Pages that link to "Item:Q5568421"
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The following pages link to On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments (Q5568421):
Displaying 41 items.
- On the Riemann-Hilbert factorization problem for positive definite functions (Q331758) (← links)
- A note on Wiener-Hopf factorization for Markov additive processes (Q457101) (← links)
- On the distribution of the trajectory maximum of a stochastic process with switchings (Q779134) (← links)
- Hitting law asymptotics for a fluctuating Brownian functional (Q935574) (← links)
- The supremum of a process with stationary independent and symmetric increments (Q1088300) (← links)
- Erneuerungssätze für Prozesse mit stationären unabhängigen Zuwächsen (Q1135577) (← 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)
- Continuous branching processes and spectral positivity (Q1231230) (← links)
- A generalized ratio identity (Q1241213) (← links)
- Increase of stable processes (Q1332401) (← links)
- Potential method in the limit problems for the processes with independent increments (Q1688153) (← links)
- Optimal stopping and the sufficiency of randomized threshold strategies (Q1748586) (← links)
- On a fluctuation identity for multidimensional Lévy processes (Q1812492) (← links)
- Stability of the overshoot for Lévy processes (Q1872256) (← links)
- Occupation time distributions for Lévy bridges and excursions (Q1899256) (← links)
- Ladder subordinators and factorization identities for processes with independent increments on a Markov chain. II (Q1921763) (← links)
- Branching processes seen from their extinction time via path decompositions of reflected Lévy processes (Q1990233) (← links)
- Inequalities in a two-sided boundary crossing problem for stochastic processes (Q2030772) (← links)
- On a stochastic process with switchings (Q2334784) (← links)
- Proper two-sided exits of a Lévy process (Q2407777) (← links)
- On several two-boundary problems for a particular class of Lévy processes (Q2471128) (← links)
- Further results for ladder processes in continuous time (Q2560004) (← links)
- Passage times for a spectrally negative Lévy process with applications to risk theory (Q2565931) (← links)
- Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
- Optimal stopping of Hunt and Lévy processes (Q3429343) (← links)
- A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes (Q3577151) (← links)
- Wiener-Hopf decomposition of random walks and L�vy processes (Q4067859) (← links)
- First passage times of a jump diffusion process (Q4449508) (← links)
- Extensions of Regularity for a Lévy Process (Q4580432) (← links)
- Asymptotics for the First Passage Times of Lévy Processes and Random Walks (Q4918563) (← links)
- On some Markov processes related to a symmetric α-stable process (Q5086454) (← links)
- Intersections of the interval and reflections for a semi-Markov walk with linear drift (Q5324859) (← links)
- Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (Q5459913) (← links)
- Symmetry and duality in Lévy markets (Q5484646) (← links)
- The Workload in the M/G/1 Queue with Work Removal (Q5485369) (← links)
- Ladder variables for a continuous time stochastic process (Q5588926) (← links)
- Ladder phenomena in stochastic processes with stationary independent increments (Q5609763) (← links)
- Ladder phenomena in stochastic processes with stationary independent increments (Q5618139) (← links)
- Wiener-Hopf factorization for convolution semigroups (Q5627479) (← links)
- Maxima of sums of random variables and suprema of stable processes (Q5649177) (← links)
