39 citations · 197 across the 34 of their papers we have counts for
Showing 2009Show all
3 papers · 1 filter
math.PR2009★ 39 cited
Some applications of duality for Lévy processes in a half-line
Jean Bertoin, Mladen Savov
The central result of this paper is an analytic duality relation for real-valued Lévy processes killed upon exiting a half-line. By Nagasawa's theorem, this yields a remarkable tim…
math.PR2009★ 3 cited
Right inverses of Lévy processes
Ron Doney, Mladen Savov
We call a right-continuous increasing process a partial right inverse (PRI) of a given Lévy process if for at least all in some random interval of…
math.PR2009★ 6 cited
Smoothness of scale functions for spectrally negative Levy processes
Terence Chan, Andreas Kyprianou, Mladen Savov
Scale functions play a central role in the fluctuation theory of spectrally negative Lévy processes and often appear in the context of martingale relations. These relations are oft…