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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 | |
| Aparece en las colecciones: | Reportes Técnicos - Probabilidad y Estadística |
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| Fichero | Tamaño | Formato | |
|---|---|---|---|
| I-08-01.pdf | 687.12 kB | Adobe PDF | Visualizar/Abrir |