Old and new examples of scale functions for spectrally negative Lévy processes.

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationSeminar on Stochastic Analysis, Random Fields and Applications VI
EditorsR Dalang, M Dozzi, F Russo
PublisherSpringer
Pages119-145
Number of pages27
DOIs
Publication statusPublished - 2011

Publication series

NameProgress in Probability
PublisherSpringer

Cite this

Hubalek, F., & Kyprianou, A. E. (2011). Old and new examples of scale functions for spectrally negative Lévy processes. In R. Dalang, M. Dozzi, & F. Russo (Eds.), Seminar on Stochastic Analysis, Random Fields and Applications VI (pp. 119-145). (Progress in Probability). Springer. https://doi.org/10.1007/978-3-0348-0021-1

Old and new examples of scale functions for spectrally negative Lévy processes. / Hubalek, F; Kyprianou, Andreas E.

Seminar on Stochastic Analysis, Random Fields and Applications VI. ed. / R Dalang; M Dozzi; F Russo. Springer, 2011. p. 119-145 (Progress in Probability).

Research output: Chapter in Book/Report/Conference proceedingChapter

Hubalek, F & Kyprianou, AE 2011, Old and new examples of scale functions for spectrally negative Lévy processes. in R Dalang, M Dozzi & F Russo (eds), Seminar on Stochastic Analysis, Random Fields and Applications VI. Progress in Probability, Springer, pp. 119-145. https://doi.org/10.1007/978-3-0348-0021-1
Hubalek F, Kyprianou AE. Old and new examples of scale functions for spectrally negative Lévy processes. In Dalang R, Dozzi M, Russo F, editors, Seminar on Stochastic Analysis, Random Fields and Applications VI. Springer. 2011. p. 119-145. (Progress in Probability). https://doi.org/10.1007/978-3-0348-0021-1
Hubalek, F ; Kyprianou, Andreas E. / Old and new examples of scale functions for spectrally negative Lévy processes. Seminar on Stochastic Analysis, Random Fields and Applications VI. editor / R Dalang ; M Dozzi ; F Russo. Springer, 2011. pp. 119-145 (Progress in Probability).
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