Biswas, Anup; Lőrinczi, József Hopf’s lemma for viscosity solutions to a class of non-local equations with applications. (English) Zbl 1458.35126 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 204, Article ID 112194, 19 p. (2021). MSC: 35D40 35P30 35B50 35S15 PDF BibTeX XML Cite \textit{A. Biswas} and \textit{J. Lőrinczi}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 204, Article ID 112194, 19 p. (2021; Zbl 1458.35126) Full Text: DOI arXiv OpenURL
Tao, Hongfeng; Wei, Qiang; Paszke, Wojciech; Zhou, Longhui; Yang, Huizhong Robust iterative learning control in finite frequency ranges for differential spatially interconnected systems. (English) Zbl 07497233 Circuits Syst. Signal Process. 39, No. 10, 5104-5126 (2020). MSC: 94C05 PDF BibTeX XML Cite \textit{H. Tao} et al., Circuits Syst. Signal Process. 39, No. 10, 5104--5126 (2020; Zbl 07497233) Full Text: DOI OpenURL
Wahl, Felix; Lindholm, Mathias; Verrall, Richard The collective reserving model. (English) Zbl 1410.91290 Insur. Math. Econ. 87, 34-50 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{F. Wahl} et al., Insur. Math. Econ. 87, 34--50 (2019; Zbl 1410.91290) Full Text: DOI OpenURL
Geček Tuđen, Ivana Distribution of suprema for generalized risk processes. (English) Zbl 1451.60048 Stoch. Models 35, No. 1, 33-50 (2019). Reviewer: Hanspeter Schmidli (Köln) MSC: 60G51 60J25 91G05 PDF BibTeX XML Cite \textit{I. Geček Tuđen}, Stoch. Models 35, No. 1, 33--50 (2019; Zbl 1451.60048) Full Text: DOI arXiv OpenURL
Cygan, Wojciech; Kloas, Judith On recurrence of the multidimensional Lindley process. (English) Zbl 1390.60167 Electron. Commun. Probab. 23, Paper No. 4, 14 p. (2018). MSC: 60G50 60K25 60G52 PDF BibTeX XML Cite \textit{W. Cygan} and \textit{J. Kloas}, Electron. Commun. Probab. 23, Paper No. 4, 14 p. (2018; Zbl 1390.60167) Full Text: DOI arXiv Euclid OpenURL
Schmidli, Hanspeter Risk theory. (English) Zbl 1422.91009 Springer Actuarial. Lecture Notes. Cham: Springer (ISBN 978-3-319-72004-3/pbk; 978-3-319-72005-0/ebook). xii, 242 p. (2017). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-01 91B30 91B16 60J75 60K10 PDF BibTeX XML Cite \textit{H. Schmidli}, Risk theory. Cham: Springer (2017; Zbl 1422.91009) Full Text: DOI OpenURL
Aliyev, R.; Khaniyev, Tahir; Gever, B. Weak convergence theorem for ergodic distribution of stochastic processes with discrete interference of chance and generalized reflecting barrier. (English. Russian original) Zbl 1375.60084 Theory Probab. Appl. 60, No. 3, 502-513 (2016); translation from Teor. Veroyatn. Primen. 60, No. 3, 594-605 (2016). MSC: 60G50 60F05 60G05 PDF BibTeX XML Cite \textit{R. Aliyev} et al., Theory Probab. Appl. 60, No. 3, 502--513 (2016; Zbl 1375.60084); translation from Teor. Veroyatn. Primen. 60, No. 3, 594--605 (2016) Full Text: DOI OpenURL
Doney, R. A.; Rivero, V. Erratum to: “Asymptotic behaviour of first passage time distributions for Lévy processes”. (English) Zbl 1397.60084 Probab. Theory Relat. Fields 164, No. 3-4, 1079-1083 (2016). MSC: 60G51 60G52 60F99 PDF BibTeX XML Cite \textit{R. A. Doney} and \textit{V. Rivero}, Probab. Theory Relat. Fields 164, No. 3--4, 1079--1083 (2016; Zbl 1397.60084) Full Text: DOI OpenURL
