The unified form of Pollaczek--Khinchine formula for L\'evy processes with matrix-exponential negative jumps (Q5745951)
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scientific article; zbMATH DE number 6258467
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| English | The unified form of Pollaczek--Khinchine formula for L\'evy processes with matrix-exponential negative jumps |
scientific article; zbMATH DE number 6258467 |
Statements
17 February 2014
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Pollaczek-Khinchine formula
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Lévy process
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matrix-exponential negative jumps
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math.PR
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