The following pages link to José Luis Pérez Garmendia (Q591327):
Displayed 50 items.
- (Q333122) (redirect page) (← links)
- On the non-commutative fractional Wishart process (Q333124) (← links)
- A Lamperti-type representation of continuous-state branching processes with immigration (Q373588) (← links)
- (Q482801) (redirect page) (← links)
- Occupation times of refracted Lévy processes (Q482802) (← links)
- A random matrix approximation for the non-commutative fractional Brownian motion (Q501830) (← links)
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- Refracted continuous-state branching processes: self-regulating populations (Q511546) (← links)
- Explicit identities for Lévy processes associated to symmetric stable processes (Q637089) (← links)
- Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
- Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
- The excursion measure away from zero for spectrally negative Lévy processes (Q1635961) (← links)
- On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
- American options under periodic exercise opportunities (Q1650302) (← links)
- On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
- Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
- On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
- (Q2024044) (redirect page) (← links)
- Weak and TV consistency in Bayesian uncertainty quantification using disintegration (Q2024045) (← links)
- Backbone decomposition of multitype superprocesses (Q2042033) (← links)
- The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
- Fluctuation theory for level-dependent Lévy risk processes (Q2280031) (← links)
- Affine processes on \(\mathbb{R}_+^m\times\mathbb{R}^n\) and multiparameter time changes (Q2403220) (← links)
- Convergence of the empirical spectral distribution of Gaussian matrix-valued processes (Q2631835) (← links)
- On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (Q2695946) (← links)
- Optimality of Refraction Strategies for Spectrally Negative Lévy Processes (Q2807401) (← links)
- An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier (Q3165486) (← links)
- Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes (Q3188588) (← links)
- On Weighted Tempered Moving Averages Processes (Q3548741) (← links)
- (Q3583833) (← links)
- REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL (Q4563792) (← links)
- The Backbone Decomposition for Spatially Dependent Supercritical Superprocesses (Q4568481) (← links)
- On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models (Q4611286) (← links)
- Branching processes with interactions: subcritical cooperative regime (Q5022287) (← links)
- The Backbone Decomposition for Superprocesses with Non-local Branching (Q5038269) (← links)
- Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes (Q5136747) (← links)
- Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models (Q5162845) (← links)
- Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
- Periodic strategies in optimal execution with multiplicative price impact (Q5204850) (← links)
- Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes (Q5388746) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- The relative frequency between two continuous-state branching processes with immigration and their genealogy (Q6126803) (← links)
- On the Lamperti stable processes (Q6208326) (← links)
- Gerber-Shiu functionals at Parisian ruin for L\'evy insurance risk processes (Q6253429) (← links)
- L\'evy insurance risk processes with parisian type severity of debt (Q6263948) (← links)
- Mixed Periodic-classical barrier strategies for L\'evy risk processes (Q6277230) (← links)
- Optimal bail-out dividends problem with transaction cost and capital injection constraint (Q6305119) (← links)
- A Review of First-Passage Theory for the Segerdahl Risk Process and Extensions (Q6363029) (← links)
- Non-zero-sum optimal stopping game with continuous versus periodic observations (Q6373033) (← links)
- Seed balancing selection: Coexistence in seedbank models (Q6377787) (← links)
