The Whittaker Convolution

• Type: Chapter or Part of a Book
• Date: 2022

Authors

Sousa, R (Author) Other; Guerra, M (Author) Other; Yakubovich, SB (Author) FCUP

Indexing

Scopus

Other information

Authenticus ID: 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.

Language: English

Type (Professor's evaluation): Scientific