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Latest revision as of 04:42, 19 July 2024

scientific article; zbMATH DE number 7051575
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A factorization of a Lévy process over a phase-type horizon
scientific article; zbMATH DE number 7051575

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    A factorization of a Lévy process over a phase-type horizon (English)
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    7 May 2019
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    Wiener-Hopf factorization
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    splitting
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    time reversal
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    phase-type distribution
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