Pages that link to "Item:Q1355741"
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The following pages link to Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval (Q1355741):
Displaying 50 items.
- Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
- Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120) (← links)
- Intertwining certain fractional derivatives (Q415349) (← links)
- On the Gerber-Shiu function for a risk model with multi-layer dividend strategy (Q419158) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- Martingales and rates of presence in homogeneous fragmentations (Q617915) (← links)
- Smoothness of scale functions for spectrally negative Lévy processes (Q718902) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Exponential ergodicity of killed Lévy processes in a finite interval (Q743386) (← links)
- Multifractal spectra and precise rates of decay in homogeneous fragmentations (Q927916) (← links)
- A two-dimensional ruin problem on the positive quadrant (Q939352) (← links)
- Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
- On a modification of the classical risk process (Q997095) (← links)
- On an explicit Skorokhod embedding for spectrally negative Lévy processes (Q1028617) (← links)
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556) (← links)
- Uniform control of local times of spectrally positive stable processes (Q1617136) (← links)
- Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411) (← links)
- Completely asymmetric Lévy processes confined in a finite interval (Q1978135) (← links)
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
- Brownian motion on stable looptrees (Q2041831) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Law of two-sided exit by a spectrally positive strictly stable process (Q2182623) (← links)
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
- Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121) (← links)
- Queues with Lévy input and hysteretic control (Q2269483) (← links)
- Parisian ruin with a threshold dividend strategy under the dual Lévy risk model (Q2292187) (← links)
- Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion (Q2335686) (← links)
- Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case (Q2346972) (← links)
- Loss rates in the single-server queue with complete rejection (Q2354014) (← links)
- Branching particle systems in spectrally one-sided Lévy processes (Q2355249) (← links)
- Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels (Q2463706) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- On several two-boundary problems for a particular class of Lévy processes (Q2471128) (← links)
- Passage times for a spectrally negative Lévy process with applications to risk theory (Q2565931) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- On doubly reflected completely asymmetric Lévy processes. (Q2574592) (← links)
- Phylogenetic analysis accounting for age-dependent death and sampling with applications to epidemics (Q2632857) (← links)
- Erlangian approximation to finite time ruin probabilities in perturbed risk models (Q2866277) (← links)
- Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (Q2868605) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
- On a Classical Risk Model with a Constant Dividend Barrier (Q3010447) (← links)
- A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
- Decay rate of harmonic functions for non-symmetric strictly $\alpha $-stable Lévy processes (Q3381902) (← links)
- Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model (Q3385438) (← links)
- Fluctuations of Lévy processes and scattering theory (Q3402208) (← links)
