Pages that link to "Item:Q3463404"
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The following pages link to Exponential moments of first passage times and related quantities for Lévy processes (Q3463404):
Displaying 15 items.
- Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
- Moment convergence of first-passage times in renewal theory (Q334018) (← links)
- Numerical computation of first-passage times of increasing Lévy processes (Q607622) (← links)
- Exponential moments of first passage times and related quantities for random walks (Q638212) (← links)
- Exponential ergodicity of killed Lévy processes in a finite interval (Q743386) (← links)
- Cramér asymptotics for finite time first passage probabilities of general Lévy processes (Q840787) (← links)
- Moments of last exit times for Lévy processes (Q1434445) (← links)
- Moments of passage times for Lévy processes (Q1434448) (← links)
- First passage time of a Lévy degradation model with random effects (Q1739386) (← links)
- Exponential moments of affine processes (Q2341630) (← links)
- First exit from an open set for a matrix-exponential Lévy process (Q2406785) (← links)
- Bridging the first and last passage times for Lévy models (Q2685908) (← links)
- A result on power moments of L\'evy-type perpetuities and its application to the $L_p$-convergence of Biggins' martingales in branching L\'evy processes (Q4623163) (← links)
- Non-uniqueness of the first passage time density of Lévy random processes (Q4660394) (← links)
- On moments of downward passage times for spectrally negative Lévy processes (Q6159622) (← links)
