On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion
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Publication:900549
DOI10.1016/j.spl.2015.07.018zbMath1329.60290MaRDI QIDQ900549
Jun Wang, Venkata K. Jandhyala, Stergios B. Fotopoulos
Publication date: 22 December 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.07.018
Laplace transformconvolutionWiener-Hopf factorizationLévy processbivariate supremumexponential mixturessubordinated linear Brownian motion
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