4 results
On a class of reflected AR(1) processes
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- Journal:
- Journal of Applied Probability / Volume 53 / Issue 3 / September 2016
- Published online by Cambridge University Press:
- 24 October 2016, pp. 818-832
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- September 2016
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Series expansions for the all-time maximum of α-stable random walks
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- Journal:
- Advances in Applied Probability / Volume 48 / Issue 3 / September 2016
- Published online by Cambridge University Press:
- 19 September 2016, pp. 744-767
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- September 2016
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On the Generalized Drift Skorokhod Problem in One Dimension
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- Journal:
- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 16-28
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- March 2013
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A piecewise linear stochastic differential equation driven by a Lévy process
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- Journal:
- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 109-119
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- August 2011
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