18 results
Explosion of continuous-state branching processes with competition in a Lévy environment
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- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
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- 09 June 2023, pp. 68-81
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- March 2024
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Power Transmission Network Optimization Strategy Based on Random Fractal Beetle Antenna Algorithm
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- Wireless Power Transfer / Volume 2023 / 2023
- Published online by Cambridge University Press:
- 01 January 2024, e1
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- 2023
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Draw-down Parisian ruin for spectrally negative Lévy processes
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- Advances in Applied Probability / Volume 52 / Issue 4 / December 2020
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- 03 December 2020, pp. 1164-1196
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- December 2020
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Exit problems for general draw-down times of spectrally negative Lévy processes
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- Journal of Applied Probability / Volume 56 / Issue 2 / June 2019
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- 30 July 2019, pp. 441-457
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- June 2019
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General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes
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- Journal of Applied Probability / Volume 55 / Issue 2 / June 2018
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- 26 July 2018, pp. 513-542
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- June 2018
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On the last exit times for spectrally negative Lévy processes
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- Journal of Applied Probability / Volume 54 / Issue 2 / June 2017
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- 22 June 2017, pp. 474-489
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- June 2017
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The Joint Laplace Transforms for Diffusion Occupation Times
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- Advances in Applied Probability / Volume 45 / Issue 4 / December 2013
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- 04 January 2016, pp. 1049-1067
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- December 2013
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A Time-Homogeneous Diffusion Model with Tax
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- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
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- 30 January 2018, pp. 195-207
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- March 2013
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Reversibility of Interacting Fleming–Viot Processes with Mutation, Selection, and Recombination
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- Canadian Journal of Mathematics / Volume 63 / Issue 1 / 01 February 2011
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- 20 November 2018, pp. 104-122
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- 01 February 2011
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Chemical binding of pyridine on TiO2 nanocrystalline film and its photoelectrochemical properties
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- Journal of Materials Research / Volume 25 / Issue 1 / January 2010
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- 31 January 2011, pp. 32-38
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- January 2010
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General tax Structures and the Lévy Insurance Risk Model
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- Journal of Applied Probability / Volume 46 / Issue 4 / December 2009
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- 14 July 2016, pp. 1146-1156
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- December 2009
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A Lévy Insurance Risk Process with Tax
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- Journal of Applied Probability / Volume 45 / Issue 2 / June 2008
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- 14 July 2016, pp. 363-375
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- June 2008
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Stepping-Stone Model with Circular Brownian Migration
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- Canadian Mathematical Bulletin / Volume 51 / Issue 1 / 01 March 2008
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- 20 November 2018, pp. 146-160
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- 01 March 2008
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Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum
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- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
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- 14 July 2016, pp. 1012-1030
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- December 2007
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Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
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- Journal of Applied Probability / Volume 44 / Issue 2 / June 2007
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- 14 July 2016, pp. 420-427
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- June 2007
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On the Duality between Coalescing Brownian Motions
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- Canadian Journal of Mathematics / Volume 57 / Issue 1 / 01 February 2005
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- 20 November 2018, pp. 204-224
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- 01 February 2005
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Some fluctuation identities for Lévy processes with jumps of the same sign
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- Journal of Applied Probability / Volume 41 / Issue 4 / December 2004
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- 14 July 2016, pp. 1191-1198
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- December 2004
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