Pages that link to "Item:Q282543"
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The following pages link to Passage time and fluctuation calculations for subexponential Lévy processes (Q282543):
Displaying 12 items.
- Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
- Quasi-stationary distributions for Lévy processes (Q850763) (← links)
- On the extreme flights of one-sided Lévy processes (Q1412870) (← links)
- Moments of passage times for Lévy processes (Q1434448) (← links)
- On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes (Q1743344) (← links)
- Renewal theory and level passage by subordinators (Q1805960) (← links)
- A lifetime of excursions through random walks and Lévy processes (Q2080138) (← links)
- Overshoots and undershoots of Lévy processes (Q2494574) (← links)
- On the scaling property in fluctuation theory for stable Lévy processes (Q2882302) (← links)
- Stability of the exit time for Lévy processes (Q3173002) (← links)
- Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes (Q5429622) (← links)
- Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes (Q6615470) (← links)
