Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
MODAL'X
Asymptotic behaviour of first passage time distributions for Lévy processes
Convexity and smoothness of scale functions and de Finetti's control problem
Exact and asymptotic $n$-tuple laws at first and last passage
Fluctuation theory and exit systems for positive self-similar Markov processes
On the asymptotic behaviour of increasing positive self-similar Markov processes
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