Pages that link to "Item:Q4144555"
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The following pages link to Method of Potential in Boundary Problems for Processes with Independent Increases and Jumps of the Same Sign (Q4144555):
Displaying 9 items.
- On the Gerber-Shiu function for a risk model with multi-layer dividend strategy (Q419158) (← links)
- Size of the jump and behavior of the absolute maximum for processes with independent increments (Q751059) (← links)
- State of a process with independent increments at the moment of exit from an interval (Q1113528) (← links)
- Limit distribution of the position of a semicontinuous process with negative infinite mean at the moment of exit from an interval (Q1118909) (← links)
- Limit distribution of the position of a semicontinuous process with independent increments with zero mean and infinite dispersion at the moment of exit from an interval (Q1150949) (← links)
- Limit distribution of position at the moment a complex Poisson process with zero mean and infinite variance leaves an interval (Q1172330) (← links)
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
- Fluctuations of Lévy processes and scattering theory (Q3402208) (← links)
