The following pages link to (Q4395532):
Displaying 50 items.
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator (Q373531) (← links)
- Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
- Law of the absorption time of some positive self-similar Markov processes (Q414288) (← links)
- An optimal stopping problem for fragmentation processes (Q424467) (← links)
- Multivariate generalized Ornstein-Uhlenbeck processes (Q424483) (← links)
- Optimal stopping problems for some Markov processes (Q433913) (← links)
- On exponential functionals of Lévy processes (Q495707) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Self-similar scaling limits of non-increasing Markov chains (Q654404) (← links)
- Fluctuation theory and exit systems for positive self-similar Markov processes (Q662432) (← links)
- On the distribution of exponential functionals for Lévy processes with jumps of rational transform (Q665445) (← links)
- Quasi-stationary distributions and Yaglom limits of self-similar Markov processes (Q713217) (← links)
- Spectral decomposition of fractional operators and a reflected stable semigroup (Q729923) (← links)
- The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes (Q730749) (← links)
- On powers of Stieltjes moment sequences. II (Q849601) (← links)
- Asian options with jumps (Q866600) (← links)
- The characteristic polynomial of a random unitary matrix: a probabilistic approach (Q953965) (← links)
- A new formula for some linear stochastic equations with applications (Q968770) (← links)
- Asymptotic behavior of solutions of the fragmentation equation with shattering: an approach via self-similar Markov processes (Q968771) (← links)
- Distributional properties of means of random probability measures (Q975574) (← links)
- Behavior near the extinction time in self-similar fragmentations. I: The stable case (Q985326) (← links)
- Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processes (Q1011157) (← links)
- Law of the exponential functional of one-sided Lévy processes and Asian options (Q1012394) (← links)
- On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes (Q1407384) (← links)
- AIMD algorithms and exponential functionals (Q1431551) (← links)
- Self-similar solutions of fragmentation equations revisited (Q1678288) (← links)
- Asymptotic results for exponential functionals of Lévy processes (Q1683810) (← links)
- Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812) (← links)
- Exponential functionals of Lévy processes and variable annuity guaranteed benefits (Q1713470) (← links)
- Heavy subtrees of Galton-Watson trees with an application to Apollonian networks (Q1721992) (← links)
- On moments of integral exponential functionals of additive processes (Q1726859) (← links)
- Regenerative composition structures (Q1775437) (← links)
- Recursive construction of continuum random trees (Q1800818) (← links)
- On the minimal travel time needed to collect \(n\) items on a circle. (Q1879896) (← links)
- Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case (Q1930656) (← links)
- Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes (Q1937998) (← links)
- Continuity properties and the support of killed exponential functionals (Q1979899) (← links)
- Asymptotic results for heavy-tailed Lévy processes and their exponential functionals (Q1983635) (← links)
- Fractional extreme distributions (Q2024497) (← links)
- On the law of killed exponential functionals (Q2042822) (← links)
- A transformation for spectrally negative Lévy processes and applications (Q2080148) (← links)
- Invariance principles for clocks (Q2091527) (← links)
- Revisiting integral functionals of geometric Brownian motion (Q2197607) (← links)
- On distributions of exponential functionals of the processes with independent increments (Q2218142) (← links)
- Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive (Q2320378) (← links)
- Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
- Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes (Q2419978) (← links)
- On the density of exponential functionals of Lévy processes (Q2435229) (← links)
- On hyperbolic Bessel processes and beyond (Q2435249) (← links)
