The law of the supremum of a stable Lévy process with no negative jumps (Q948745): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 0706.1503 / rank | |||
Normal rank |
Revision as of 19:08, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The law of the supremum of a stable Lévy process with no negative jumps |
scientific article |
Statements
The law of the supremum of a stable Lévy process with no negative jumps (English)
0 references
20 October 2008
0 references
stable Lévy process with no negative jumps
0 references
spectrally positive
0 references
running supremum process
0 references
first hitting time
0 references
first entry time
0 references
weakly singular Volterra integral equation
0 references
polar kernel
0 references
Riemann-Liouville fractional differential equation
0 references
Abel equation
0 references
Wiener-Hopf factorization
0 references