EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Entire functions of Cartwright class"
Narrow search

Narrow search

Year of publication
Subject
All
Distribution of the supremum 1 Entire functions of Cartwright class 1 Lévy process 1 Scale function 1 Spectrally-negative processes 1 Wiener–Hopf factorization 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Kuznetsov, A. 1 Peng, X. 1
Published in...
All
Stochastic Processes and their Applications 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
On the Wiener–Hopf factorization for Lévy processes with bounded positive jumps
Kuznetsov, A.; Peng, X. - In: Stochastic Processes and their Applications 122 (2012) 7, pp. 2610-2638
We study the Wiener–Hopf factorization for Lévy processes with bounded positive jumps and arbitrary negative jumps. We prove that the positive Wiener–Hopf factor can be expressed as an infinite product involving solutions to the equation ψ(z)=q, where ψ is the Laplace exponent. Under...
Persistent link: https://www.econbiz.de/10011065024
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...