The following pages link to Séminaire de Probabilités XXXVIII (Q4662393):
Displayed 8 items.
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- Fluctuations of Lévy processes and scattering theory (Q3402208) (← links)
- A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
- Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue (Q5391085) (← links)
- Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092) (← links)
- Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)