Markov chain approximations to scale functions of Lévy processes
Author:
Funder
Slovene Human Resources Development and Scholarship Fund
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
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1. First passage problems for upwards skip-free random walks via the scale functions paradigm;Advances in Applied Probability;2019-06
2. Fluctuation Theory for Upwards Skip-Free Lévy Chains;Risks;2018-09-18
3. Fractional partial differential equations with boundary conditions;Journal of Differential Equations;2018-01
4. On future drawdowns of Lévy processes;Stochastic Processes and their Applications;2017-08
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