Pages that link to "Item:Q1978135"
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The following pages link to Completely asymmetric Lévy processes confined in a finite interval (Q1978135):
Displaying 34 items.
- Speed and fluctuations of \(N\)-particle branching Brownian motion with spatial selection (Q343801) (← links)
- A Lévy input fluid queue with input and workload regulation (Q475073) (← links)
- A Lévy input model with additional state-dependent services (Q550165) (← links)
- Martingales and rates of presence in homogeneous fragmentations (Q617915) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- Smoothness of scale functions for spectrally negative Lévy processes (Q718902) (← links)
- Multifractal spectra and precise rates of decay in homogeneous fragmentations (Q927916) (← links)
- Refracted Lévy processes (Q974766) (← links)
- On an explicit Skorokhod embedding for spectrally negative Lévy processes (Q1028617) (← links)
- Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval (Q1355741) (← 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)
- Complete discounted cash flow valuation (Q1681180) (← links)
- Smoothness of continuous state branching with immigration semigroups (Q1684781) (← links)
- Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (Q2001232) (← links)
- Law of two-sided exit by a spectrally positive strictly stable process (Q2182623) (← links)
- Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
- Stable processes conditioned to avoid an interval (Q2289792) (← links)
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
- Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion (Q2335686) (← links)
- Lévy processes with finite variance conditioned to avoid an interval (Q2423462) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← 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 doubly reflected completely asymmetric Lévy processes. (Q2574592) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- Sweetest taboo processes (Q3303286) (← links)
- An approach for solving perpetual optimal stopping problems driven by Lévy processes (Q3429349) (← links)
- OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS (Q4979886) (← links)
- First passage time moments of asymmetric Lévy flights (Q5059993) (← links)
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742) (← links)
- Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914) (← links)
- Williams' path decomposition for self-similar Markov processes in \(\mathbb{R}^d\) (Q6620100) (← links)
- Survival and maximum of spectrally negative branching Lévy processes with absorption (Q6654857) (← links)
