Pages that link to "Item:Q742970"
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The following pages link to Explicit formula for the supremum distribution of a spectrally negative stable process (Q742970):
Displaying 10 items.
- A distributional equality for suprema of spectrally positive Lévy processes (Q325896) (← links)
- Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005) (← links)
- On the supremum of the spectrally negative stable process with drift (Q900970) (← links)
- On Wiener-Hopf factorisation and the distribution of extrema for certain stable processes (Q1094757) (← links)
- On an explicit formula for the distribution of the supremum (Q1305220) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- The distribution of the supremum for spectrally asymmetric Lévy processes (Q2517250) (← links)
- Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
- Ruin probabilities for two collaborating insurance companies (Q4999842) (← links)
- Exact simulation of the extrema of stable processes (Q5203973) (← links)
