On scale functions for Lévy processes with negative phase-type jumps (Q2052939)
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scientific article; zbMATH DE number 7434903
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| English | On scale functions for Lévy processes with negative phase-type jumps |
scientific article; zbMATH DE number 7434903 |
Statements
On scale functions for Lévy processes with negative phase-type jumps (English)
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29 November 2021
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fluid flow model
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iterative scheme
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phase-type distribution
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scale function
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rational transform
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0.8612753748893738
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0.8475242853164673
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0.8364974856376648
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0.8238611817359924
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