Please use this identifier to cite or link to this item: http://cimat.repositorioinstitucional.mx/jspui/handle/1008/615
Special, Conjugate and Complete Scale Functions for Spectrally Negative Lévy Processes
VICTOR MANUEL RIVERO MERCADO
Acceso Abierto
Atribución-NoComercial
Procesos de Levy
Following from recent developments in Hubalek and Kyprianou [30] the objective of this paper is to provide further methods for construct- ing new families of scale functions for spectrally negative Lévy pro- cesses which are completely explicit. This is the result of an obser- vation in the aforementioned paper which permits feeding the theory of Bernstein functions directly into the Wiener-Hopf factorization for spectrally negative Lévy processes. Many new, concrete examples of scale functions are offered although the methodology in principle de- livers still more explicit examples than those listed.
Centro de Investigación en Matemáticas AC
10-01-2008
Reporte
Inglés
Investigadores
PROCESOS DE MARKOV
Versión publicada
publishedVersion - Versión publicada
Appears in Collections:Reportes Técnicos - Probabilidad y Estadística

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