A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (Q2048165)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process |
scientific article |
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A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (English)
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5 August 2021
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spectrally negative Lévy process (SNLP)
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potential measure
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drawdown time
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excursion theory
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scale function
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Wiener-Hopf factorization
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