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Research Output 1996 2019

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2013
76 Citations (Scopus)
50 Downloads (Pure)

The theory of scale functions for spectrally negative lévy processes

Kuznetsov, A., Kyprianou, A. E. & Rivero, V., 2013, Lévy Matters II: Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions. Berlin: Springer, p. 97-186 90 p. (Lecture Notes in Mathematics; vol. 2061).

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Scale Function
Lévy Process
Excursion Theory
Fluctuations (theory)
Infinitely Divisible Distribution