4. Mathematics
  5. Probability

Juan Carlos Pardo

Mathematics – Probability

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A Wiener--Hopf Monte Carlo simulation technique for Lévy processes

Mathematics – Probability
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An optimal stopping problem for fragmentation processes

Mathematics – Probability
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Distributional properties of exponential functionals of Levy processes

Mathematics – Probability
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Exact and asymptotic $n$-tuple laws at first and last passage

Mathematics – Probability
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Explicit identities for Lévy processes associated to symmetric stable processes

Mathematics – Probability
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