Pages that link to "Item:Q4766359"

The following pages link to On the Joint Distribution of the First Exit Time and Exit Value for Homogeneous Processes With Independent Increments (Q4766359):

Displaying 11 items.

• Numerical computation of first-passage times of increasing Lévy processes (Q607622) (← links)
• Exit distributions for symmetric Markov processes via Gaussian techniques (Q1201757) (← links)
• Distribution of the exit time and value for homogeneous processes with independent increments given on a finite Markov chain (Q1216904) (← links)
• Further results for ladder processes in continuous time (Q2560004) (← links)
• Generalized parking problems for levy processes (Q4224659) (← links)
• Electronic Foreign-Exchange Markets and Passage Events of Independent Subordinators (Q5312846) (← links)
• The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377) (← links)
• Wiener-Hopf factorization for convolution semigroups (Q5627479) (← links)
• Maxima of sums of random variables and suprema of stable processes (Q5649177) (← links)
• The magnitude of a positive level jump (Q5904555) (← links)
• The magnitude of a positive level jump (Q5906208) (← links)