On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps
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Publication:432503
DOI10.1016/j.spa.2012.04.014zbMath1246.60072arXiv1108.3008MaRDI QIDQ432503
Publication date: 4 July 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1108.3008
Wiener-Hopf factorization; Lévy process; scale function; distribution of the supremum; entire functions of Cartwright class; spectrally-negative processes
60G51: Processes with independent increments; Lévy processes