The following pages link to (Q4662396):
Displayed 21 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)
- Penalisation of a stable Lévy process involving its one-sided supremum (Q629787) (← links)
- Busy period, virtual waiting time and number of customers in \(G^{\delta }|M^{\kappa}|1| \text B\) system (Q975792) (← links)
- Renewal theorems and stability for the reflected process (Q1016615) (← links)
- Exit problems for the difference of a compound Poisson process and a compound renewal process (Q1025609) (← links)
- Queues with Lévy input and hysteretic control (Q2269483) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- A New Proof of the Wiener-Hopf Factorization via Basu's Theorem (Q3165501) (← links)
- Fluctuations of Lévy processes and scattering theory (Q3402208) (← links)
- Queues with Delays in Two-State Strategies and Lévy Input (Q3516406) (← links)
- Lévy processes with adaptable exponent (Q3625651) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
- Unifying the Dynkin and Lebesgue–Stieltjes formulae (Q4684851) (← links)
- LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES (Q5061487) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Useful Martingales for Stochastic Storage Processes with Lévy-Type Input (Q5299569) (← links)