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Publications by Alan L. Lewis

Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps With Rational Transforms

Journal of Applied Probability

English

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Exit Problems for Jump Processes Having Double-Sided Jumps With Rational Laplace Transforms

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Stability Analysis of Matrix Wiener–Hopf Factorization of Daniele–Khrapkov Class and Reliable Approximate Factorization

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On Bessel Transforms of Multimodal Increasing Lévy Processes

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A Note on Polynomial Diagonalization and Wiener Hopf Factorization of 2 × 2 Matrices

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On Wiener-Hopf Determinants

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The First Passage Problem for Generalized Ornstein-Uhlenbeck Processes With Non-Positive Jumps

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First Passage Times for Markov Additive Processes With Positive Jumps of Phase Type

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Matrix Wiener–Hopf–Hilbert Factorisation

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