Delaporte, Cécile Lévy processes with marked jumps. I: Limit theorems. (English) Zbl 1335.60072 J. Theor. Probab. 28, No. 4, 1468-1499 (2015). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G51 60F17 60F05 60J55 92D10 PDF BibTeX XML Cite \textit{C. Delaporte}, J. Theor. Probab. 28, No. 4, 1468--1499 (2015; Zbl 1335.60072) Full Text: DOI arXiv OpenURL
Karnaukh, E. V. Distribution of some functionals for a Lévy process with matrix-exponential jumps of the same sign. (English) Zbl 1313.60085 Theory Stoch. Process. 19, No. 1, 26-36 (2014). MSC: 60G51 60K10 PDF BibTeX XML Cite \textit{E. V. Karnaukh}, Theory Stoch. Process. 19, No. 1, 26--36 (2014; Zbl 1313.60085) Full Text: arXiv OpenURL
Doney, R. A.; Rivero, V. Asymptotic behaviour of first passage time distributions for Lévy processes. (English) Zbl 1286.60042 Probab. Theory Relat. Fields 157, No. 1-2, 1-45 (2013); erratum ibid. 164, No. 3-4, 1079-1083 (2016). Reviewer: Alexander Schnurr (Dortmund) MSC: 60G51 60G52 60F99 PDF BibTeX XML Cite \textit{R. A. Doney} and \textit{V. Rivero}, Probab. Theory Relat. Fields 157, No. 1--2, 1--45 (2013; Zbl 1286.60042) Full Text: DOI arXiv OpenURL
Henze, Norbert Random walks and related chances. An elementary access to stochastic processes. (Irrfahrten und verwandte Zufälle. Ein elementarer Einstieg in die stochastischen Prozesse.) (German) Zbl 1282.60001 Wiesbaden: Springer Spektrum (ISBN 978-3-658-01850-4/pbk; 978-3-658-01851-1/ebook). ix, 234 p. (2013). Reviewer: Uwe Küchler (Berlin) MSC: 60-01 00A06 60G50 PDF BibTeX XML Cite \textit{N. Henze}, Irrfahrten und verwandte Zufälle. Ein elementarer Einstieg in die stochastischen Prozesse. Wiesbaden: Springer Spektrum (2013; Zbl 1282.60001) Full Text: DOI OpenURL
Martínez-Miranda, María Dolores; Nielsen, Jens Perch; Wüthrich, Mario V. Statistical modelling and forecasting of outstanding liabilities in non-life insurance. (English) Zbl 1296.62209 SORT 36, No. 2, 195-218 (2012). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{M. D. Martínez-Miranda} et al., SORT 36, No. 2, 195--218 (2012; Zbl 1296.62209) Full Text: Link OpenURL
Cossette, Hélène; Landriault, David; Marceau, Etienne; Moutanabbir, Khouzeima Analysis of the discounted sum of ascending ladder heights. (English) Zbl 1284.91220 Insur. Math. Econ. 51, No. 2, 393-401 (2012). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{H. Cossette} et al., Insur. Math. Econ. 51, No. 2, 393--401 (2012; Zbl 1284.91220) Full Text: DOI OpenURL
Pardo, J. C.; Patie, P.; Savov, M. A Wiener-Hopf type factorization for the exponential functional of Lévy processes. (English) Zbl 1272.60027 J. Lond. Math. Soc., II. Ser. 86, No. 3, 930-956 (2012). Reviewer: Alexander Schnurr (Dortmund) MSC: 60G51 47A68 60J25 60E07 PDF BibTeX XML Cite \textit{J. C. Pardo} et al., J. Lond. Math. Soc., II. Ser. 86, No. 3, 930--956 (2012; Zbl 1272.60027) Full Text: DOI arXiv Link OpenURL
