A Wiener-Hopf type factorization for the exponential functional of Lévy processes (Q3143925)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Wiener-Hopf type factorization for the exponential functional of Lévy processes |
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A Wiener-Hopf type factorization for the exponential functional of Lévy processes (English)
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6 December 2012
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Wiener-Hopf factorization
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ladder height process
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spectrally positive Lévy process
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exponential functional
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GOU process
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stationary measure
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