On the Riemann-Hilbert factorization problem for positive definite functions

DOI10.1007/S11117-015-0384-YzbMath1350.42009arXiv1506.00977OpenAlexW2254982658MaRDI QIDQ331758

Aydin Sarraf, Amir T. Payandeh Najafabadi, Dan Z. Kučerovský

Publication date: 27 October 2016

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.00977

zbMATH Keywords

Riemann-Hilbert problemcharacteristic functionstopping timepositive definite functionsLévy processextrema

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70) Characteristic functions; other transforms (60E10) Stopping times; optimal stopping problems; gambling theory (60G40) Positive definite functions in one variable harmonic analysis (42A82) Riemann-Hilbert problems in context of PDEs (35Q15)

Related Items (1)

Solving Riemann-Hilbert problems with meromorphic functions

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