On the resolvent of the Lévy process with matrix-exponential distribution of jumps

DOI10.1007/s11253-017-1336-4zbMath1490.60113OpenAlexW2620664825WikidataQ115602773 ScholiaQ115602773MaRDI QIDQ1729406

É. V. Karnaukh

Publication date: 27 February 2019

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-017-1336-4

zbMATH Keywords

Lévy processmatrix-exponential distribution

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Jump processes on general state spaces (60J76)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Financial Modelling with Jump Processes
• On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks
• Markov processes and problems in analysis

This page was built for publication: On the resolvent of the Lévy process with matrix-exponential distribution of jumps