4 citations · 4 across the 2 of their papers we have counts for
2 papers
math.PR2008★ 4 cited
Convexity and smoothness of scale functions and de Finetti's control problem
A. E. Kyprianou, V. Rivero, R. Song
Under appropriate conditions, we obtain smoothness and convexity properties of -scale functions for spectrally negative Lévy processes. Our method appeals directly to very recen…
math.PR2007
Boundary Harnack Principle for Subordinate Brownian Motions
Panki Kim, Renming Song, Zoran Vondracek
We establish a boundary Harnack principle for a large class of subordinate Brownian motion, including mixtures of symmetric stable processes, in bounded -fat open set (disconnec…