Pages that link to "Item:Q432503"
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The following pages link to On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503):
Displaying 10 items.
- Occupation times of general Lévy processes (Q1692245) (← links)
- A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (Q2048165) (← links)
- Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility (Q2680397) (← links)
- Analytic proof of Pecherskii-Rogozin identity and Wiener-Hopf factorization (Q2882286) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Wiener-Hopf Factorization for a Family of Lévy Processes Related to Theta Functions (Q3067843) (← links)
- (Q5168851) (← links)
- The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps (Q5205944) (← links)
- On Maxima and Ladder Processes for a Dense Class of Lévy Process (Q5489000) (← links)
- Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes (Q6067509) (← links)