Distribution of some functionals for a Levy process with matrix-exponential jumps of the same sign

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Datum:2014
1. Verfasser: Ie. V. Karnaukh
Format: Artikel
Sprache:Englisch
Veröffentlicht: 2014
Schriftenreihe:Theory of Stochastic Processes
Online Zugang:http://jnas.nbuv.gov.ua/article/UJRN-0000728823
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Назва журналу:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
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author Ie. V. Karnaukh
author_facet Ie. V. Karnaukh
author_sort Ie. V. Karnaukh
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spelling open-sciencenbuvgovua-777362024-04-16T17:44:46Z Distribution of some functionals for a Levy process with matrix-exponential jumps of the same sign Ie. V. Karnaukh 0321-3900 2014 en Theory of Stochastic Processes http://jnas.nbuv.gov.ua/article/UJRN-0000728823 Article
spellingShingle Theory of Stochastic Processes
Ie. V. Karnaukh
Distribution of some functionals for a Levy process with matrix-exponential jumps of the same sign
title Distribution of some functionals for a Levy process with matrix-exponential jumps of the same sign
title_full Distribution of some functionals for a Levy process with matrix-exponential jumps of the same sign
title_fullStr Distribution of some functionals for a Levy process with matrix-exponential jumps of the same sign
title_full_unstemmed Distribution of some functionals for a Levy process with matrix-exponential jumps of the same sign
title_short Distribution of some functionals for a Levy process with matrix-exponential jumps of the same sign
title_sort distribution of some functionals for a levy process with matrix-exponential jumps of the same sign
url http://jnas.nbuv.gov.ua/article/UJRN-0000728823
work_keys_str_mv AT ievkarnaukh distributionofsomefunctionalsforalevyprocesswithmatrixexponentialjumpsofthesamesign