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Bivariate tempered space-fractional Poisson process and shock models
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- Journal of Applied Probability , First View
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- 23 May 2024, pp. 1-17
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A remark on exact simulation of tempered stable Ornstein–Uhlenbeck processes
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- Journal of Applied Probability , First View
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- 02 May 2024, pp. 1-3
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Generalised shot-noise representations of stochastic systems driven by non-Gaussian Lévy processes
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- Advances in Applied Probability , First View
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- 21 March 2024, pp. 1-36
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Discounted densities of overshoot and undershoot for Lévy processes with applications in finance
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- Probability in the Engineering and Informational Sciences , First View
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- 19 March 2024, pp. 1-24
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Stable laws for random dynamical systems
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- Ergodic Theory and Dynamical Systems , First View
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- 14 February 2024, pp. 1-50
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Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment
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- Journal of Applied Probability / Volume 61 / Issue 3 / September 2024
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- 01 December 2023, pp. 886-908
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- September 2024
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Optimal coupling of jumpy Brownian motion on the circle
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- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
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- 04 July 2023, pp. 18-32
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- March 2024
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A Monte Carlo algorithm for the extrema of tempered stable processes
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- Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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- 30 June 2023, pp. 1362-1389
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- December 2023
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OPTIMAL STOPPING PROBLEMS WITH A RANDOM TIME HORIZON
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- Bulletin of the Australian Mathematical Society / Volume 108 / Issue 2 / October 2023
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- 29 June 2023, pp. 345-346
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- October 2023
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Continuous-time locally stationary time series models
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- Advances in Applied Probability / Volume 55 / Issue 3 / September 2023
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- 20 June 2023, pp. 965-998
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- September 2023
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Workload analysis of a two-queue fluid polling model
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- Journal of Applied Probability / Volume 60 / Issue 3 / September 2023
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- 31 March 2023, pp. 1003-1030
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- September 2023
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A dual risk model with additive and proportional gains: ruin probability and dividends
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- Advances in Applied Probability / Volume 55 / Issue 2 / June 2023
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- 08 February 2023, pp. 549-580
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- June 2023
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Predicting the last zero before an exponential time of a spectrally negative Lévy process
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- Advances in Applied Probability / Volume 55 / Issue 2 / June 2023
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- 16 January 2023, pp. 611-642
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- June 2023
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Short-time behavior of solutions to Lévy-driven stochastic differential equations
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- Journal of Applied Probability / Volume 60 / Issue 3 / September 2023
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- 12 January 2023, pp. 765-780
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- September 2023
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Exponential ergodicity for a class of Markov processes with interactions
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 01 December 2022, pp. 465-478
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- June 2023
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On moments of downward passage times for spectrally negative Lévy processes
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 16 November 2022, pp. 452-464
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- June 2023
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A decomposition for Lévy processes inspected at Poisson moments
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 15 November 2022, pp. 557-569
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- June 2023
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A growth-fragmentation model connected to the ricocheted stable process
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 08 November 2022, pp. 493-503
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- June 2023
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From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
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- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
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- 19 September 2022, pp. 68-84
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- March 2023
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On q-scale functions of spectrally negative Lévy processes
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- Advances in Applied Probability / Volume 55 / Issue 1 / March 2023
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- 02 September 2022, pp. 56-84
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- March 2023
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