Xu, Wei Asymptotics for exponential functionals of random walks. (English) Zbl 07757090 Stochastic Processes Appl. 165, 1-42 (2023). MSC: 60G50 60J55 60F10 60E05 PDFBibTeX XMLCite \textit{W. Xu}, Stochastic Processes Appl. 165, 1--42 (2023; Zbl 07757090) Full Text: DOI arXiv
Bansaye, Vincent; Pardo, Juan Carlos; Smadi, Charline Extinction rate of continuous state branching processes in critical Lévy environments. (English) Zbl 1482.60112 ESAIM, Probab. Stat. 25, 346-375 (2021). MSC: 60J80 60G51 60H10 60K37 PDFBibTeX XMLCite \textit{V. Bansaye} et al., ESAIM, Probab. Stat. 25, 346--375 (2021; Zbl 1482.60112) Full Text: DOI arXiv
Dong, C.; Smadi, C.; Vatutin, V. A. Critical branching processes in random environment and Cauchy domain of attraction. (English) Zbl 1469.60270 ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 2, 877-900 (2020). MSC: 60J80 60G50 PDFBibTeX XMLCite \textit{C. Dong} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 2, 877--900 (2020; Zbl 1469.60270) Full Text: arXiv Link
Gerhold, Stefan Small-maturity digital options in Lévy models: an analytic approach. (English) Zbl 1321.60093 Lith. Math. J. 55, No. 2, 222-230 (2015). MSC: 60G51 60E10 91G20 91G80 PDFBibTeX XMLCite \textit{S. Gerhold}, Lith. Math. J. 55, No. 2, 222--230 (2015; Zbl 1321.60093) Full Text: DOI
Uchiyama, Kôhei A note on summability of ladder heights and the distributions of ladder epochs for random walks. (English) Zbl 1234.60052 Stochastic Processes Appl. 121, No. 9, 1938-1961 (2011). MSC: 60G50 60J45 PDFBibTeX XMLCite \textit{K. Uchiyama}, Stochastic Processes Appl. 121, No. 9, 1938--1961 (2011; Zbl 1234.60052) Full Text: DOI
Borovkov, Konstantin; Vatutin, Vladimir Trees with product-form random weights. (English) Zbl 1190.05095 Fourth colloquium on mathematics and computer science IV. Algorithms, trees, combinatorics and probabilities. Papers based on the presentations at the colloquium, Nancy, France, September 18–22, 2006. Nancy: The Association. Discrete Mathematics & Theoretical Computer Science (DMTCS). Discrete Mathematics and Theoretical Computer Science. Proceedings, 423-426, electronic only (2006). MSC: 05C80 05C05 05C22 68R10 PDFBibTeX XMLCite \textit{K. Borovkov} and \textit{V. Vatutin}, in: Fourth colloquium on mathematics and computer science IV. Algorithms, trees, combinatorics and probabilities. Papers based on the presentations at the colloquium, Nancy, France, September 18--22, 2006. Nancy: The Association. Discrete Mathematics \& Theoretical Computer Science (DMTCS). 423--426 (2006; Zbl 1190.05095) Full Text: Link
Borovkov, K. A.; Vatutin, V. A. On the asymptotic behaviour of random recursive trees in random environments. (English) Zbl 1107.05082 Adv. Appl. Probab. 38, No. 4, 1047-1070 (2006). MSC: 05C80 05C05 60G50 60F99 PDFBibTeX XMLCite \textit{K. A. Borovkov} and \textit{V. A. Vatutin}, Adv. Appl. Probab. 38, No. 4, 1047--1070 (2006; Zbl 1107.05082) Full Text: DOI arXiv
Afanasyev, V. I.; Geiger, J.; Kersting, G.; Vatutin, V. A. Criticality for branching processes in random environment. (English) Zbl 1075.60107 Ann. Probab. 33, No. 2, 645-673 (2005). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J80 60G50 60F17 60K37 PDFBibTeX XMLCite \textit{V. I. Afanasyev} et al., Ann. Probab. 33, No. 2, 645--673 (2005; Zbl 1075.60107) Full Text: DOI arXiv
Doney, R. A. Small-time behaviour of {L}évy processes. (English) Zbl 1081.60029 Electron. J. Probab. 9, Paper No. 8, 209-229 (2004). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G51 60G10 60G17 60G50 PDFBibTeX XMLCite \textit{R. A. Doney}, Electron. J. Probab. 9, Paper No. 8, 209--229 (2004; Zbl 1081.60029) Full Text: DOI EuDML EMIS
Doney, Ronald Fluctuation theory for Lévy processes. (English) Zbl 0982.60048 Barndorff-Nielsen, Ole E. (ed.) et al., Lévy processes. Theory and applications. Boston: Birkhäuser. 57-66 (2001). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G51 PDFBibTeX XMLCite \textit{R. Doney}, in: Lévy processes. Theory and applications. Boston: Birkhäuser. 57--66 (2001; Zbl 0982.60048)
Doney, R. A. Spitzer’s condition and ladder variables in random walks. (English) Zbl 0818.60060 Probab. Theory Relat. Fields 101, No. 4, 577-580 (1995). MSC: 60G50 PDFBibTeX XMLCite \textit{R. A. Doney}, Probab. Theory Relat. Fields 101, No. 4, 577--580 (1995; Zbl 0818.60060) Full Text: DOI
Alzaid, Abdulhamid A.; Rao, C. Radhakrishna; Shanbhag, D. N. An extension of Spitzer’s integral representation theorem with an application. (English) Zbl 0626.60080 Ann. Probab. 15, 1210-1216 (1987). Reviewer: J.L.Teugels MSC: 60J80 60E05 62E10 PDFBibTeX XMLCite \textit{A. A. Alzaid} et al., Ann. Probab. 15, 1210--1216 (1987; Zbl 0626.60080) Full Text: DOI