On the Resolvent of the Lévy Process with Matrix-Exponential Distribution of Jumps

On the Resolvent of the Lévy Process with Matrix-Exponential Distribution of Jumps

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

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Veröffentlicht in:Ukrainian mathematical journal 2017-05, Vol.68 (12), p.1884-1899
1. Verfasser: Karnaukh, E. V.
Format: Artikel
Sprache:eng
Schlagworte:
Algebra
Analysis
Applications of Mathematics
Geometry
Mathematics
Mathematics and Statistics
Probability distribution functions
Statistics
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Beschreibung
Zusammenfassung:We consider the representations of resolvent for a Lévy process whose jumps have a matrix-exponential distribution.
ISSN:0041-5995
1573-9376
DOI:10.1007/s11253-017-1336-4