Jacob, Emmanuel A Langevin process reflected at a partially elastic boundary. I. (English) Zbl 1262.60078 Stochastic Processes Appl. 122, No. 1, 191-216 (2012). Reviewer: Victoria Knopova (Kiev) MSC: 60J50 60H20 60G10 60K05 PDF BibTeX XML Cite \textit{E. Jacob}, Stochastic Processes Appl. 122, No. 1, 191--216 (2012; Zbl 1262.60078) Full Text: DOI arXiv OpenURL
Willmot, Gordon E.; Woo, Jae-Kyung Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. (English) Zbl 1231.91250 Insur. Math. Econ. 46, No. 1, 32-41 (2010). MSC: 91B30 60K05 62P05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Insur. Math. Econ. 46, No. 1, 32--41 (2010; Zbl 1231.91250) Full Text: DOI OpenURL
Doney, Ron; Savov, Mladen Right inverses of Lévy processes. (English) Zbl 1196.60084 Ann. Probab. 38, No. 4, 1390-1400 (2010). MSC: 60G51 PDF BibTeX XML Cite \textit{R. Doney} and \textit{M. Savov}, Ann. Probab. 38, No. 4, 1390--1400 (2010; Zbl 1196.60084) Full Text: DOI arXiv OpenURL
Kanso, Karim; Moller, Faron; Setzer, Anton Automated verification of signalling principles in railway interlocking systems. (English) Zbl 1335.68140 Miller, Alice (ed.) et al., Proceedings of the 8th international workshop on automated verification of critical systems (AVoCS 2008), Glasgow, UK, September 30 – October 1, 2008. Amsterdam: Elsevier. Electronic Notes in Theoretical Computer Science 250, No. 2, 19-31 (2009). MSC: 68Q60 03B70 68T15 93A30 93C83 PDF BibTeX XML Cite \textit{K. Kanso} et al., Electron. Notes Theor. Comput. Sci. 250, No. 2, 19--31 (2009; Zbl 1335.68140) Full Text: DOI OpenURL
de Alba, Enrique; Nieto-Barajas, Luis E. Claims reserving: A correlated Bayesian model. (English) Zbl 1152.91719 Insur. Math. Econ. 43, No. 3, 368-376 (2008). MSC: 91B82 91B28 PDF BibTeX XML Cite \textit{E. de Alba} and \textit{L. E. Nieto-Barajas}, Insur. Math. Econ. 43, No. 3, 368--376 (2008; Zbl 1152.91719) Full Text: DOI OpenURL
Park, Hyun Suk; Maller, Ross Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes. (English) Zbl 1149.60027 Adv. Appl. Probab. 40, No. 3, 716-733 (2008). MSC: 60G51 60K05 91B30 60F05 PDF BibTeX XML Cite \textit{H. S. Park} and \textit{R. Maller}, Adv. Appl. Probab. 40, No. 3, 716--733 (2008; Zbl 1149.60027) Full Text: DOI OpenURL
Frostig, E. On ruin probability for a risk process perturbed by a Lévy process with no negative jumps. (English) Zbl 1151.91567 Stoch. Models 24, No. 2, 288-313 (2008). MSC: 91B30 60K37 PDF BibTeX XML Cite \textit{E. Frostig}, Stoch. Models 24, No. 2, 288--313 (2008; Zbl 1151.91567) Full Text: DOI OpenURL
Lewis, Alan L.; Mordecki, Ernesto Wiener-Hopf factorization for Lévy processes having positive jumps with rational transforms. (English) Zbl 1136.60330 J. Appl. Probab. 45, No. 1, 118-134 (2008). MSC: 60G51 PDF BibTeX XML Cite \textit{A. L. Lewis} and \textit{E. Mordecki}, J. Appl. Probab. 45, No. 1, 118--134 (2008; Zbl 1136.60330) Full Text: DOI OpenURL
