A factorization of a Lévy process over a phase-type horizon (Q4634188): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1223870 |
||
| Property / author | |||
| Property / author: Soren Asmussen / rank | |||
Revision as of 23:52, 22 February 2024
scientific article; zbMATH DE number 7051575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A factorization of a Lévy process over a phase-type horizon |
scientific article; zbMATH DE number 7051575 |
Statements
A factorization of a Lévy process over a phase-type horizon (English)
0 references
7 May 2019
0 references
Wiener-Hopf factorization
0 references
splitting
0 references
time reversal
0 references
phase-type distribution
0 references
