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

F Hubalek; Andreas E Kyprianou

doi:10.1007/978-3-0348-0021-1

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

F Hubalek, Andreas E Kyprianou

Research output: Chapter or section in a book/report/conference proceeding › Book chapter

43 Citations (SciVal)

Original language	English
Title of host publication	Seminar on Stochastic Analysis, Random Fields and Applications VI
Editors	R Dalang, M Dozzi, F Russo
Publisher	Springer
Pages	119-145
Number of pages	27
DOIs	https://doi.org/10.1007/978-3-0348-0021-1
Publication status	Published - 2011

Publication series

Name	Progress in Probability
Publisher	Springer

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10.1007/978-3-0348-0021-1

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title = "Old and new examples of scale functions for spectrally negative L{\'e}vy processes.",

author = "F Hubalek and Kyprianou, \{Andreas E\}",

year = "2011",

doi = "10.1007/978-3-0348-0021-1",

language = "English",

series = "Progress in Probability",

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AU - Hubalek, F

AU - Kyprianou, Andreas E

PY - 2011

Y1 - 2011

UR - http://dx.doi.org/10.1007/978-3-0348-0021-1

UR - https://www.scopus.com/pages/publications/85082445861

U2 - 10.1007/978-3-0348-0021-1

DO - 10.1007/978-3-0348-0021-1

M3 - Book chapter

T3 - Progress in Probability

SP - 119

EP - 145

BT - Seminar on Stochastic Analysis, Random Fields and Applications VI

A2 - Dalang, R

A2 - Dozzi, M

A2 - Russo, F

PB - Springer

ER -

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

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ANALYTICAL PROPERTIES OF SCALE FUNCTIONS

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

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ANALYTICAL PROPERTIES OF SCALE FUNCTIONS

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