The theory of scale functions for spectrally negative Lévy processes (Q3143840)
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scientific article; zbMATH DE number 6112604
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| English | The theory of scale functions for spectrally negative Lévy processes |
scientific article; zbMATH DE number 6112604 |
Statements
The Theory of Scale Functions for Spectrally Negative Lévy Processes (English)
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4 December 2012
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excursion theory
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first passage problem
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fluctuation theory
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Laplace transform
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scale functions
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spectrally negative Lévy process
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0.895279049873352
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0.8808655142784119
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0.8695558905601501
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0.8612753748893738
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0.8482919335365295
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