Distribution of some functionals for a L\'evy process with matrix-exponential jumps of the same sign (Q2933265)
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scientific article; zbMATH DE number 6379262
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Distribution of some functionals for a L\'evy process with matrix-exponential jumps of the same sign |
scientific article; zbMATH DE number 6379262 |
Statements
10 December 2014
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Lévy process
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matrix-exponential jumps
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extrema
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overshoot
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sojourn time
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ladder process
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0.9223487
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0.91884637
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0.91340554
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0.90943795
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0.9070433
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0.90004027
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0.8966669
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