7 citations · 11 across the 5 of their papers we have counts for
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math.PR2010★ 7 cited
Meromorphic Levy processes and their fluctuation identities
Alexey Kuznetsov, Andreas E. Kyprianou, Juan Carlos Pardo
The last couple of years has seen a remarkable number of new, explicit examples of the Wiener-Hopf factorization for Levy processes where previously there had been very few. We men…
math.PR2010★ 1 cited
Series representations and asymptotic expansions for the density of the supremum of a stable process
Alexey Kuznetsov
We derive explicit asymptotic expansions of the density of the supremum of a strictly stable process when the index is not rational. In the case when parameters and $ρ=\p(X…