Doney, Ronald A. Fluctuation theory for Lévy processes. Ecole d’Eté de probabilités de Saint-Flour XXXV – 2005. (English) Zbl 1128.60036 Lecture Notes in Mathematics 1897. Berlin: Springer (ISBN 978-3-540-48510-0/pbk; 978-3-540-48511-7/ebook). ix, 147 p. (2007). Reviewer: Werner Linde (Jena) MSC: 60G51 60G50 60G55 60J55 60K15 PDF BibTeX XML Cite \textit{R. A. Doney}, Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005. Berlin: Springer (2007; Zbl 1128.60036) Full Text: DOI OpenURL
Griffiths, Robert C.; Lessard, Sabin Ewens’ sampling formula and related formulae: combinatorial proofs, extensions to variable population size and applications to ages of alleles. (English) Zbl 1085.92027 Theor. Popul. Biol. 68, No. 3, 167-177 (2005). MSC: 92D15 60C05 PDF BibTeX XML Cite \textit{R. C. Griffiths} and \textit{S. Lessard}, Theor. Popul. Biol. 68, No. 3, 167--177 (2005; Zbl 1085.92027) Full Text: DOI OpenURL
Gusak, Dmytro V. The connection of distributions of extrema for Lévy processes with its ladder points. (English) Zbl 1064.60099 Theory Stoch. Process. 10(26), No. 3-4, 35-42 (2004). MSC: 60G51 60K10 PDF BibTeX XML Cite \textit{D. V. Gusak}, Theory Stoch. Process. 10(26), No. 3--4, 35--42 (2004; Zbl 1064.60099) OpenURL
Khaniyev, Tahir; Kucuk, Zafer Asymptotic expansions for the moments of the Gaussian random walk with two barriers. (English) Zbl 1069.60073 Stat. Probab. Lett. 69, No. 1, 91-103 (2004). MSC: 60K15 60K05 PDF BibTeX XML Cite \textit{T. Khaniyev} and \textit{Z. Kucuk}, Stat. Probab. Lett. 69, No. 1, 91--103 (2004; Zbl 1069.60073) Full Text: DOI OpenURL
Klüppelberg, Claudia; Kyprianou, Andreas E.; Maller, Ross A. Ruin probabilities and overshoots for general Lévy insurance risk processes. (English) Zbl 1066.60049 Ann. Appl. Probab. 14, No. 4, 1766-1801 (2004). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G51 91B30 60K05 60K15 60E07 PDF BibTeX XML Cite \textit{C. Klüppelberg} et al., Ann. Appl. Probab. 14, No. 4, 1766--1801 (2004; Zbl 1066.60049) Full Text: DOI arXiv Euclid OpenURL
Miyazawa, Masakiyo A Markov renewal approach to \(M/G/1\) type queues with countably many background states. (English) Zbl 1056.90035 Queueing Syst. 46, No. 1-2, 177-196 (2004). MSC: 90B22 60K25 60K20 60J75 PDF BibTeX XML Cite \textit{M. Miyazawa}, Queueing Syst. 46, No. 1--2, 177--196 (2004; Zbl 1056.90035) Full Text: DOI OpenURL
Tzafestas, S. G.; Pantelelis, M. G.; Kostis, D. L. Design and implementation of a logic controller using Petri nets and ladder logic diagrams. (English) Zbl 1053.93030 Syst. Anal. Modelling Simulation 42, No. 1, 135-167 (2002). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 93C65 93C85 70Q05 68Q85 93C83 PDF BibTeX XML Cite \textit{S. G. Tzafestas} et al., Syst. Anal. Modell. Simul. 42, No. 1, 135--167 (2002; Zbl 1053.93030) Full Text: DOI OpenURL
Willmot, Gordon E. Compound geometric residual lifetime distributions and the deficit at ruin. (English) Zbl 1039.62097 Insur. Math. Econ. 30, No. 3, 421-438 (2002). MSC: 62N05 91B28 62E15 60K10 PDF BibTeX XML Cite \textit{G. E. Willmot}, Insur. Math. Econ. 30, No. 3, 421--438 (2002; Zbl 1039.62097) Full Text: DOI OpenURL
