Pages that link to "Item:Q5489000"
From MaRDI portal
The following pages link to On Maxima and Ladder Processes for a Dense Class of Lévy Process (Q5489000):
Displaying 19 items.
- On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) (← links)
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- Extremes of Markov-additive processes with one-sided jumps, with queueing applications (Q539512) (← links)
- Singularities of the matrix exponent of a Markov additive process with one-sided jumps (Q988682) (← links)
- Some explicit identities associated with positive self-similar Markov processes (Q1009677) (← links)
- Factorizing Laplace exponents in a spectrally positive Lévy process (Q1194601) (← links)
- A solution technique for Lévy driven long term average impulse control problems (Q2229687) (← links)
- Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259) (← links)
- On a class of dependent Sparre Andersen risk models and a bailout application (Q2374094) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Markov-Modulated Brownian Motion with Two Reflecting Barriers (Q3067844) (← links)
- First Passage of a Markov Additive Process and Generalized Jordan Chains (Q3067845) (← links)
- First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (Q3535637) (← links)
- A quintuple law for Markov additive processes with phase-type jumps (Q3578675) (← links)
- (Q4431586) (← links)
- The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914) (← links)
- Applications of factorization embeddings for Lévy processes (Q5395359) (← links)
- Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms (Q5459913) (← links)
