A convergent series representation for the density of the supremum of a stable process (Q638247): Difference between revisions

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A convergent series representation for the density of the supremum of a stable process
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    A convergent series representation for the density of the supremum of a stable process (English)
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    9 September 2011
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    stable process
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    Mellin transform
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    double Gamma function
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    Liouville numbers
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    continued fractions
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