Kac-Lévy processes (Q2297322)
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scientific article; zbMATH DE number 7169683
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Kac-Lévy processes |
scientific article; zbMATH DE number 7169683 |
Statements
Kac-Lévy processes (English)
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18 February 2020
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Markov-modulated Lévy process
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Markov-switching model
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Goldstein-Kac process
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Lévy-Khintchine exponent
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Lévy-Laplace exponent
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mixture of distributions
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exponential functional
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0.751079261302948
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0.7396821975708008
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0.7240333557128906
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0.7176008224487305
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