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All issues ESAIM: PS, 12 (2008) 58-93 Article references

Articles citing this article

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Cited article:

PDE for the joint law of the pair of a continuous diffusion and its running maximum

Laure Coutin and Monique Pontier
Advances in Applied Probability 1 (2023)
https://doi.org/10.1017/apr.2022.76

Big Data-Driven Intelligent Fault Diagnosis and Prognosis for Mechanical Systems

Yaguo Lei, Naipeng Li and Xiang Li
Big Data-Driven Intelligent Fault Diagnosis and Prognosis for Mechanical Systems 213 (2023)
https://doi.org/10.1007/978-981-16-9131-7_6

Degradation modeling and remaining useful life prediction for dependent competing failure processes

Tao Yan, Yaguo Lei, Naipeng Li, Biao Wang and Wenting Wang
Reliability Engineering & System Safety 212 107638 (2021)
https://doi.org/10.1016/j.ress.2021.107638

Existence and regularity of law density of a pair (diffusion, first component running maximum)

Laure Coutin and Monique Pontier
Statistics & Probability Letters 153 130 (2019)
https://doi.org/10.1016/j.spl.2019.05.013

High order expansions for renewal functions and applications to ruin theory

Dombry Clément and Rabehasaina Landy
The Annals of Applied Probability 27 (4) (2017)
https://doi.org/10.1214/16-AAP1261

First passage time law for some Lévy processes with compound Poisson: Existence of a density

Laure Coutin and Diana Dorobantu
Bernoulli 17 (4) (2011)
https://doi.org/10.3150/10-BEJ323