← links)
- Approximations for the distribution of perpetuities with small discount rates (Q6079113) (← links)
- Implicit renewal theory for exponential functionals of Lévy processes (Q6171652) (← links)