The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps / Gusak, D., Karnaukh, Ie. (2012)
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web address of the page http://jnas.nbuv.gov.ua/article/UJRN-0000728788
  Theory of Stochastic Processes     А - 2018  /     Issue (2012, Vol. 18, № 2)

Gusak D., Karnaukh Ie.
The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps

Cite:
Gusak, D., Karnaukh, Ie. (2012). The unified form of Pollaczek-Khinchine formula for Levy processes with matrix-exponential negative jumps. Theory of Stochastic Processes , 18 (2), 15-23. http://jnas.nbuv.gov.ua/article/UJRN-0000728788

 

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