Cover Image

The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps

Saved in:

Bibliographic Details
Date:	2012
Main Authors:	D. Gusak, Ie. Karnaukh
Format:	Article
Language:	English
Published:	2012
Series:	Theory of Stochastic Processes
Online Access:	http://jnas.nbuv.gov.ua/article/UJRN-0000728788
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Library portal of National Academy of Sciences of Ukraine \| LibNAS

Institution

Library portal of National Academy of Sciences of Ukraine | LibNAS

Similar Items

On resolvent of the Levy process with matrix-exponential distribution of jumps
by: Ye. V. Karnaukh
Published: (2016)

Distribution of some functionals for a Levy process with matrix-exponential jumps of the same sign
by: Ie. V. Karnaukh
Published: (2014)

Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
by: S. Ibrahim, et al.
Published: (2022)

The $b-heat equation on finite type CR manifolds with comparable Levi form
by: Ly Kim Ha
Published: (2019)

The Narrative of Mystic in the Prose by Marc Levy
by: L. V. Matsevko-Bekerska
Published: (2011)

Levy Downcrossing Theorem for the Arratia Flow
by: P. P. Chernega
Published: (2015)

Asymptotic dissipativity of stochastic processes with impulse perturbation in the Levy approximation scheme
by: A. V. Nikitin
Published: (2018)

Parallel non-negative sparse extra-large matrix factorization
by: Nasirov, E.M.
Published: (2025)

Nonlinear normalization of random evolution in the scheme of Levy approximation
by: O. A. Yarova
Published: (2018)

Сumulant Description of Arbitrarily Truncated Levy Flight
by: Vinogradov, D. V.
Published: (2012)

Unified process for adaptive Semantic Web service composition
by: O. O. Slabospytska
Published: (2018)

Unified process for adaptive Semantic Web service composition
by: Slabospitskaya, О.A.
Published: (2018)

Model for parallel non-negative sparse extra-large matrix factorization
by: E. M. Nasirov
Published: (2015)

Orthodox Parishes of the Podillia Province (Based on Levies Register of 1560s)
by: V. M. Mykhailovskyi
Published: (2012)

The updated mechanism for levying taxes on personal income: problems and prospects
by: O. O. Nepochatenko, et al.
Published: (2016)

Asymptotic behaviour of the distribution density of some Levy functionals in Rn
by: V. Knopova
Published: (2011)

Inhomogeneous diffusion processes on a half-line with jumps on its boundary
by: R. V. Shevchuk
Published: (2011)

Approximate Maximum Likelihood Estimation for a Two-Threshold Lévy Process: Convergence Assessment and Data Applications
by: Нечипорук, Сергій
Published: (2025)

Exponential and infinitary divisors
by: A. V. Lelechenko
Published: (2016)

Algorithm and tools for constructing canonical forms of linear semi-algebraic formulas
by: M. S. Lvov, et al.
Published: (2018)

Regional unifying processes of Baltic states and Belarus in 1919-1920s
by: I. Strykun
Published: (2011)

Model of queuing system with jump priorities
by: A. Z. Melikov, et al.
Published: (2015)

Determination of jumps in terms of linear operators
by: Sh. Zviadadze
Published: (2015)

Differential equations with small stochastic summands under the Levy approximating conditions
by: I. V. Samoilenko, et al.
Published: (2017)

Penalty method for pricing American-style Asian option with jumps diffusion process
by: M. F. Laham, et al.
Published: (2023)

Pragmatics of the Unified Social Tax
by: O. A. Purdenko
Published: (2017)

On Frobenius' Theta Formula
by: Fiorentino, Alessio, et al.
Published: (2020)

The Ukrainian Formula for Innovation
by: O. F. Morozov
Published: (2014)

The Exponential Map for Hopf Algebras
by: Alhamzi, Ghaliah, et al.
Published: (2022)

Exponential estimates for the maximum scheme
by: K. S. Akbash
Published: (2017)

Impact of wave phase jumps on stochastic heating
by: Zasenko, V.I., et al.
Published: (2017)

Independent infinite Markov particle systems with jumps
by: S. Hiraba
Published: (2012)

Poincare inequality and exponential integrability of the hitting times of a Markov process
by: A. M. Kulik
Published: (2011)

Large deviations for random evolutions with independent increments in a scheme of Levy approximation
by: I. V. Samoilenko
Published: (2015)

The formulas for real and imaginary parts of tails of approximants for branched continued fractions of the special form
by: T. M. Antonova, et al.
Published: (2019)

From LP formulas of the form F(T) to k -&amp;omega;-regular expressions
by: A. N. Chebotarev
Published: (2020)

Unifying potential of modern political myth
by: Yu. Zh. Shaihorodskyi
Published: (2012)

A tabu search approach to the jump number problem
by: Krysztowiak, Przemysław, et al.
Published: (2015)

A tabu search approach to the jump number problem
by: Krysztowiak, P., et al.
Published: (2015)

Pricing foreign exchange option under jump-diffusion
by: E. N. Derieva, et al.
Published: (2015)