Lévy processes with respect to the Whittaker convolution (Q5853477)
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scientific article; zbMATH DE number 7319094
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| English | Lévy processes with respect to the Whittaker convolution |
scientific article; zbMATH DE number 7319094 |
Statements
Lévy processes with respect to the Whittaker convolution (English)
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10 March 2021
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Lévy process
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index Whittaker transform
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generalized convolution
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Shiryaev process
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martingale characterization
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infinitely divisible distributions
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0.7764647006988525
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0.7651430368423462
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0.7433990240097046
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0.7344220876693726
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0.732744574546814
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