FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2013268232> ?p ?o ?g. }

• W2013268232 endingPage "729" @default.
• W2013268232 startingPage "695" @default.
• W2013268232 abstract "Let {D(s), s ≥ 0} be a non-decreasing Lévy process. The first-hitting time process {E(t), t ≥ 0} (which is sometimes referred to as an inverse subordinator) defined by $E(t) = inf {s: D(s) > t }$ is a process which has arisen in many applications. Of particular interest is the mean first-hitting time $U(t)=mathbb{E}E(t)$ . This function characterizes all finite-dimensional distributions of the process E. The function U can be calculated by inverting the Laplace transform of the function $widetilde{U}(lambda) = (lambda phi(lambda))^{-1}$ , where ϕ is the Lévy exponent of the subordinator D. In this paper, we give two methods for computing numerically the inverse of this Laplace transform. The first is based on the Bromwich integral and the second is based on the Post-Widder inversion formula. The software written to support this work is available from the authors and we illustrate its use at the end of the paper." @default.
• W2013268232 created "2016-06-24" @default.
• W2013268232 creator A5036141697 @default.
• W2013268232 creator A5043998799 @default.
• W2013268232 date "2009-10-10" @default.
• W2013268232 modified "2023-09-26" @default.
• W2013268232 title "Numerical Computation of First-Passage Times of Increasing Lévy Processes" @default.
• W2013268232 cites W1488031329 @default.
• W2013268232 cites W1591798773 @default.
• W2013268232 cites W1963638692 @default.
• W2013268232 cites W1968759608 @default.
• W2013268232 cites W1974856582 @default.
• W2013268232 cites W1975419935 @default.
• W2013268232 cites W1992739651 @default.
• W2013268232 cites W1997050292 @default.
• W2013268232 cites W2002951683 @default.
• W2013268232 cites W2016600945 @default.
• W2013268232 cites W2033274055 @default.
• W2013268232 cites W2058126087 @default.
• W2013268232 cites W2065581705 @default.
• W2013268232 cites W2070537809 @default.
• W2013268232 cites W2079491906 @default.
• W2013268232 cites W2108823069 @default.
• W2013268232 cites W2120534562 @default.
• W2013268232 cites W2130577671 @default.
• W2013268232 cites W2159596543 @default.
• W2013268232 cites W2185687637 @default.
• W2013268232 cites W4234858429 @default.
• W2013268232 cites W4235708440 @default.
• W2013268232 cites W4248508768 @default.
• W2013268232 doi "https://doi.org/10.1007/s11009-009-9158-y" @default.
• W2013268232 hasPublicationYear "2009" @default.
• W2013268232 type Work @default.
• W2013268232 sameAs 2013268232 @default.
• W2013268232 citedByCount "32" @default.
• W2013268232 countsByYear W20132682322012 @default.
• W2013268232 countsByYear W20132682322013 @default.
• W2013268232 countsByYear W20132682322014 @default.
• W2013268232 countsByYear W20132682322015 @default.
• W2013268232 countsByYear W20132682322016 @default.
• W2013268232 countsByYear W20132682322017 @default.
• W2013268232 countsByYear W20132682322018 @default.
• W2013268232 countsByYear W20132682322019 @default.
• W2013268232 countsByYear W20132682322020 @default.
• W2013268232 countsByYear W20132682322021 @default.
• W2013268232 countsByYear W20132682322023 @default.
• W2013268232 crossrefType "journal-article" @default.
• W2013268232 hasAuthorship W2013268232A5036141697 @default.
• W2013268232 hasAuthorship W2013268232A5043998799 @default.
• W2013268232 hasBestOaLocation W20132682322 @default.
• W2013268232 hasConcept C102519508 @default.
• W2013268232 hasConcept C10288518 @default.
• W2013268232 hasConcept C109007969 @default.
• W2013268232 hasConcept C11413529 @default.
• W2013268232 hasConcept C114614502 @default.
• W2013268232 hasConcept C118615104 @default.
• W2013268232 hasConcept C120665830 @default.
• W2013268232 hasConcept C121332964 @default.
• W2013268232 hasConcept C134306372 @default.
• W2013268232 hasConcept C138885662 @default.
• W2013268232 hasConcept C14036430 @default.
• W2013268232 hasConcept C151730666 @default.
• W2013268232 hasConcept C1893757 @default.
• W2013268232 hasConcept C199874217 @default.
• W2013268232 hasConcept C203024314 @default.
• W2013268232 hasConcept C207467116 @default.
• W2013268232 hasConcept C2524010 @default.
• W2013268232 hasConcept C2778113609 @default.
• W2013268232 hasConcept C2780388253 @default.
• W2013268232 hasConcept C2781362121 @default.
• W2013268232 hasConcept C28826006 @default.
• W2013268232 hasConcept C33923547 @default.
• W2013268232 hasConcept C41895202 @default.
• W2013268232 hasConcept C45374587 @default.
• W2013268232 hasConcept C60455284 @default.
• W2013268232 hasConcept C76563020 @default.
• W2013268232 hasConcept C78458016 @default.
• W2013268232 hasConcept C86803240 @default.
• W2013268232 hasConcept C88757350 @default.
• W2013268232 hasConcept C97937538 @default.
• W2013268232 hasConceptScore W2013268232C102519508 @default.
• W2013268232 hasConceptScore W2013268232C10288518 @default.
• W2013268232 hasConceptScore W2013268232C109007969 @default.
• W2013268232 hasConceptScore W2013268232C11413529 @default.
• W2013268232 hasConceptScore W2013268232C114614502 @default.
• W2013268232 hasConceptScore W2013268232C118615104 @default.
• W2013268232 hasConceptScore W2013268232C120665830 @default.
• W2013268232 hasConceptScore W2013268232C121332964 @default.
• W2013268232 hasConceptScore W2013268232C134306372 @default.
• W2013268232 hasConceptScore W2013268232C138885662 @default.
• W2013268232 hasConceptScore W2013268232C14036430 @default.
• W2013268232 hasConceptScore W2013268232C151730666 @default.
• W2013268232 hasConceptScore W2013268232C1893757 @default.
• W2013268232 hasConceptScore W2013268232C199874217 @default.
• W2013268232 hasConceptScore W2013268232C203024314 @default.
• W2013268232 hasConceptScore W2013268232C207467116 @default.
• W2013268232 hasConceptScore W2013268232C2524010 @default.
• W2013268232 hasConceptScore W2013268232C2778113609 @default.

• next