The following pages link to (Q3675282):
Displayed 17 items.
- On the hitting times of continuous-state branching processes with immigration (Q744241) (← links)
- Lamperti transformation for continuous-state branching processes with competition and applications (Q900912) (← links)
- On exit times of Levy-driven Ornstein-Uhlenbeck processes (Q945794) (← links)
- A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type (Q1123486) (← links)
- Self-similar processes with independent increments associated with Lévy and Bessel processes. (Q1766032) (← links)
- Fluctuation theory for level-dependent Lévy risk processes (Q2280031) (← links)
- On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance (Q2485843) (← links)
- On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type (Q2511180) (← links)
- Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance (Q2516384) (← links)
- Continuous-state branching processes with competition: duality and reflection at infinity (Q2631859) (← links)
- Exit times for a class of piecewise exponential Markov processes with two-sided jumps (Q2642039) (← links)
- First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688) (← links)
- On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps (Q5034428) (← links)
- On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
- Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
- On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
- Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)