Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes
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Publication:2904873
DOI10.1007/978-3-0348-0021-1_8zbMath1274.60148arXiv0801.0393MaRDI QIDQ2904873
Friedrich Hubalek, E. K. Kyprianou
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
Wiener-Hopf factorization; Mittag-Leffler functions; scale functions; spectrally negative Lévy processes
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