The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps (Q5205944): Difference between revisions
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Revision as of 12:39, 1 March 2024
scientific article; zbMATH DE number 7143964
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English | The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps |
scientific article; zbMATH DE number 7143964 |
Statements
The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps (English)
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17 December 2019
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two-sided jump Lévy process
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Wiener-Hopf factorization
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negative Wiener-Hopf factor
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Lévy risk process
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