Lévy Processes, Phase-Type Distributions, and Martingales-Reference-Cited by-同舟云学术

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Lévy Processes, Phase-Type Distributions, and Martingales

Published:2014-10-02 Issue:4 Volume:30 Page:443-468
ISSN:1532-6349
Container-title:Stochastic Models
language:en
Short-container-title:Stochastic Models

Author:

Asmussen Søren

Publisher

Informa UK Limited

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/15326349.2014.958424

Reference58 articles.

1. Numerical Inversion of Laplace Transforms of Probability Distributions

2. Lévy Processes and Stochastic Calculus

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