Complete monotonicity of time-changed Lévy processes at first passage

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Complete monotonicity of time-changed Lévy processes at first passage

Vidmar, Matija, 1988-

Obravnavamo razred (morda ubitih) spektralno pozitivnih Lévyjevih procesov, ki so bili časovno-spremenjeni preko inverza integralnega funkcionala. Znotraj tega razreda karakteriziramo družino tistih ... procesov, ki ima sledečo lastnost: kot funkcija začetne vrednosti so Laplaceove transformiranke časov prvih prehodov navzdol polno monotone. Široka (gosta, v nekem smislu) poddružina te družine dopusti zaprte izraze za rečene Laplaceove transformiranke.

Source: Statistics & probability letters. - ISSN 0167-7152 (Vol. 193, Feb. 2023, art. 109710 (9 str.))

Type of material - article, component part ; adult, serious

Publish date - 2023

Language - english

COBISS.SI-ID - 127643395

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https://www.sciencedirect.com/science/article/pii/S0167715222002231
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Author
Vidmar, Matija, 1988-

Author	Vidmar, Matija, 1988-
Title	Complete monotonicity of time-changed Lévy processes at first passage
Publication date	2022-10-14
COBISS.SI-ID	127643395
Publication version in repository	Publisher's version
Publication licence	Creative Commons Attribution 4.0 International
Embargo	Immediate publication for public

Project(s) from which the publication was funded

Title	Acronym	Project ID	Funder
Časi prvih prehodov eno-stranskih procesov Markova		N1-0174-2021	Javna agencija za znanstvenoraziskovalno in inovacijsko dejavnost Republike Slovenije

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https://www.sciencedirect.com/science/article/pii/S0167715222002231
https://repozitorij.uni-lj.si/IzpisGradiva.php?id=143808

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source: Statistics & probability letters. - ISSN 0167-7152 (Vol. 193, Feb. 2023, art. 109710 (9 str.))

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Links to authors' personal bibliographies	Links to information on researchers in the SICRIS system
Vidmar, Matija, 1988-	37670

Source: Personal bibliographies and: SICRIS

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