Found 26 Documents (Results 1–26)
Semilinear equations for non-local operators: beyond the fractional Laplacian. (English) Zbl 1479.35914
Hopf’s lemma for viscosity solutions to a class of non-local equations with applications. (English) Zbl 1458.35126
The entrance law of the excursion measure of the reflected process for some classes of Lévy processes. (English) Zbl 1472.60082
Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid. (English) Zbl 1459.60098
Multilevel Monte Carlo for exponential Lévy models. (English) Zbl 1403.91371
Reviewer: Christopher Policastro (Berkeley)
Record statistics of a strongly correlated time series: random walks and Lévy flights. (English) Zbl 1376.82074
Hitting times of points and intervals for symmetric Lévy processes. (English) Zbl 1391.60106
Reviewer: Ismael Bailleul (Rennes)
Global Dirichlet heat kernel estimates for symmetric Lévy processes in half-space. (English) Zbl 1361.60031
The first passage time problem over a moving boundary for asymptotically stable Lévy processes. (English) Zbl 1354.60049
Reviewer: Nikola Sandrić (Zagreb)
Persistence probabilities and exponents. (English) Zbl 1338.60077
Andersen, Lars Nørvang et al., Lévy matters V. Functionals of Lévy processes. Cham: Springer (ISBN 978-3-319-23137-2/pbk; 978-3-319-23138-9/ebook). Lecture Notes in Mathematics 2149. Lévy Matters, 183-224 (2015).
On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion. (English) Zbl 1329.60290
Green function estimates for subordinate Brownian motions: stable and beyond. (English) Zbl 1327.60165
Reviewer: Mohamed Hmissi (Riyadh)
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