On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / author | |||
| Property / author: H. S. Yoon / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6052938 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Lévy process | |||
| Property / zbMATH Keywords: Lévy process / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Wiener-Hopf factorization | |||
| Property / zbMATH Keywords: Wiener-Hopf factorization / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
entire functions of Cartwright class | |||
| Property / zbMATH Keywords: entire functions of Cartwright class / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
distribution of the supremum | |||
| Property / zbMATH Keywords: distribution of the supremum / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
spectrally-negative processes | |||
| Property / zbMATH Keywords: spectrally-negative processes / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
scale function | |||
| Property / zbMATH Keywords: scale function / rank | |||
Normal rank | |||
Revision as of 23:13, 29 June 2023
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
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
