Pages that link to "Item:Q777097"
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The following pages link to Exit identities for diffusion processes observed at Poisson arrival times (Q777097):
Displaying 5 items.
- Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
- Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354) (← links)
- Occupation times for spectrally negative Lévy processes on the last exit time (Q2244451) (← links)
- Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time (Q6054053) (← links)
- Solutions for Poissonian stopping problems of linear diffusions via extremal processes (Q6496995) (← links)