Pages that link to "Item:Q4634188"
From MaRDI portal
The following pages link to A factorization of a Lévy process over a phase-type horizon (Q4634188):
Displaying 7 items.
- Moments and polynomial expansions in discrete matrix-analytic models (Q2145823) (← links)
- From PH/MAP to ME/RAP (Q2146379) (← links)
- \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511) (← links)
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
- Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps (Q2671877) (← links)
- Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain (Q5046018) (← links)
- A decomposition for Lévy processes inspected at Poisson moments (Q6102053) (← links)
