搜索结果: 1-1 共查到“代数学其他学科 Jumps”相关记录1条 . 查询时间(0.046 秒)
On the distribution of exponential functionals for Levy processes with jumps of rational transform
exponential functionals Levy processes rational transform
2010/11/22
We derive explicit formulas for the Mellin transform and the distribution of the exponential functional for Levy processes with rational Laplace exponent. This extends recent results by Cai and Kou o...