Numerical computation of hitting time distributions of increasing Lévy processes (Q334063)
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scientific article; zbMATH DE number 6645831
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| English | Numerical computation of hitting time distributions of increasing Lévy processes |
scientific article; zbMATH DE number 6645831 |
Statements
Numerical computation of hitting time distributions of increasing Lévy processes (English)
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31 October 2016
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Lévy process
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hitting time
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characteristic function
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Hilbert transform
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sinc expansion
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Lambert function
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0.8465852737426758
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0.8313468098640442
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0.7762336730957031
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0.7551764249801636
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0.7535596489906311
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