Pages that link to "Item:Q5477223"
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The following pages link to On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks (Q5477223):
Displayed 12 items.
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- Explicit solutions of the exit problem for a class of Lévy processes; applications to the pricing of double-barrier options (Q765888) (← links)
- Busy period, virtual waiting time and number of customers in \(G^{\delta }|M^{\kappa}|1| \text B\) system (Q975792) (← links)
- Exit problems for the difference of a compound Poisson process and a compound renewal process (Q1025609) (← links)
- On the resolvent of the Lévy process with matrix-exponential distribution of jumps (Q1729406) (← links)
- On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
- On several two-boundary problems for a particular class of Lévy processes (Q2471128) (← links)
- Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process (Q3643188) (← links)
- Two-boundary problems for semi-Markov walk with a linear drift (Q5324839) (← links)
- Intersections of the interval and reflections for a semi-Markov walk with linear drift (Q5324859) (← links)
- A Two-Sided Exit Problem for a Difference of a Compound Poisson Process and a Compound Renewal Process with a Discrete Phase Space (Q5454675) (← links)
- The dual risk model under a mixed ratcheting and periodic dividend strategy (Q6107529) (← links)
