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http://cimat.repositorioinstitucional.mx/jspui/handle/1008/952| Special, conjugate and complete scale functions for spectrally negative Lévy processes | |
| VICTOR MANUEL RIVERO MERCADO | |
| Acceso Abierto | |
| Atribución-NoComercial-CompartirIgual | |
| Procesos de Levy | |
| Following recent developments in Hubalek and Kyprianou [28] the objective of this paper is to provide further methods for constructing new families of scale functions for spectrally negative Lévy processes which are completely explicit. This will follow as a consequence of an observation 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 delivers still more explicit examples than those listed here. | |
| EUDML | |
| 2008 | |
| Artículo | |
| Inglés | |
| Investigadores | |
| PROCESOS ESTOCÁSTICOS | |
| Versión publicada | |
| publishedVersion - Versión publicada | |
| Aparece en las colecciones: | Probababilidad Y Estadística |
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| Fichero | Tamaño | Formato | |
|---|---|---|---|
| VRivero.pdf | 292.73 kB | Adobe PDF | Visualizar/Abrir |