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Introductory Lectures on Fluctuations of Lévy Processes with Applications

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  • Andreas E. Kyprianou

    (University of Bath, Department of Mathematical Sciences)

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Suggested Citation

  • Andreas E. Kyprianou, 2006. "Introductory Lectures on Fluctuations of Lévy Processes with Applications," Springer Books, Springer, number 978-3-540-31343-4, March.
    • Handle: RePEc:spr:sprbok:978-3-540-31343-4
    DOI: 10.1007/978-3-540-31343-4
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    Cited by:

    1. Ivanovs, Jevgenijs & Latouche, Guy & Taylor, Peter, 2025. "One-sided Markov additive processes with lattice and non-lattice increments," Stochastic Processes and their Applications, Elsevier, vol. 190(C).
    2. Glynn, Peter & Jacobovic, Royi & Mandjes, Michel, 2025. "Moments of polynomial functionals of spectrally positive Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 190(C).
    3. Chaolin Liu & Zhimin Zhang, 2013. "A Note on a Generalized Discounted Penalty Function in a Sparre Andersen Risk Model Perturbed by Diffusion," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
    4. Chuancun Yin & Yuzhen Wen & Zhaojun Zong & Ying Shen, 2014. "The First Passage Time Problem for Mixed‐Exponential Jump Processes with Applications in Insurance and Finance," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    5. Rodrick Wallace, 2025. "Hallucination, panic, and exhaustion in embodied cognition," The Journal of Defense Modeling and Simulation, , vol. 22(4), pages 373-386, October.
    6. Ronnie Loeffen & Pierre Patie & Jian Wang, 2025. "Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration," Mathematics of Operations Research, INFORMS, vol. 50(1), pages 169-188, February.

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