The following pages link to A. E. Kyprianou (Q220895):
Displaying 50 items.
- Local extinction versus local exponential growth for spatial branching processes. (Q1879846) (← links)
- Some calculations for Israeli options (Q1887265) (← links)
- Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach (Q2006377) (← links)
- Real self-similar processes started from the origin (Q2012255) (← links)
- Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
- Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes (Q2029804) (← links)
- Stable Lévy processes in a cone (Q2077357) (← links)
- A lifetime of excursions through random walks and Lévy processes (Q2080138) (← links)
- A transformation for spectrally negative Lévy processes and applications (Q2080148) (← links)
- The Doob-McKean identity for stable Lévy processes (Q2080154) (← links)
- Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable Lévy processes (Q2080155) (← links)
- Yaglom limit for critical nonlocal branching Markov processes (Q2087395) (← links)
- Asymptotic moments of spatial branching processes (Q2099814) (← links)
- An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← links)
- Stochastic methods for the neutron transport equation. I: Linear semigroup asymptotics (Q2240469) (← links)
- Stochastic methods for the neutron transport equation. II: Almost sure growth (Q2240476) (← links)
- Stable processes conditioned to avoid an interval (Q2289792) (← links)
- Multi-species neutron transport equation (Q2315179) (← links)
- Fluctuations of Lévy processes with applications. Introductory lectures (Q2375748) (← links)
- On the Novikov-Shiryaev optimal stopping problems in continuous time (Q2433645) (← links)
- Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity (Q2438753) (← links)
- A capped optimal stopping problem for the maximum process (Q2439470) (← links)
- The hitting time of zero for a stable process (Q2448518) (← links)
- Survival of homogeneous fragmentation processes with killing (Q2451107) (← links)
- Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels (Q2463706) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- Further probabilistic analysis of the Fisher-Kolmogorov-Petrovskii-Piscounov equation: one sided travelling-waves (Q2490111) (← links)
- Overshoots and undershoots of Lévy processes (Q2494574) (← links)
- Introductory lectures on fluctuations of Lévy processes with applications. (Q2500514) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative. (Q2574613) (← links)
- The largest fragment of a homogeneous fragmentation process (Q2628657) (← links)
- An Euler-Poisson scheme for Lévy driven stochastic differential equations (Q2804429) (← links)
- Branching processes in random environment die slowly (Q2959878) (← links)
- (Q3021850) (← links)
- On the excursions of reflected local-time processes and stochastic fluid queues (Q3094475) (← links)
- The Theory of Scale Functions for Spectrally Negative Lévy Processes (Q3143840) (← links)
- An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier (Q3165486) (← links)
- General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
- On extreme ruinous behaviour of Lévy insurance risk processes (Q3410936) (← links)
- (Q3412812) (← links)
- Optimal stopping with applications: an editorial prelude (Q3429330) (← links)
- Pricing Israeli options: a pathwise approach (Q3429336) (← links)
- CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS (Q3502161) (← links)
- (Q3526631) (← links)
- The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process (Q3556739) (← links)
- Analysis of stochastic fluid queues driven by local-time processes (Q3603199) (← links)
- Slow variation and uniqueness of solutions to the functional equation in the branching random walk (Q4248116) (← links)
- A note on the α-quantile option (Q4551190) (← links)
- Unbiased ‘walk-on-spheres’ Monte Carlo methods for the fractional Laplacian (Q4555982) (← links)
