Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes

DOI10.1007/978-3-0348-0021-1_8zbMath1274.60148arXiv0801.0393MaRDI QIDQ2904873

E. K. Kyprianou, Friedrich Hubalek

Publication date: 24 August 2012

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.0393

zbMATH Keywords

Wiener-Hopf factorization; Mittag-Leffler functions; scale functions; spectrally negative Lévy processes

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G99: Stochastic processes

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