Matrix representations of Wiener–Hopf factorisations for Lévy processes
Year: 2025
Type: article
Source: Journal of Applied Probability
DOI: 10.1017/jpr.2024.112
Authors: Søren Asmussen, Mogens Bladt
Institutions: Aarhus University, University of Copenhagen
Language: English
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W4413135997