Pages that link to "Item:Q377508"
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The following pages link to Asymptotic behaviour of first passage time distributions for Lévy processes (Q377508):
Displaying 22 items.
- Sample paths of a Lévy process leading to first passage over high levels in finite time (Q265638) (← links)
- Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
- The first passage time problem over a moving boundary for asymptotically stable Lévy processes (Q325889) (← links)
- The first passage time of a stable process conditioned to not overshoot (Q325892) (← links)
- On the law of the supremum of Lévy processes (Q373575) (← links)
- Numerical computation of first-passage times of increasing Lévy processes (Q607622) (← links)
- Asymptotic behaviour of first passage time distributions for subordinators (Q894149) (← links)
- First passage time of a Lévy degradation model with random effects (Q1739386) (← links)
- Distribution of the occupation time for a Lévy process at passage times at 0 (Q1805747) (← links)
- A lifetime of excursions through random walks and Lévy processes (Q2080138) (← links)
- On a two-parameter Yule-Simon distribution (Q2080141) (← links)
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489) (← links)
- Local behaviour of first passage probabilities (Q2428500) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866) (← links)
- Bridging the first and last passage times for Lévy models (Q2685908) (← links)
- On the scaling property in fluctuation theory for stable Lévy processes (Q2882302) (← links)
- Non-uniqueness of the first passage time density of Lévy random processes (Q4660394) (← links)
- Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes (Q5429622) (← links)
- Some characterizations for Markov processes at first passage (Q5870411) (← links)
- Lévy processes resurrected in the positive half-line (Q6654866) (← links)
- Regularity and asymptotics of densities of inverse subordinators (Q6658777) (← links)
