On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion (Q900549)
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scientific article; zbMATH DE number 6523428
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| English | On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion |
scientific article; zbMATH DE number 6523428 |
Statements
On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion (English)
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22 December 2015
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subordinated linear Brownian motion
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bivariate supremum
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Laplace transform
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Lévy process
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Wiener-Hopf factorization
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convolution
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exponential mixtures
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0.8395991921424866
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0.7641071677207947
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0.7617046236991882
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0.7536507844924927
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