Pages that link to "Item:Q5949620"

The following pages link to A new fluctuation identity for Lévy processes and some applications (Q5949620):

Displaying 14 items.

• 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)
• Asymptotic behaviour of first passage time distributions for Lévy processes (Q377508) (← links)
• Fluctuation theory and exit systems for positive self-similar Markov processes (Q662432) (← links)
• Stochastic solutions for fractional wave equations (Q745693) (← links)
• Local probabilities for random walks conditioned to stay positive (Q957726) (← links)
• Invariance principles for local times at the maximum of random walks and Lévy processes (Q989179) (← links)
• On a fluctuation identity for multidimensional Lévy processes (Q1812492) (← links)
• \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511) (← links)
• The asymptotic behavior of densities related to the supremum of a stable process (Q2268702) (← links)
• Local behaviour of first passage probabilities (Q2428500) (← links)
• (Q2738723) (← links)
• ON A FLUCTUATION IDENTITY FOR RANDOM WALKS AND LÉVY PROCESSES (Q4673190) (← links)
• Density behaviour related to Lévy processes (Q4963633) (← links)