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

We consider the representations of resolvent for a Levy process whose jumps have a matrix-exponential distribution.

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Bibliographic Details
Date:2016
Main Authors: Karnaukh, E. V., Карнаух, Є. В.
Format: Article
Language:Ukrainian
Published: Institute of Mathematics, NAS of Ukraine 2016
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/1949
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal