Pages that link to "Item:Q4893653"
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The following pages link to On the First Exit Time of a Completely Asymmetric Stable Process from a Finite Interval (Q4893653):
Displaying 32 items.
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- On the solution of two-sided fractional ordinary differential equations of Caputo type (Q501517) (← links)
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
- Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications (Q893122) (← links)
- Multifractal spectra and precise rates of decay in homogeneous fragmentations (Q927916) (← links)
- Chung's law for homogeneous Brownian functionals (Q976557) (← links)
- Mittag-Leffler functions and stable Lévy processes without negative jumps (Q984629) (← links)
- Lamperti-type laws (Q990380) (← links)
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556) (← links)
- Uniform control of local times of spectrally positive stable processes (Q1617136) (← links)
- Finite difference methods for the generator of 1D asymmetric alpha-stable Lévy motions (Q1697110) (← links)
- Small ball estimates in \(p\)-variation for stable processes (Q1770905) (← links)
- Small time Chung-type LIL for Lévy processes (Q1940751) (← links)
- Asymptotic representations for characteristics of exit from an interval for stochastic processes with independent increments (Q1972643) (← links)
- Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions (Q2039416) (← links)
- A transformation for spectrally negative Lévy processes and applications (Q2080148) (← links)
- Law of two-sided exit by a spectrally positive strictly stable process (Q2182623) (← links)
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
- Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion (Q2335686) (← links)
- Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes (Q2407776) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- On doubly reflected completely asymmetric Lévy processes. (Q2574592) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Escape from bounded domains driven by multivariate<i>α</i>-stable noises (Q3302308) (← links)
- Some fluctuation identities for Lévy processes with jumps of the same sign (Q4660543) (← links)
- First passage time moments of asymmetric Lévy flights (Q5059993) (← links)
- On the Harmonic Measure of Stable Processes (Q5270104) (← links)
- Small ball probabilities for stable convolutions (Q5429607) (← links)
- Evaluating Scale Functions of Spectrally Negative Lévy Processes (Q5459914) (← links)
- Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)
- On <i>q</i>-scale functions of spectrally negative Lévy processes (Q6043460) (← links)
- The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)
