A note on -balayages of matrix-exponential Lev́y processes.
Sheu, Yuan-Chung; Chen, Yu-Ting
Electronic Communications in Probability [electronic only] (2009)
- Volume: 14, page 165-175
- ISSN: 1083-589X
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topSheu, Yuan-Chung, and Chen, Yu-Ting. "A note on -balayages of matrix-exponential Lev́y processes.." Electronic Communications in Probability [electronic only] 14 (2009): 165-175. <http://eudml.org/doc/233596>.
@article{Sheu2009,
author = {Sheu, Yuan-Chung, Chen, Yu-Ting},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Lev́y process; matrix-exponential distribution; first exit; balayage; ruin theory; Lévy process},
language = {eng},
pages = {165-175},
publisher = {University of Washington},
title = {A note on -balayages of matrix-exponential Lev́y processes.},
url = {http://eudml.org/doc/233596},
volume = {14},
year = {2009},
}
TY - JOUR
AU - Sheu, Yuan-Chung
AU - Chen, Yu-Ting
TI - A note on -balayages of matrix-exponential Lev́y processes.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 165
EP - 175
LA - eng
KW - Lev́y process; matrix-exponential distribution; first exit; balayage; ruin theory; Lévy process
UR - http://eudml.org/doc/233596
ER -
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