35 citations to https://www.mathnet.ru/rus/tvp288
-
Zhou J., Wu L., Bai Ya., “Occupation Times of Levy-Driven Ornstein–Uhlenbeck Processes With Two-Sided Exponential Jumps and Applications”, Stat. Probab. Lett., 125 (2017), 80–90
-
Ma R., “Lamperti Transformation For Continuous-State Branching Processes With Competition and Applications”, Stat. Probab. Lett., 107 (2015), 11–17
-
Hsiau Sh.-R., Lin Y.-Sh., Yao Y.-Ch., “Logconcave Reward Functions and Optimal Stopping Rules of Threshold Form”, Electron. J. Probab., 19 (2014), 120
-
Duhalde X. Foucart C. Ma Ch., “On the Hitting Times of Continuous-State Branching Processes With Immigration”, Stoch. Process. Their Appl., 124:12 (2014), 4182–4201
-
Habtemicael S. SenGupta I., “Ornstein–Uhlenbeck Processes For Geophysical Data Analysis”, Physica A, 399 (2014), 147–156
-
Andreas E. Kyprianou, Universitext, Fluctuations of Lévy Processes with Applications, 2014, 307
-
Bo L., “First Passage Times of Reflected Ornstein–Uhlenbeck Processes with Two-Sided Jumps”, Queueing Syst., 73:1 (2013), 105–118
-
Bo L., Ren G., Wang Y., Yang X., “First Passage Times of Reflected Generalized Ornstein–Uhlenbeck Processes”, Stoch. Dyn., 13:1 (2013), 1250014
-
Graczyk P., Jakubowski T., Luks T., “Martin Representation and Relative Fatou Theorem for Fractional Laplacian with a Gradient Perturbation”, Positivity, 17:4 (2013), 1043–1070
-
Abbring J.H., “Mixed Hitting-Time Models”, Econometrica, 80:2 (2012), 783–819