Pages that link to "Item:Q5005018"
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The following pages link to Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018):
Displaying 6 items.
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
- Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
- A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← links)
- Fluctuations of an omega-type killed process in discrete time (Q6624012) (← links)
- Optimal stopping of the stable process with state-dependent killing (Q6632620) (← links)
