Pages that link to "Item:Q653307"
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The following pages link to Predicting the ultimate supremum of a stable Lévy process with no negative jumps (Q653307):
Displaying 16 items.
- Intertwining certain fractional derivatives (Q415349) (← links)
- Optimal detection of a hidden target: the median rule (Q424533) (← links)
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- Spectral decomposition of fractional operators and a reflected stable semigroup (Q729923) (← links)
- The law of the supremum of a stable Lévy process with no negative jumps (Q948745) (← links)
- Existence of density functions for the running maximum of a Lévy-Itô diffusion (Q1692337) (← links)
- Stochastic classical solutions for space-time fractional evolution equations on a bounded domain (Q1799148) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
- Censored stable subordinators and fractional derivatives (Q2236847) (← links)
- Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
- Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’ (Q3165496) (← links)
- Reflected spectrally negative stable processes and their governing equations (Q3448986) (← links)
- Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (Q5022289) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
- Exact simulation of the extrema of stable processes (Q5203973) (← links)
- Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822) (← links)
