Distribution of some functionals for a Levy process with matrix-exponential jumps of the same sign / Karnaukh, Ie. V. (2014)
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web address of the page http://jnas.nbuv.gov.ua/article/UJRN-0000728823
  Theory of Stochastic Processes     А - 2018  /     Issue (2014, Vol. 19, № 1)

Karnaukh Ie. V.
Distribution of some functionals for a Levy process with matrix-exponential jumps of the same sign

Cite:
Karnaukh, Ie. V. (2014). Distribution of some functionals for a Levy process with matrix-exponential jumps of the same sign. Theory of Stochastic Processes , 19 (1), 26-36. http://jnas.nbuv.gov.ua/article/UJRN-0000728823

 

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