On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503): Difference between revisions

From MaRDI portal
Normalize DOI.
Normalize DOI.
 
Property / DOI
 
Property / DOI: 10.1016/J.SPA.2012.04.014 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1016/J.SPA.2012.04.014 / rank
 
Normal rank

Latest revision as of 17:25, 9 December 2024

scientific article
Language Label Description Also known as
English
On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps
scientific article

    Statements

    On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (English)
    0 references
    0 references
    0 references
    4 July 2012
    0 references
    Lévy process
    0 references
    Wiener-Hopf factorization
    0 references
    entire functions of Cartwright class
    0 references
    distribution of the supremum
    0 references
    spectrally-negative processes
    0 references
    scale function
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers