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Department of Mathematics

Jevgenijs Ivanovs

Associate professor

Department of Mathematics
Ny Munkegade 118
building 1535, 423
8000 Aarhus C
Denmark
jevgenijs.ivanovs@math.au.dk
Phone: +4587155798
Department of Economics and Business Economics - CREATES
Fuglesangs Allé 4
8210 Aarhus V
Denmark
jevgenijs.ivanovs@math.au.dk

ORCID: 0000-0002-3664-8365

E-pub ahead of print
A factorization of a Lévy process over a phase-type horizon
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Published
Zooming in on a lévy process at its supremum
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Published
Discretization error for a two-sided reflected Lévy process
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

ID: 100835344