The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps (Q5205944)
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scientific article; zbMATH DE number 7143964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps |
scientific article; zbMATH DE number 7143964 |
Statements
The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps (English)
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17 December 2019
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two-sided jump Lévy process
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Wiener-Hopf factorization
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negative Wiener-Hopf factor
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Lévy risk process
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