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Jevgenijs Ivanovs

Identifiers

  • name variant Jevgenijs Ivanovs 0.60 · backfill

Papers (23)

  1. A factorization of a L\'evy process over a phase-type horizon math.PR · 2018 · author #2
  2. Discretization error for a two-sided reflected L\'evy process math.PR · 2017 · author #2
  3. On the longest gap between power-rate arrivals math.PR · 2017 · author #2
  4. Zooming in on a L\'evy process at its supremum math.PR · 2016 · author #1
  5. Robust bounds in multivariate extremes math.PR · 2016 · author #2
  6. Splitting and time reversal for Markov additive processes math.PR · 2015 · author #1
  7. Time inhomogeneity in longest gap and longest run problems math.PR · 2015 · author #2
  8. Strikingly simple identities relating exit problems for L\'evy processes under continuous and Poisson observations math.PR · 2015 · author #2
  9. Transient analysis of a stationary L\'evy-driven queue math.PR · 2015 · author #1
  10. Sparre-Andersen identity and the last passage time math.PR · 2015 · author #1
  11. A bivariate risk model with mutual deficit coverage math.PR · 2015 · author #1
  12. A L\'evy process on the real line seen from its supremum and max-stable processes math.PR · 2014 · author #2
  13. Exit identities for L\'evy processes observed at Poisson arrival times math.PR · 2014 · author #2
  14. A risk model with an observer in a Markov environment math.PR · 2013 · author #2
  15. Power identities for L\'evy risk models under taxation and capital injections q-fin.PR · 2013 · author #2
  16. Potential measures of one-sided Markov additive processes with reflecting and terminating barriers math.PR · 2013 · author #1
  17. Exact boundaries in sequential testing for phase-type distributions math.PR · 2013 · author #3
  18. Two coupled Levy queues with independent input math.PR · 2013 · author #2
  19. Occupation densities in solving exit problems for Markov additive processes and their reflections math.PR · 2011 · author #1
  20. First passage process of a Markov additive process, with applications to reflection problems math.PR · 2010 · author #2
  21. L\'evy-driven polling systems and continuous-state branching processes math.PR · 2010 · author #2
  22. A new approach to fluctuations of reflected L\'{e}vy processes math.PR · 2010 · author #1
  23. Markov-modulated Brownian motion with two reflecting barriers math.PR · 2010 · author #1

Mentions

  • 1110.3811 #1 · backfill · confidence 0.70 Jevgenijs Ivanovs
  • 1006.2965 #2 · backfill · confidence 0.70 Jevgenijs Ivanovs
  • 1006.0384 #2 · backfill · confidence 0.70 Jevgenijs Ivanovs
  • 1004.3857 #1 · backfill · confidence 0.70 Jevgenijs Ivanovs
  • 1003.4107 #1 · backfill · confidence 0.70 Jevgenijs Ivanovs

Frequent Coauthors