A convergent series representation for the density of the supremum of a stable process (Q638247)
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scientific article
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English | A convergent series representation for the density of the supremum of a stable process |
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A convergent series representation for the density of the supremum of a stable process (English)
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9 September 2011
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stable process
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Mellin transform
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double Gamma function
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Liouville numbers
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continued fractions
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