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20132026
most citedThe scale functions kit for first passage problems of spectrally negative Levy processes, and applications to the optimization of dividends

25 citations · 87 across the 17 of their papers we have counts for

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math.PR2018

The multifaceted behavior of integrated supOU processes: The infinite variance case

Danijel Grahovac, Nikolai N. Leonenko, Murad S. Taqqu

The so-called "supOU" processes, namely the superpositions of Ornstein-Uhlenbeck type processes are stationary processes for which one can specify separately the marginal distribut…