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arXiv · 1310.7125

The unified form of Pollaczek--Khinchine formula for Lévy processes with matrix-exponential negative jumps

Dmytro Gusak·Ievgen Karnaukh
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Abstract

For Lévy processes with matrix-exponential negative jumps, the unified form of the Pollaczek-Khinchine formula is established.

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BibTeXRIS

Dmytro Gusak, Ievgen Karnaukh. 2013-10-26. The unified form of Pollaczek--Khinchine formula for Lévy processes with matrix-exponential negative jumps. https://arxiv.org/abs/1310.7125

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