The following pages link to (Q3583833):
Displaying 30 items.
- On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- Local extinction in continuous-state branching processes with immigration (Q470052) (← links)
- Explicit identities for Lévy processes associated to symmetric stable processes (Q637089) (← links)
- A Wiener-Hopf Monte Carlo simulation technique for Lévy processes (Q657695) (← links)
- A generalization result regarding the small and large scale behavior of infinitely divisible processes (Q691830) (← links)
- Quasi-stationary distributions and Yaglom limits of self-similar Markov processes (Q713217) (← links)
- The \(\beta\)-Meixner model (Q765298) (← links)
- Exact and asymptotic \(n\)-tuple laws at first and last passage (Q968775) (← links)
- The Lévy Laplacian and stable processes (Q1600492) (← links)
- Coupling property and gradient estimates of Lévy processes via the symbol (Q1932221) (← links)
- Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes (Q1937998) (← links)
- Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes (Q1958501) (← links)
- The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise (Q2243931) (← links)
- Asian options and meromorphic Lévy processes (Q2255010) (← links)
- Tightness and convergence of trimmed Lévy processes to normality at small times (Q2360647) (← links)
- Small-time sharp bounds for kernels of convolution semigroups (Q2408412) (← links)
- The Lamperti representation of real-valued self-similar Markov processes (Q2435251) (← links)
- Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity (Q2438753) (← links)
- Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators (Q2661294) (← links)
- Positive self-similar Markov processes obtained by resurrection (Q2680401) (← links)
- Pricing CoCos with a Market Trigger (Q2801794) (← links)
- On Exact Sampling of Nonnegative Infinitely Divisible Random Variables (Q3167341) (← links)
- (Q4940355) (← links)
- Double hypergeometric Lévy processes and self-similarity (Q4964793) (← links)
- The extended hypergeometric class of Lévy processes (Q5245638) (← links)
- (Q5446228) (← links)
- Continuous-State Branching Processes and Self-Similarity (Q5504167) (← links)
- On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation (Q5965372) (← links)
- Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients (Q6170362) (← links)
