Pages that link to "Item:Q4673190"

The following pages link to ON A FLUCTUATION IDENTITY FOR RANDOM WALKS AND LÉVY PROCESSES (Q4673190):

Displaying 13 items.

• Convolution equivalent Lévy processes and first passage times (Q363857) (← links)
• On the law of the supremum of Lévy processes (Q373575) (← links)
• Stable windings at the origin (Q1630670) (← links)
• On a fluctuation identity for multidimensional Lévy processes (Q1812492) (← links)
• Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
• A lifetime of excursions through random walks and Lévy processes (Q2080138) (← links)
• Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259) (← links)
• The asymptotic behavior of densities related to the supremum of a stable process (Q2268702) (← links)
• Sparre Andersen identity and the last passage time (Q3188591) (← links)
• Discrete time ruin probability with Parisian delay (Q4577208) (← links)
• Conditioned stable Lévy processes and the Lamperti representation (Q5441516) (← links)
• Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment (Q6103740) (← links)
• Implicit renewal theory for exponential functionals of Lévy processes (Q6171652) (← links)