The following pages link to Suprema of Lévy processes (Q373557):
Displaying 24 items.
- The first passage time problem over a moving boundary for asymptotically stable Lévy processes (Q325889) (← links)
- Dirichlet heat kernel for unimodal Lévy processes (Q404586) (← links)
- Global Dirichlet heat kernel estimates for symmetric Lévy processes in half-space (Q520177) (← links)
- Hitting times of points and intervals for symmetric Lévy processes (Q526992) (← links)
- On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion (Q900549) (← links)
- Zooming in on a Lévy process at its supremum (Q1650094) (← links)
- Short proofs in extrema of spectrally one sided Lévy processes (Q1990022) (← links)
- Semilinear equations for non-local operators: beyond the fractional Laplacian (Q2019315) (← links)
- The entrance law of the excursion measure of the reflected process for some classes of Lévy processes (Q2023032) (← links)
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489) (← links)
- Fractional diffusion limit for a kinetic equation with an interface (Q2212594) (← links)
- Hopf's lemma for viscosity solutions to a class of non-local equations with applications (Q2227840) (← links)
- Barriers, exit time and survival probability for unimodal Lévy processes (Q2349146) (← links)
- Multilevel Monte Carlo for exponential Lévy models (Q2412390) (← links)
- Global uniform boundary Harnack principle with explicit decay rate and its application (Q2434480) (← links)
- Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
- One-dimensional polymers in random environments: stretching vs. folding (Q2679547) (← links)
- Persistence Probabilities and Exponents (Q2807249) (← links)
- The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula (Q3165502) (← links)
- Green function estimates for subordinate Brownian motions: Stable and beyond (Q3190423) (← links)
- DRAWDOWN MEASURES AND RETURN MOMENTS (Q4555853) (← links)
- Density behaviour related to Lévy processes (Q4963633) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
- Record statistics of a strongly correlated time series: random walks and Lévy flights (Q5364941) (← links)
