Old and new examples of scale functions for spectrally negative Levy processes

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dc.creatorHubalek, F.
dc.creatorKyprianou, A. E.
dc.date2007-12-29
dc.date2008-07-04
dc.date.accessioned2026-07-07T09:48:07Z
dc.date.available2026-07-07T09:48:07Z
dc.descriptionWe give a review of the state of the art with regard to the theory of scale functions for spectrally negative Levy processes. From this we introduce a general method for generating new families of scale functions. Using this method we introduce a new family of scale functions belonging to the Gaussian Tempered Stable Convolution (GTSC) class. We give particular emphasis to special cases as well as cross-referencing their analytical behaviour against known general considerations.
dc.identifierhttps://arxiv.org/abs/0801.0393
dc.identifierhttp://arxiv.org/abs/0801.0393
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/164098
dc.subjectProbability
dc.titleOld and new examples of scale functions for spectrally negative Levy processes
dc.typetext

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