6 results
Tails of exit times from unstable equilibria on the line
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- Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
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- 16 July 2020, pp. 477-496
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- June 2020
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Exit problems for general draw-down times of spectrally negative Lévy processes
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- Journal of Applied Probability / Volume 56 / Issue 2 / June 2019
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- 30 July 2019, pp. 441-457
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- June 2019
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The Joint Laplace Transforms for Diffusion Occupation Times
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- Journal:
- Advances in Applied Probability / Volume 45 / Issue 4 / December 2013
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- 04 January 2016, pp. 1049-1067
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- December 2013
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Exit Problems for Reflected Markov-Modulated Brownian Motion
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- Journal of Applied Probability / Volume 49 / Issue 3 / September 2012
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- 04 February 2016, pp. 697-709
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- September 2012
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Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes
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- Journal of Applied Probability / Volume 46 / Issue 2 / June 2009
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- 14 July 2016, pp. 542-558
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- June 2009
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Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum
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- Journal:
- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1012-1030
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- December 2007
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