Fluctuation theory for Lévy processes with completely monotone jumps (Q2631866)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fluctuation theory for Lévy processes with completely monotone jumps |
scientific article |
Statements
Fluctuation theory for Lévy processes with completely monotone jumps (English)
0 references
16 May 2019
0 references
complete Bernstein function
0 references
fluctuation theory
0 references
Lévy process
0 references
Nevanlinna-Pick function
0 references
Wiener-Hopf factorisation
0 references
