2

Two frameworks for pricing defaultable derivatives

Year:
2019
Language:
english
File:
PDF, 1.19 MB
english, 2019
3

Renewal theorems and stability for the reflected process

Year:
2009
Language:
english
File:
PDF, 1.05 MB
english, 2009
4

Small time two-sided LIL behavior for Lévy processes at zero

Year:
2009
Language:
english
File:
PDF, 232 KB
english, 2009
5

Small Time One-Sided LIL Behavior for Lévy Processes at Zero

Year:
2010
Language:
english
File:
PDF, 597 KB
english, 2010
8

RIGHT INVERSES OF LÉVY PROCESSES

Year:
2010
Language:
english
File:
PDF, 802 KB
english, 2010
10

Exponential ergodicity of killed Lévy processes in a finite interval

Year:
2014
Language:
english
File:
PDF, 295 KB
english, 2014
11

On the range of subordinators

Year:
2014
Language:
english
File:
PDF, 219 KB
english, 2014
12

Right inverses of Lévy processes

Year:
2010
Language:
english
File:
PDF, 119 KB
english, 2010
13

Extended factorizations of exponential functionals of Lévy processes

Year:
2012
Language:
english
File:
PDF, 336 KB
english, 2012
14

Small time Chung-type LIL for Lévy processes

Year:
2013
Language:
english
File:
PDF, 206 KB
english, 2013
17

Transience and recurrence of a Brownian path with limited local time

Year:
2016
Language:
english
File:
PDF, 432 KB
english, 2016
18

On the maximal multiplicity of block sizes in a random set partition

Year:
2019
Language:
english
File:
PDF, 551 KB
english, 2019