Fluctuaction Theory of Positive Self-Similar Markov and Levy

Project: Research council

StatusFinished
Effective start/end date1/04/08 → 30/06/08

Funding

  • The Royal Society
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Research Output

Exact and asymptotic n-tuple laws at first and last passage

Research output: Contribution to journal › Article

Convexity and smoothness of scale functions and de Finetti's control problem

Research output: Contribution to journal › Article

Special, conjugate and complete scale functions for spectrally negative Lévy processes

Research output: Contribution to journal › Article

The theory of scale functions for spectrally negative lévy processes

Research output: Chapter in Book/Report/Conference proceeding › Other chapter contribution

Fluctuation theory and exit systems for positiveself-similar Markov processes

Research output: Contribution to journal › Article