A note on \(r\)-balayages of matrix-exponential Lévy processes
type: Item
instance of: scholarly article
title: A note on \(r\)-balayages of matrix-exponential Lévy processes
zbMATH Open document ID: 1189.60153
author: Yuan-Chung Sheu
author: Yu-Ting Chen
published in: Electronic Communications in Probability
publication date: 2009-11-20T00:00:00Z
full work available at URL: https://eudml.org/doc/233596
full work available at URL: viewarticled153.html
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 5636459
zbMATH Keywords: Lévy process
zbMATH Keywords: matrix-exponential distribution
zbMATH Keywords: first exit
zbMATH Keywords: balayage
zbMATH Keywords: ruin theory
MaRDI profile type: Publication
DOI: 10.1214/ECP.V14-1456
description: scientific article; zbMATH DE number 5636459