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Small time two-sided LIL behavior for Lévy processes at zeroSAVOV, Mladen.Probability theory and related fields. 2009, Vol 144, Num 1-2, pp 79-98, issn 0178-8051, 20 p.Article

Random searchingSHLESINGER, Michael F.Journal of physics. A, Mathematical and theoretical (Print). 2009, Vol 42, Num 43, issn 1751-8113, 434001.1-434001.5Article

Theory of decoherence due to scattering events and Lévy processesVACCHINI, Bassano.Physical review letters. 2005, Vol 95, Num 23, pp 230402.1-230402.4, issn 0031-9007Article

On a formula on the potential operators of absorbing Lévy processes in the half spaceTAMUR, Yozo; TANAKA, Hiroshi.Stochastic processes and their applications. 2008, Vol 118, Num 2, pp 199-212, issn 0304-4149, 14 p.Article

GENERAL TAX STRUCTURES AND THE LÉVY INSURANCE RISK MODELKYPRIANOU, Andreas E; XIAOWEN ZHOU.Journal of applied probability. 2009, Vol 46, Num 4, pp 1146-1156, issn 0021-9002, 11 p.Article

EXIT PROBLEMS FOR SPECTRALLY NEGATIVE LÉVY PROCESSES REFLECTED AT EITHER THE SUPREMUM OR THE INFIMUMXIAOWEN ZHOU.Journal of applied probability. 2007, Vol 44, Num 4, pp 1012-1030, issn 0021-9002, 19 p.Article

Photon trajectories in incoherent atomic radiation trapping as Lévy flightsPEREIRA, Eduardo; MARTINHO, José M. G; BERBERAN-SANTOS, Mario N et al.Physical review letters. 2004, Vol 93, Num 12, pp 120201.1-120201.4, issn 0031-9007Article

Multifractal spectra and precise rates of decay in homogeneous fragmentationsKRELL, Nathalie.Stochastic processes and their applications. 2008, Vol 118, Num 6, pp 897-916, issn 0304-4149, 20 p.Article

Multiple integration with respect to Poisson and Lévy processesKALLENBERG, O; SZULGA, J.Probability theory and related fields. 1989, Vol 83, Num 1-2, pp 101-134, issn 0178-8051, 34 p.Article

Penalisation of a stable Levy process involving its one-sided supremumYANO, Kouji; YANO, Yuko; YOR, Marc et al.Annales de l'I.H.P. Probabilités et statistiques. 2010, Vol 46, Num 4, pp 1042-1054, issn 0246-0203, 13 p.Article

Can collective searches profit from Levy walk strategies?CANTOS, M. C; RAPOSO, E. P; VISWANATHAN, G. M et al.Journal of physics. A, Mathematical and theoretical (Print). 2009, Vol 42, Num 43, issn 1751-8113, 434017.1-434017.13Article

A (C0)-GROUP generated by the Lévy LaplacianSAITO, K.Stochastic analysis and applications. 1998, Vol 16, Num 3, pp 567-584, issn 0736-2994Article

Association of infinitely divisible random vectorsGENNADY SAMORODNITSKY.Stochastic processes and their applications. 1995, Vol 55, Num 1, pp 45-55, issn 0304-4149Article

Quelques nouvelles identités de fluctuation pour les processus de Lévy = Some new fluctuation identities for Lévy processesALILI, L; CHAUMONT, L.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1999, Vol 328, Num 7, pp 613-616, issn 0764-4442Article

Multiplicative functionals of Lévy processesJIANGANG YING.Stochastic processes and their applications. 1995, Vol 58, Num 2, pp 319-327, issn 0304-4149Article

SLEK: correlation functions in the coefficient problemLOUTSENKO, Igor.Journal of physics. A, Mathematical and theoretical (Print). 2012, Vol 45, Num 27, issn 1751-8113, 275001.1-275001.10Article

Remarks on suprema of Lévy processes with light tailesBRAVERMAN, M.Statistics & probability letters. 1999, Vol 43, Num 1, pp 41-48, issn 0167-7152Article

RUIN PROBABILITY WITH PARISIAN DELAY FOR A SPECTRALLY NEGATIVE LEVY RISK PROCESSCZARNA, Irmina; PALMOWSKI, Zbigniew.Journal of applied probability. 2011, Vol 48, Num 4, pp 984-1002, issn 0021-9002, 19 p.Article

Finite range decomposition of Gaussian processesBRYDGES, David C; GUADAGNI, G; MITTER, P. K et al.Journal of statistical physics. 2004, Vol 115, Num 1-2, pp 415-449, issn 0022-4715, 35 p.Article

Regularity of the Cauchy principal value of the local times of some Levy processesBERTOIN, J; CABALLERO, M.-E.Bulletin des sciences mathématiques (Paris. 1885). 1999, Vol 123, Num 1, pp 47-58, issn 0007-4497Article

Formule de Green, lacet brownien plan et aire de Lévy = Green's formula, planar Brownian loop an Lévy's areaWERNER, W.Stochastic processes and their applications. 1995, Vol 57, Num 2, pp 225-245, issn 0304-4149Article

ARBRES, EXCURSIONS, ET PROCESSUS DE LÉVY COMPLÈTEMENT ASYMÉTRIQUES = TREES, EXCURSIONS, AND COMPLETELY ASYMMETRIC LÉVY PROCESSESLambert, Amaury; Bertoin, Jean.2001, 120 p.Thesis

On nowhere differentiability for Lévy processesBERTOIN, J.Stochastics and stochastics reports (Print). 1994, Vol 50, Num 3-4, pp 205-210, issn 1045-1129Article

Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower boundsBANKOVSKY, Damien.Stochastic processes and their applications. 2010, Vol 120, Num 2, pp 255-280, issn 0304-4149, 26 p.Article

α-selfdecomposable distributions and related Ornstein-Uhlenbeck type processesMAEJIMA, Makoto; UEDA, Yohei.Stochastic processes and their applications. 2010, Vol 120, Num 12, pp 2363-2389, issn 0304-4149, 27 p.Article

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