Pages that link to "Item:Q1407384"
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The following pages link to On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes (Q1407384):
Displaying 43 items.
- Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
- On the self-decomposability of the Fréchet distribution (Q391070) (← links)
- A refined factorization of the exponential law (Q453305) (← links)
- Geodesics and flows in a Poissonian city (Q549856) (← links)
- Supersymmetric quantum mechanics with Lévy disorder in one dimension (Q658488) (← links)
- Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes (Q731728) (← links)
- On the infinite divisibility of inverse beta distributions (Q888493) (← links)
- Some explicit identities associated with positive self-similar Markov processes (Q1009677) (← links)
- Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration (Q1028269) (← links)
- The upper envelope of positive self-similar Markov Processes (Q1028616) (← links)
- Bernstein-gamma functions and exponential functionals of Lévy processes (Q1663907) (← links)
- Density solutions to a class of integro-differential equations (Q1674377) (← links)
- Heavy subtrees of Galton-Watson trees with an application to Apollonian networks (Q1721992) (← links)
- On subordinators, self-similar Markov processes and some factorizations of the exponential variable (Q1860573) (← links)
- On the minimal travel time needed to collect \(n\) items on a circle. (Q1879896) (← links)
- A transformation from Hausdorff to Stieltjes moment sequences (Q1880452) (← links)
- A transformation for spectrally negative Lévy processes and applications (Q2080148) (← links)
- Discrete self-similar and ergodic Markov chains (Q2087386) (← links)
- General self-similarity properties for Markov processes and exponential functionals of Lévy processes (Q2099990) (← links)
- Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces (Q2155532) (← links)
- Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups (Q2280556) (← links)
- Solvency need resulting from reserving risk in a ORSA context (Q2282735) (← links)
- Rates of convergence of a transient diffusion in a spectrally negative Lévy potential (Q2468428) (← links)
- Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
- Asymptotic laws for compositions derived from transformed subordinators (Q2496954) (← links)
- Recurrent extensions of self-similar Markov processes and Cramér's condition (Q2565930) (← links)
- Loss of mass in deterministic and random fragmentations. (Q2574584) (← links)
- Classes of Infinitely Divisible Distributions and Examples (Q2807247) (← links)
- A jump-type SDE approach to real-valued self-similar Markov processes (Q2944916) (← links)
- Some results about the sample path properties of Markov processes with independent self-similar components (Q3378848) (← links)
- Finiteness of integrals of functions of Lévy processes (Q3434055) (← links)
- On the law of homogeneous stable functionals (Q4629951) (← links)
- A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour (Q4667987) (← links)
- On Entire Moments of Self-Similar Markov Processes (Q4916952) (← links)
- On the exponential functional of Markov Additive Processes, and applications to multi-type self-similar fragmentation processes and trees (Q4962126) (← links)
- Spectral expansions of non-self-adjoint generalized Laguerre semigroups (Q5063334) (← links)
- A temporal factorization at the maximum for certain positive self-similar Markov processes (Q5139917) (← links)
- Probabilistic aspects of critical growth-fragmentation equations (Q5197395) (← links)
- On the future infimum of positive self-similar Markov processes (Q5485919) (← links)
- Risk‐neutral pricing techniques and examples (Q6054366) (← links)
- A note on the \(\alpha\)-sun distribution (Q6110552) (← links)
- Implicit renewal theory for exponential functionals of Lévy processes (Q6171652) (← links)
- A survey on performance analysis of warehouse carousel systems (Q6573281) (← links)
