The following pages link to On extrema of stable processes (Q533746):
Displaying 24 items.
- The first passage time of a stable process conditioned to not overshoot (Q325892) (← links)
- On Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free field (Q343934) (← links)
- Suprema of Lévy processes (Q373557) (← links)
- On the law of the supremum of Lévy processes (Q373575) (← links)
- On exit time of stable processes (Q655315) (← links)
- On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion (Q900549) (← links)
- On the supremum of the spectrally negative stable process with drift (Q900970) (← links)
- Bernstein-gamma functions and exponential functionals of Lévy processes (Q1663907) (← links)
- Spectral analysis of stable processes on the positive half-line (Q1748911) (← links)
- Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes (Q1937998) (← links)
- Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin (Q2042815) (← links)
- On Doney's striking factorization of the arc-sine law (Q2080140) (← links)
- Spectral heat content for \(\alpha \)-stable processes in \({C^{1,1}}\) open sets (Q2119673) (← links)
- Computing the Barnes \(G\)-function and the gamma function in the entire complex plane (Q2141578) (← links)
- Multilevel Monte Carlo for exponential Lévy models (Q2412390) (← links)
- Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes (Q2444668) (← links)
- Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
- One-dimensional polymers in random environments: stretching vs. folding (Q2679547) (← links)
- On the law of homogeneous stable functionals (Q4629951) (← links)
- Density behaviour related to Lévy processes (Q4963633) (← links)
- Expected maximum of bridge random walks & Lévy flights (Q5152584) (← links)
- Exact simulation of the extrema of stable processes (Q5203973) (← links)
- A review of conjectured laws of total mass of Bacry–Muzy GMC measures on the interval and circle and their applications (Q5226407) (← links)
- FOURIER AND CAUCHY–STIELTJES TRANSFORMS OF POWER LAWS INCLUDING STABLE DISTRIBUTIONS (Q5389538) (← links)