The following pages link to Suprema of Lévy processes (Q373557):
Displaying 39 items.
- A Lévy-derived process seen from its supremum and max-stable processes (Q287704) (← links)
- The first passage time problem over a moving boundary for asymptotically stable Lévy processes (Q325889) (← links)
- On the asymptotic behavior of the density of the supremum of Lévy processes (Q330695) (← links)
- Dirichlet heat kernel for unimodal Lévy processes (Q404586) (← links)
- Global Dirichlet heat kernel estimates for symmetric Lévy processes in half-space (Q520177) (← links)
- Hitting times of points and intervals for symmetric Lévy processes (Q526992) (← links)
- Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005) (← links)
- On suprema of Lévy processes and application in risk theory (Q731712) (← links)
- On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion (Q900549) (← links)
- Queueing approximation of suprema of spectrally positive Lévy process (Q967283) (← links)
- Moment estimates for Lévy processes (Q1038899) (← links)
- The supremum of a process with stationary independent and symmetric increments (Q1088300) (← links)
- Suprema and sojourn times of Lévy processes with exponential tails (Q1275930) (← links)
- Zooming in on a Lévy process at its supremum (Q1650094) (← links)
- Short proofs in extrema of spectrally one sided Lévy processes (Q1990022) (← links)
- Semilinear equations for non-local operators: beyond the fractional Laplacian (Q2019315) (← links)
- The entrance law of the excursion measure of the reflected process for some classes of Lévy processes (Q2023032) (← links)
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489) (← links)
- Fractional diffusion limit for a kinetic equation with an interface (Q2212594) (← links)
- Hopf's lemma for viscosity solutions to a class of non-local equations with applications (Q2227840) (← links)
- Exact tail asymptotics of the supremum attained by a Lévy process (Q2339545) (← links)
- Barriers, exit time and survival probability for unimodal Lévy processes (Q2349146) (← links)
- Multilevel Monte Carlo for exponential Lévy models (Q2412390) (← links)
- Global uniform boundary Harnack principle with explicit decay rate and its application (Q2434480) (← links)
- Numerical techniques in Lévy fluctuation theory (Q2445476) (← links)
- On a class of Lévy processes (Q2489844) (← links)
- The distribution of the supremum for spectrally asymmetric Lévy processes (Q2517250) (← links)
- Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
- One-dimensional polymers in random environments: stretching vs. folding (Q2679547) (← links)
- Persistence Probabilities and Exponents (Q2807249) (← links)
- Remarks on the absolute maximum of a Lévy process (Q3153654) (← links)
- The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula (Q3165502) (← links)
- Green function estimates for subordinate Brownian motions: Stable and beyond (Q3190423) (← links)
- DRAWDOWN MEASURES AND RETURN MOMENTS (Q4555853) (← links)
- Density behaviour related to Lévy processes (Q4963633) (← links)
- Non-asymptotic control of the cumulative distribution function of Lévy processes (Q5055333) (← links)
- Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
- Record statistics of a strongly correlated time series: random walks and Lévy flights (Q5364941) (← links)
- Explosion rates for continuous-state branching processes in a Lévy environment (Q6633183) (← links)
