Distribution of some functionals for a L\'evy process with matrix-exponential jumps of the same sign (Q2933265)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of some functionals for a L\'evy process with matrix-exponential jumps of the same sign |
scientific article |
Statements
10 December 2014
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Lévy process
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matrix-exponential jumps
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extrema
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overshoot
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sojourn time
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ladder process
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math.PR
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