Pages that link to "Item:Q5180174"
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The following pages link to The Distribution of the First Hit for Stable and Asymptotically Stable Walks on an Interval (Q5180174):
Displaying 20 items.
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- Explicit solutions of the exit problem for a class of Lévy processes; applications to the pricing of double-barrier options (Q765888) (← links)
- Entrance and exit at infinity for stable jump diffusions (Q784167) (← links)
- Exact and asymptotic \(n\)-tuple laws at first and last passage (Q968775) (← links)
- Some explicit identities associated with positive self-similar Markov processes (Q1009677) (← links)
- Stable windings at the origin (Q1630670) (← links)
- Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin (Q2042815) (← links)
- Stable processes conditioned to avoid an interval (Q2289792) (← links)
- Lévy processes with finite variance conditioned to avoid an interval (Q2423462) (← links)
- Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity (Q2438753) (← links)
- Reflecting a Langevin process at an absorbing boundary (Q2460318) (← links)
- On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations (Q2517206) (← links)
- On the law of homogeneous stable functionals (Q4629951) (← links)
- VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521) (← links)
- Analytical estimation for the impulse response of an <i>n</i>-dimensional diffusion channel with an absorbing receiver (Q5052226) (← links)
- Completely asymmetric stable processes conditioned to avoid an interval (Q5205950) (← links)
- The extended hypergeometric class of Lévy processes (Q5245638) (← links)
- First passage leapovers of Lévy flights and the proper formulation of absorbing boundary conditions (Q5870643) (← links)
- A growth-fragmentation model connected to the ricocheted stable process (Q6159625) (← links)