A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (Q2048165)
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scientific article; zbMATH DE number 7379081
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| English | A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process |
scientific article; zbMATH DE number 7379081 |
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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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0.813325047492981
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0.7797369956970215
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0.7695119976997375
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0.7675356864929199
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