On the Riemann-Hilbert factorization problem for positive definite functions

被引：1

作者：

Kucerovsky, Dan ^{[1
]}

Najafabadi, Amir T. P. ^{[2
]}

Sarraf, Aydin ^{[1
]}

机构：

[1] Univ New Brunswick, Dept Math, Fredericton, NB E3B 5A3, Canada

[2] Shahid Beheshti Univ, Dept Math Sci, Tehran 1983963113, Iran

来源：

POSITIVITY | 2016年 / 20卷 / 03期

关键词：

Riemann-Hilbert problem; Positive definite function; Characteristic function; Levy process; DISTRIBUTIONS; INTEGRALS;

D O I：

10.1007/s11117-015-0384-y

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We give several general theorems concerning positive definite solutions of Riemann-Hilbert problems on the real line. Furthermore, as an example, we apply our theory to the characteristic function of a class of L,vy processes and we find the distribution of their extrema at a given stopping time.

引用

页码：743 / 754

页数：12

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