Numerical computation of hitting time distributions of increasing Lévy processes (Q334063)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Numerical computation of hitting time distributions of increasing Lévy processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical computation of hitting time distributions of increasing Lévy processes |
scientific article |
Statements
Numerical computation of hitting time distributions of increasing Lévy processes (English)
0 references
31 October 2016
0 references
Lévy process
0 references
hitting time
0 references
characteristic function
0 references
Hilbert transform
0 references
sinc expansion
0 references
Lambert function
0 references
0 references
