Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps With Rational Transforms

Journal of Applied Probability - United Kingdom
doi 10.1239/jap/1208358956
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Cambridge University Press (CUP)

Related search

Exit Problems for Jump Processes Having Double-Sided Jumps With Rational Laplace Transforms

Abstract and Applied Analysis
Applied MathematicsAnalysis
2014English

Asymptotic Factorization in Nondissipative Wiener-Hopf Problems

Indiana University Mathematics Journal
Mathematics
1967English

Stability Analysis of Matrix Wiener–Hopf Factorization of Daniele–Khrapkov Class and Reliable Approximate Factorization

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
MathematicsEngineeringAstronomyPhysics
2015English

On Bessel Transforms of Multimodal Increasing Lévy Processes

Japanese Journal of Mathematics
Mathematics
1999English

A Note on Polynomial Diagonalization and Wiener Hopf Factorization of 2 × 2 Matrices

ZAMM Zeitschrift für Angewandte Mathematik und Mechanik
Computational MechanicsApplied Mathematics
1992English

On Wiener-Hopf Determinants

1989English

The First Passage Problem for Generalized Ornstein-Uhlenbeck Processes With Non-Positive Jumps

Lecture Notes in Mathematics
Number TheoryAlgebra
1985English

First Passage Times for Markov Additive Processes With Positive Jumps of Phase Type

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2008English

Matrix Wiener–Hopf–Hilbert Factorisation

SIAM Journal on Applied Mathematics
Applied Mathematics
1986English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy