2 results
Survival probabilities of autoregressive processes
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- Journal:
- ESAIM: Probability and Statistics / Volume 18 / 2014
- Published online by Cambridge University Press:
- 28 November 2013, pp. 145-170
- Print publication:
- 2014
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Some fluctuation identities for Lévy processes with jumps of the same sign
- Part of
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- Journal:
- Journal of Applied Probability / Volume 41 / Issue 4 / December 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1191-1198
- Print publication:
- December 2004
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