On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps |
scientific article |
Statements
On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (English)
0 references
4 July 2012
0 references
Lévy process
0 references
Wiener-Hopf factorization
0 references
entire functions of Cartwright class
0 references
distribution of the supremum
0 references
spectrally-negative processes
0 references
scale function
0 references
0 references
0 references
0 references
0 references
