Wiener-Hopf Factorization of Diffusions and Lévy Processes (Q3036418)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wiener-Hopf Factorization of Diffusions and Lévy Processes |
scientific article |
Statements
Wiener-Hopf Factorization of Diffusions and Lévy Processes (English)
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1983
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Wiener-Hopf factorisation
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Levy process
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Pick function
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excursion theory
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local time
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