Lévy processes, phase-type distributions, and martingales (Q2937469)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Lévy processes, phase-type distributions, and martingales |
scientific article; zbMATH DE number 6385195
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Lévy processes, phase-type distributions, and martingales |
scientific article; zbMATH DE number 6385195 |
Statements
Lévy Processes, Phase-Type Distributions, and Martingales (English)
0 references
9 January 2015
0 references
Lévy processes
0 references
Kella-Whitt martingale
0 references
Wald martingale
0 references
Wiener-Hopf factorization
0 references
0 references
0 references
0 references
0 references
0 references
0.7676291465759277
0 references
0.7659631967544556
0 references
0.7537339329719543
0 references
0.7516588568687439
0 references
