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 |
Upload archives
File | Size | Format | |
---|---|---|---|
I-08-01.pdf | 687.12 kB | Adobe PDF | View/Open |