Pages that link to "Item:Q2786802"
From MaRDI portal
The following pages link to On the homogeneity at infinity of the stationary probability for an affine random walk (Q2786802):
Displaying 11 items.
- Extreme-value asymptotics for affine random walks (Q386672) (← links)
- A simple proof of heavy tail estimates for affine type Lipschitz recursions (Q730355) (← links)
- Random matrix products when the top Lyapunov exponent is simple (Q783728) (← links)
- On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← links)
- On the stationary tail index of iterated random Lipschitz functions (Q898406) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) (← links)
- On the Kesten–Goldie constant (Q2964238) (← links)
- The Brownian motion on 𝐴𝑓𝑓(ℝ) and quasi-local theorems (Q3295937) (← links)
- Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988) (← links)
- Stationary probability measures on projective spaces 1: block-Lyapunov dominated systems (Q6198265) (← links)
