Scale-function characterizations of pre-infimum paths under two decompositions for spectrally negative Lévy processes give Doob h-transform laws and explicit drawdown distributions on components.
Magdon-Ismail, A
3 Pith papers cite this work. Polarity classification is still indexing.
3
Pith papers citing it
years
2026 3verdicts
UNVERDICTED 3representative citing papers
For the frog model with discrete Weibull lifetimes having right-edge density exponent β and lifetime exponent γ, the process dies out a.s. when β > 1/γ (finite-mean initial configuration) and survives with positive probability when β < 1/γ (non-empty initial configuration).
A hybrid DRL system for multi-pair crypto trading with deterministic risk shielding outperforms a heuristic baseline at 10% significance on Binance futures data.
citing papers explorer
-
Conditional Path Decomposition at the Infimum and Maximum Drawdowns for Spectrally Negative L\'{e}vy Processes
Scale-function characterizations of pre-infimum paths under two decompositions for spectrally negative Lévy processes give Doob h-transform laws and explicit drawdown distributions on components.
-
The Frog Model on $\mathbb Z$ with Random Discrete Weibull Lifetimes and Biased Nearest-Neighbour Random Walks
For the frog model with discrete Weibull lifetimes having right-edge density exponent β and lifetime exponent γ, the process dies out a.s. when β > 1/γ (finite-mean initial configuration) and survives with positive probability when β < 1/γ (non-empty initial configuration).
-
Dynamic Multi-Pair Trading Strategy in Cryptocurrency Markets with Deep Reinforcement Learning
A hybrid DRL system for multi-pair crypto trading with deterministic risk shielding outperforms a heuristic baseline at 10% significance on Binance futures data.