Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873)

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title

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

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Seminar on Stochastic Analysis, Random Fields and Applications VI

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publication date

24 August 2012

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full work available at URL

https://arxiv.org/abs/0801.0393

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zbMATH Keywords

scale functions

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spectrally negative Lévy processes

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Mittag-Leffler functions

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Wiener-Hopf factorization

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

zbMATH Open document ID

1274.60148

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DOI

10.1007/978-3-0348-0021-1_8

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:2904873