Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon |
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Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (English)
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3 November 2021
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functions of matrices
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rational Laplace transform
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scale function
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Wiener-Hopf factorization
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