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):
Displayed 12 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)
- 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)
- Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity (Q2438753) (← links)
- Reflecting a Langevin process at an absorbing boundary (Q2460318) (← links)
- Stable processes: Sample function growth at a local minimum (Q3868537) (← links)
- VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521) (← links)
- The extended hypergeometric class of Lévy processes (Q5245638) (← links)
- Intersections of the interval and reflections for a semi-Markov walk with linear drift (Q5324859) (← links)
- Maxima of sums of random variables and suprema of stable processes (Q5649177) (← links)