Results 171 to 180 of about 432 (189)

Abstracts of the 19^th UK Neuromuscular Translational Research Conference 17^th and 18^th April 2026. [PDF]

J Neuromuscul Dis
europepmc   +1 more source

Occupation times of spectrally negative Lévy processes with applications [PDF]

Stochastic Processes and Their Applications, 2011
In this paper, we compute the Laplace transform of occupation times (of the negative half-line) of spectrally negative Lévy processes. Our results are extensions of known results for standard Brownian motion and jump-diffusion processes.
David Landriault, Jean-François Renaud, Xiaowen Zhou   +2 more
exaly   +2 more sources

Special, conjugate and complete scale functions for spectrally negative Lévy processes [PDF]

Electronic Journal of Probability, 2008
Following recent developments in Hubalek and Kyprianou [28] the objective of this paper is to provide further methods for constructing new families of scale functions for spectrally negative Lévy processes which are completely explicit.
Andreas E Kyprianou, VÍCTOR Rivero
exaly   +3 more sources

n-Dimensional Laplace Transforms of Occupation Times for Spectrally Negative Lévy Processes [PDF]

Risks, 2017
Using a Poisson approach, we find Laplace transforms of joint occupation times over n disjoint intervals for spectrally negative Lévy processes.
Xiaowen Zhou, Zhou Xiaowen
exaly   +2 more sources

A note on joint occupation times of spectrally negative Lévy risk processes with tax [PDF]

Statistics and Probability Letters, 2018
In this paper we consider the joint Laplace transform of occupation times over disjoint intervals for spectrally negative Lévy processes with a general loss-carry-forward taxation structure.
Wenyuan Wang, Xueyuan Wu, Xingchun Peng   +2 more
exaly   +2 more sources

Survival and maximum of spectrally negative branching Lévy processes with absorption

Electronic Communications in Probability
We consider a spectrally negative branching Lévy process where the particles undergo dyadic branching and are killed when entering the negative half-plane.
Christophe Profeta
exaly   +2 more sources

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General Draw-Down Times for Refracted Spectrally Negative Lévy Processes

Methodology and Computing in Applied Probability, 2022
Jieming Zhou
exaly  

Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time

Lithuanian Mathematical Journal, 2023
Li Yingqiu
exaly  

Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes

Communications in Statistics Part B: Simulation and Computation, 2022
Zhang Liu, Ping Chen
exaly