Special, conjugate and complete scale functions for spectrally negative Lev́y processes.

Kyprianou, Andreas E., and Rivero, Victor. "Special, conjugate and complete scale functions for spectrally negative Lev́y processes.." Electronic Journal of Probability [electronic only] 13 (2008): 1672-1701. <http://eudml.org/doc/230675>.

@article{Kyprianou2008,
author = {Kyprianou, Andreas E., Rivero, Victor},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {potential theory for subordinators; scale functions; special subordinators; spectrally negative Lev́y processes; spectrally negative Lévy processes},
language = {eng},
pages = {1672-1701},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Special, conjugate and complete scale functions for spectrally negative Lev́y processes.},
url = {http://eudml.org/doc/230675},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Kyprianou, Andreas E.
AU - Rivero, Victor
TI - Special, conjugate and complete scale functions for spectrally negative Lev́y processes.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 1672
EP - 1701
LA - eng
KW - potential theory for subordinators; scale functions; special subordinators; spectrally negative Lev́y processes; spectrally negative Lévy processes
UR - http://eudml.org/doc/230675
ER -