A factorization of a Lévy process over a phase-type horizon (Q4634188)
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scientific article; zbMATH DE number 7051575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A factorization of a Lévy process over a phase-type horizon |
scientific article; zbMATH DE number 7051575 |
Statements
A factorization of a Lévy process over a phase-type horizon (English)
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7 May 2019
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Wiener-Hopf factorization
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splitting
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time reversal
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phase-type distribution
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