wovepaper — the arXiv observatory

papers

Publications (19)

math.PR2013

Non-random overshoots of LÃ©vy processes

Matija Vidmar

math.PR2017

A couple of remarks on the convergence of $Ï$-fields on probability spaces

Matija Vidmar

math.PR2018

A temporal factorization at the maximum for spectrally negative positive self-similar Markov processes

Matija Vidmar

math.PR2018

Observing a LÃ©vy process up to a stopping time

Matija Vidmar

math.PR2015

Markov chain approximations to scale functions of LÃ©vy processes

Aleksandar MijatoviÄ, Matija Vidmar, Saul Jacka

math.PR2018

Excursions of a spectrally negative LÃ©vy process from a two-point set

Matija Vidmar

math.PR2018

First passage problems for upwards skip-free random walks via the $Î¦,W,Z$ paradigm

Florin Avram, Matija Vidmar

math.PR2017

Another characterization of homogeneous Poisson processes

Matija Vidmar

math.PR2015

Copulas for maxmin systems

Matija Vidmar, MatjaÅ¾ OmladiÄ

math.PR2015

Fluctuation theory for upwards skip-free LÃ©vy chains

Matija Vidmar

hep-lat2014

Coupled channel analysis of the rho meson decay in lattice QCD

C. B. Lang, Daniel Mohler, Sasa Prelovsek +1

math.PR2018

Independence times for iid sequences, random walks and LÃ©vy processes

Matija Vidmar

math.PR2015

Proper two-sided exits of a LÃ©vy process

Matija Vidmar

math.PR2018

On the informational structure in optimal dynamic stochastic control

Saul Jacka, Matija Vidmar

math.PR2014

A note on the times of first passage for `nearly right-continuous' random walks

Matija Vidmar

math.PR2013

Aleksandar MijatoviÄ, Matija Vidmar, Saul Jacka

math.PR2018

Matija Vidmar

math.FA2018

On the existence of a minimal generating set for $Ï$-algebras

Matija Vidmar

q-fin.MF2017

Ruin under stochastic dependence between premium and claim arrivals

Matija Vidmar

Publications (19)

Non-random overshoots of LÃ©vy processes

A couple of remarks on the convergence of $Ï$-fields on probability spaces

A temporal factorization at the maximum for spectrally negative positive self-similar Markov processes

Observing a LÃ©vy process up to a stopping time

Markov chain approximations to scale functions of LÃ©vy processes

Excursions of a spectrally negative LÃ©vy process from a two-point set

First passage problems for upwards skip-free random walks via the $Î¦,W,Z$ paradigm

Another characterization of homogeneous Poisson processes

Copulas for maxmin systems

Fluctuation theory for upwards skip-free LÃ©vy chains

Coupled channel analysis of the rho meson decay in lattice QCD

Independence times for iid sequences, random walks and LÃ©vy processes

Proper two-sided exits of a LÃ©vy process

On the informational structure in optimal dynamic stochastic control

A note on the times of first passage for `nearly right-continuous' random walks

Markov chain approximations for transition densities of LÃ©vy processes

First passage upwards for state dependent-killed spectrally negative LÃ©vy processes

On the existence of a minimal generating set for $Ï$-algebras

Ruin under stochastic dependence between premium and claim arrivals

Publications (19)

Non-random overshoots of LÃ©vy processes

A couple of remarks on the convergence of $Ï$-fields on probability spaces

A temporal factorization at the maximum for spectrally negative positive self-similar Markov processes

Observing a LÃ©vy process up to a stopping time

Markov chain approximations to scale functions of LÃ©vy processes

Excursions of a spectrally negative LÃ©vy process from a two-point set

First passage problems for upwards skip-free random walks via the $Î¦,W,Z$ paradigm

Another characterization of homogeneous Poisson processes

Copulas for maxmin systems

Fluctuation theory for upwards skip-free LÃ©vy chains

Coupled channel analysis of the rho meson decay in lattice QCD

Independence times for iid sequences, random walks and LÃ©vy processes

Proper two-sided exits of a LÃ©vy process

On the informational structure in optimal dynamic stochastic control

A note on the times of first passage for `nearly right-continuous' random walks

Markov chain approximations for transition densities of LÃ©vy processes

First passage upwards for state dependent-killed spectrally negative LÃ©vy processes

On the existence of a minimal generating set for $Ï$-algebras

Ruin under stochastic dependence between premium and claim arrivals

A couple of remarks on the convergence of $Ï$-fields on probability spaces

On the existence of a minimal generating set for $Ï$-algebras