Lévy processes, phase-type distributions, and martingales (Q2937469)
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scientific article; zbMATH DE number 6385195
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lévy processes, phase-type distributions, and martingales |
scientific article; zbMATH DE number 6385195 |
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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0.7676291465759277
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0.7659631967544556
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0.7537339329719543
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0.7516588568687439
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