On scale functions for Lévy processes with negative phase-type jumps (Q2052939)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On scale functions for Lévy processes with negative phase-type jumps |
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On scale functions for Lévy processes with negative phase-type jumps (English)
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29 November 2021
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fluid flow model
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iterative scheme
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phase-type distribution
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scale function
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rational transform
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