The unified form of Pollaczek--Khinchine formula for Lévy processes with matrix-exponential negative jumps
For Lévy processes with matrix-exponential negative jumps, the unified form of the Pollaczek-Khinchine formula is established.
math.PR↗
arXiv subjects
Publications and source records attributed to Dmytro Gusak.
For Lévy processes with matrix-exponential negative jumps, the unified form of the Pollaczek-Khinchine formula is established.