The following pages link to Zbigniew Michna (Q625004):
Displaying 25 items.
- Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005) (← links)
- Explicit formula for the supremum distribution of a spectrally negative stable process (Q742970) (← links)
- A note on Newton's method for stochastic differential equations and its error estimate (Q1030572) (← links)
- Self-similar processes in collective risk theory (Q1277066) (← links)
- Stable Lévy motion approximation in collective risk theory (Q1382123) (← links)
- On tail probabilities and first passage times for fractional Brownian motion (Q1974576) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- The distribution of the supremum for spectrally asymmetric Lévy processes (Q2517250) (← links)
- (Q2771982) (← links)
- Approximation of stochastic differential equations driven by α-stable Lévy motion (Q3122805) (← links)
- Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453) (← links)
- Approximation of a symmetric α-stable Lévy process by a Lévy process with finite moments of all orders (Q3441440) (← links)
- On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise (Q3625461) (← links)
- (Q4230781) (← links)
- The expected number of level crossings for certain symmetric α-stable processes (Q4327108) (← links)
- Simulation of the Asymptotic Constant in Some Fluid Models (Q4414372) (← links)
- α-stable limits for multiple channel queues in heavy traffic (Q4425008) (← links)
- Remarks on Pickands theorem (Q4578303) (← links)
- (Q4787910) (← links)
- Ruin probabilities for two collaborating insurance companies (Q4999842) (← links)
- On the continuity of Pickands constants (Q5067218) (← links)
- (Q5290226) (← links)
- (Q5881790) (← links)
- On Berman functions (Q6204675) (← links)
