Numerical computation of hitting time distributions of increasing Lévy processes (Q334063): Difference between revisions

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Property / cites work: Q5558293 / rank
 
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Latest revision as of 20:54, 12 July 2024

scientific article
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Numerical computation of hitting time distributions of increasing Lévy processes
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    Numerical computation of hitting time distributions of increasing Lévy processes (English)
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    31 October 2016
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    Lévy process
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    hitting time
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    characteristic function
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    Hilbert transform
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    sinc expansion
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    Lambert function
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