The Whittaker Convolution

• Tipo: Capítulo ou Parte de Livro
• Data: 2022

Autores

Sousa, R (Autor) Outra; Guerra, M (Autor) Outra; Yakubovich, SB (Autor) FCUP

Indexação

Scopus

Outras Informações

ID Authenticus: P-00X-137

DOI: 10.1007/978-3-031-05296-5_3

Abstract (EN): The goal of this chapter is to construct a generalized convolution for the one-dimensional diffusion process known as the Shiryaev process. The properties of this convolution-like operator will allow us to interpret the Shiryaev process as a Lévy-like process, thereby providing a positive answer to the general question formulated in the Introduction. © 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.

Idioma: Inglês

Tipo (Avaliação Docente): Científica