THE ASYMPTOTIC BEHAVIOR OF DENSITIES RELATED TO THE SUPREMUM OF A STABLE PROCESS von Doney, R. A., Savov, M. S.

Volltext

INVARIANCE PRINCIPLES FOR LOCAL TIMES AT THE MAXIMUM OF RANDOM WALKS AND LÉVY PROCESSES von Chaumont, L., Doney, R. A.

Volltext

Local behaviour of first passage probabilities von Doney, R. A.

Volltext

Overshoots and Undershoots of Lévy Processes von Doney, R. A., Kyprianou, A. E.

Volltext

Passage of Lévy Processes across Power Law Boundaries at Small Times von Bertoin, J., Doney, R. A., Maller, R. A.

Volltext

CRAMÉR’S ESTIMATE FOR THE REFLECTED PROCESS REVISITED von Doney, R. A., Griffin, Philip S.

Volltext

Asymptotic behaviour of first passage time distributions for Lévy processes von Doney, R. A., Rivero, V.

Volltext

One-sided local large deviation and renewal theorems in the case of infinite mean von DONEY, R. A

Volltext

Erratum to: Asymptotic behaviour of first passage time distributions for Lévy processes von Doney, R. A., Rivero, V.

Volltext

Stochastic Bounds for Lévy Processes von Doney, R. A.

Volltext

Perturbed Skorohod equations and perturbed reflected diffusion processes von Doney, R.A., Zhang, T.

Volltext

Passage times of random walks and Lévy processes across power law boundaries von DONEY, R. A, MAILER, R. A

Volltext

Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion von CHAUMONT, L, DONEY, R. A

Volltext

Cramér's Estimate for a Reflected Lévy Process von Doney, R. A., Maller, R. A.

Volltext

On Lévy processes conditioned to stay positive von Chaumont, Loïc, Doney, Ronald

Volltext

Overshoots over curved boundaries. II von Doney, R. A., Griffin, P. S.

Volltext

Stability of the Overshoot for Levy Processes von Doney, R. A., Maller, R. A.

Volltext

Some asymptotic results for transient random walks von Bertoin, J., Doney, R. A.

Volltext

Some calculations for doubly perturbed Brownian motion von Chaumont, L., Doney, R.A.

Volltext

Overshoots over curved boundaries von Doney, R. A., Griffin, P. S.

Volltext