Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy Processes, Phase-Type Distributions, and Martingales |
scientific article |
Statements
Lévy Processes, Phase-Type Distributions, and Martingales (English)
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9 January 2015
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Lévy processes
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Kella-Whitt martingale
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Wald martingale
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Wiener-Hopf factorization
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