On resolvent of the Levy process with matrix-exponential distribution of jumps

Authors

  • E. V. Karnaukh Київ. нац. торг.-екон. ун-т

Abstract

We consider the representations of resolvent for a Levy process whose jumps have a matrix-exponential distribution.

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Published

25.12.2016

Issue

Vol. 68 No. 12 (2016)

Section

Research articles

How to Cite

Karnaukh, E. V. “On Resolvent of the Levy Process With Matrix-Exponential Distribution of Jumps”. Ukrains’kyi Matematychnyi Zhurnal, vol. 68, no. 12, Dec. 2016, pp. 1629-40, https://umj.imath.kiev.ua/index.php/umj/article/view/1949.