Pages that link to "Item:Q330695"

The following pages link to On the asymptotic behavior of the density of the supremum of Lévy processes (Q330695):

Displaying 17 items.

• Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005) (← links)
• Fluctuation theory and exit systems for positive self-similar Markov processes (Q662432) (← links)
• On suprema of Lévy processes and application in risk theory (Q731712) (← links)
• Queueing approximation of suprema of spectrally positive Lévy process (Q967283) (← links)
• Short proofs in extrema of spectrally one sided Lévy processes (Q1990022) (← 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)
• \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511) (← links)
• Exact tail asymptotics of the supremum attained by a Lévy process (Q2339545) (← links)
• Multilevel Monte Carlo for exponential Lévy models (Q2412390) (← links)
• Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure (Q2804428) (← links)
• Asymptotic behaviour of the distribution density of some Lévy functionals in \(\mathbb R^n\) (Q2896754) (← links)
• Density behaviour related to Lévy processes (Q4963633) (← links)
• Hitting probabilities for L\'{e}vy processes on the real line (Q4989416) (← links)
• Geometrically Convergent Simulation of the Extrema of Lévy Processes (Q5085135) (← links)
• Creeping of Lévy processes through curves (Q6164920) (← links)
• Joint density of the stable process and its supremum: regularity and upper bounds (Q6635741) (← links)