Alsmeyer, G.; Hoefs, V. Markov renewal theory for stationary \(m\)-block factors. (English) Zbl 1014.60085 Markov Process. Relat. Fields 7, No. 2, 325-348 (2001). Reviewer: S.Kalpakam (Chennai) MSC: 60K15 60G50 60K05 60J05 PDF BibTeX XML Cite \textit{G. Alsmeyer} and \textit{V. Hoefs}, Markov Process. Relat. Fields 7, No. 2, 325--348 (2001; Zbl 1014.60085) OpenURL
Alili, Larbi; Chaumont, Loïc A new fluctuation identity for Lévy processes and some applications. (English) Zbl 1003.60045 Bernoulli 7, No. 3, 557-569 (2001). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G51 60G52 60J55 PDF BibTeX XML Cite \textit{L. Alili} and \textit{L. Chaumont}, Bernoulli 7, No. 3, 557--569 (2001; Zbl 1003.60045) Full Text: DOI OpenURL
Hoefs, Volker Markov renewal theory for stationary \((m+1)\) block factors. (Markov-Erneuerungstheorie für stationäre \((m+1)\)-Block-Faktoren.) (German) Zbl 0973.60101 Münster: Univ. Münster, Fachbereich Mathematik und Informatik, 96 S. (1999). Reviewer: Volker Hoefs (Karlsruhe) MSC: 60K05 60K15 60G10 PDF BibTeX XML Cite \textit{V. Hoefs}, Markov-Erneuerungstheorie für stationäre \((m+1)\)-Block-Faktoren. Münster: Univ. Münster, Fachbereich Mathematik und Informatik (1999; Zbl 0973.60101) OpenURL
Bertoin, Jean Subordinators: Examples and applications. (English) Zbl 0955.60046 Bertoin, J. (ed.) et al., Lectures on probability theory and statistics. Ecole d’eté de Probabilités de Saint-Flour XXVII-1997, Saint-Flour, France, July 7-23, 1997. Berlin: Springer. Lect. Notes Math. 1717, 1-91 (1999). Reviewer: Thomas Simon (Berlin) MSC: 60G51 60D05 60H30 60J25 60J55 60J60 60J65 60K05 PDF BibTeX XML Cite \textit{J. Bertoin}, Lect. Notes Math. 1717, 1--91 (1999; Zbl 0955.60046) OpenURL
Alili, Larbi; Chaumont, Loïe Some new fluctuation identities for Lévy processes. (Quelques nouvelles identités de fluctuation pour les processus de Lévy.) (French) Zbl 0944.60050 C. R. Acad. Sci., Paris, Sér. I, Math. 328, No. 7, 613-616 (1999). Reviewer: B.Grigelionis (Vilnius) MSC: 60G51 60G52 60J55 PDF BibTeX XML Cite \textit{L. Alili} and \textit{L. Chaumont}, C. R. Acad. Sci., Paris, Sér. I, Math. 328, No. 7, 613--616 (1999; Zbl 0944.60050) Full Text: DOI OpenURL
Fleischmann, Klaus; Vatutin, Vladimir A. Reduced subcritical Galton-Watson processes in a random environment. (English) Zbl 0938.60090 Adv. Appl. Probab. 31, No. 1, 88-111 (1999). Reviewer: H.Hering (Göttingen) MSC: 60J80 60G50 PDF BibTeX XML Cite \textit{K. Fleischmann} and \textit{V. A. Vatutin}, Adv. Appl. Probab. 31, No. 1, 88--111 (1999; Zbl 0938.60090) Full Text: DOI Link OpenURL
Asmussen, Søren; Schmidt, Volker Ladder height distributions with marks. (English) Zbl 0829.60093 Stochastic Processes Appl. 58, No. 1, 105-119 (1995). MSC: 60K30 60G55 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{V. Schmidt}, Stochastic Processes Appl. 58, No. 1, 105--119 (1995; Zbl 0829.60093) Full Text: DOI OpenURL
Miyazawa, Masakiyo; Schmidt, Volker On ladder height distributions of general risk processes. (English) Zbl 0780.60099 Ann. Appl. Probab. 3, No. 3, 763-776 (1993). MSC: 60K30 60G10 90B99 PDF BibTeX XML Cite \textit{M. Miyazawa} and \textit{V. Schmidt}, Ann. Appl. Probab. 3, No. 3, 763--776 (1993; Zbl 0780.60099) Full Text: DOI OpenURL
