most citedGeneralized scale functions for spectrally negative Lévy processes

2 citations · 2 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2023

Ray-Knight Theorems for Spectrally Negative Lévy Processes

Jesús Contreras, Víctor Rivero

In this paper, we study the law of the local time processes associated to a spectrally negative Lévy process , in the cases , the first pas…

math.PR2022★ 2 cited

Generalized scale functions for spectrally negative Lévy processes

Jesús Contreras, Victor Rivero

For a spectrally negative Lévy process, scale functions appear in the solution of two-sided exit problems, and in particular in relation with the Laplace transform of the first tim…