On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion (Q900549): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion |
scientific article |
Statements
On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion (English)
0 references
22 December 2015
0 references
subordinated linear Brownian motion
0 references
bivariate supremum
0 references
Laplace transform
0 references
Lévy process
0 references
Wiener-Hopf factorization
0 references
convolution
0 references
exponential mixtures
0 references