Bertoin, Jean Factorizing Laplace exponents in a spectrally positive Lévy process. (English) Zbl 0757.60067 Stochastic Processes Appl. 42, No. 2, 307-313 (1992). Reviewer: W.-Z.Yang (Taipei) MSC: 60J99 60E07 PDF BibTeX XML Cite \textit{J. Bertoin}, Stochastic Processes Appl. 42, No. 2, 307--313 (1992; Zbl 0757.60067) Full Text: DOI OpenURL
Asmussen, Søren Ladder heights and the Markov-modulated M/G/1 queue. (English) Zbl 0734.60091 Stochastic Processes Appl. 37, No. 2, 313-326 (1991). Reviewer: V.Schmidt (Freiberg) MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{S. Asmussen}, Stochastic Processes Appl. 37, No. 2, 313--326 (1991; Zbl 0734.60091) Full Text: DOI OpenURL
Strobach, Peter Linear prediction theory. A mathematical basis for adaptive systems. (English) Zbl 0727.62093 Springer Series in Information Sciences, 21. Berlin etc.: Springer-Verlag. xvi, 422 p. DM 98.00 (1990). Reviewer: M.P.Moklyachuk (Kiev) MSC: 62M20 62-02 60G25 93E10 93E11 PDF BibTeX XML Cite \textit{P. Strobach}, Linear prediction theory. A mathematical basis for adaptive systems. Berlin etc.: Springer-Verlag (1990; Zbl 0727.62093) OpenURL
Doney, R. A. Last exit times for random walks. (English) Zbl 0672.60072 Stochastic Processes Appl. 31, No. 2, 321-331 (1989). Reviewer: Sheng Wu He MSC: 60G50 60K05 PDF BibTeX XML Cite \textit{R. A. Doney}, Stochastic Processes Appl. 31, No. 2, 321--331 (1989; Zbl 0672.60072) Full Text: DOI OpenURL
Michel, R. A partial ordering of claim amount distributions and its relation to ruin probability in the Poisson model. (English) Zbl 0619.62097 Mitt. Ver. Schweiz. Versicherungsmath. 1987, 75-80 (1987). MSC: 62P05 62E10 PDF BibTeX XML Cite \textit{R. Michel}, Mitt., Ver. Schweiz. Versicherungsmath. 1987, 75--80 (1987; Zbl 0619.62097) OpenURL
Dawson, Donald A.; Hochberg, Kenneth J. Qualitative behavior of a selectively neutral allelic model. (English) Zbl 0515.92013 Theor. Popul. Biol. 23, 1-18 (1983). MSC: 92D10 60J70 65C20 60J25 PDF BibTeX XML Cite \textit{D. A. Dawson} and \textit{K. J. Hochberg}, Theor. Popul. Biol. 23, 1--18 (1983; Zbl 0515.92013) Full Text: DOI OpenURL
Dawson, Donald A.; Hochberg, Kenneth J. Wandering random measures in the Fleming-Viot model. (English) Zbl 0492.60045 Ann. Probab. 10, 554-580 (1982). MSC: 60G57 60J70 60K35 92D10 PDF BibTeX XML Cite \textit{D. A. Dawson} and \textit{K. J. Hochberg}, Ann. Probab. 10, 554--580 (1982; Zbl 0492.60045) Full Text: DOI OpenURL
Ulbrich, W.; Dasch, B. On the generation and optimization of equivalent ladder networks. (English) Zbl 0422.94047 Int. J. Circuit Theory Appl. 8, 19-30 (1980). MSC: 94C05 PDF BibTeX XML Cite \textit{W. Ulbrich} and \textit{B. Dasch}, Int. J. Circuit Theory Appl. 8, 19--30 (1980; Zbl 0422.94047) Full Text: DOI OpenURL
Ulbrich, W.; Dasch, B. The general impedance leveling process generating a complete class of equivalent ladder networks. (English) Zbl 0445.94014 Circuit theory and design, Proc. Eur. Conf., Lausanne 1978, 78-82 (1978). MSC: 94C05 PDF BibTeX XML OpenURL