4. Mathematics
  5. Probability

Jevgenijs Ivanovs

Mathematics – Probability

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A new approach to fluctuations of reflected Lévy processes

Mathematics – Probability
Scientific paper

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First passage process of a Markov additive process, with applications to reflection problems

Mathematics – Probability
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Lévy-driven polling systems and continuous-state branching processes

Mathematics – Probability
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Markov-modulated Brownian motion with two reflecting barriers

Mathematics – Probability
Scientific paper

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Occupation densities in solving exit problems for Markov additive processes and their reflections

Mathematics – Probability
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