Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255)
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scientific article; zbMATH DE number 7419523
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| English | Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon |
scientific article; zbMATH DE number 7419523 |
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Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (English)
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3 November 2021
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functions of matrices
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rational Laplace transform
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scale function
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Wiener-Hopf factorization
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0.8060015439987183
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0.750181257724762
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0.7470146417617798
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0.7327870726585388
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