Research output per year
Research output per year
Project Details
| Status | Finished |
|---|---|
| Effective start/end date | 1/04/08 → 30/06/08 |
Funding
- The Royal Society
Fingerprint
Explore the research topics touched on by this project. These labels are generated based on the underlying awards/grants. Together they form a unique fingerprint.
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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).Research output: Chapter or section in a book/report/conference proceeding › Other chapter contribution
Open AccessFile159 Citations (SciVal)236 Downloads (Pure) -
Fluctuation theory and exit systems for positiveself-similar Markov processes
Chaumont, L., Kyprianou, A. E., Pardo, J.-C. & Rivero, V., Jan 2012, In: Annals of Probability. 40, 1, p. 245-279 35 p.Research output: Contribution to journal › Article › peer-review
File25 Citations (SciVal)174 Downloads (Pure) -
Convexity and smoothness of scale functions and de Finetti's control problem
Kyprianou, A. E., Rivero, V. & Song, R. M., Jun 2010, In: Journal of Theoretical Probability. 23, 2, p. 547-564 18 p.Research output: Contribution to journal › Article › peer-review
31 Citations (SciVal)