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20092019
most citedThe scale functions kit for first passage problems of spectrally negative Levy processes, and applications to the optimization of dividends

25 citations · 35 across the 10 of their papers we have counts for

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math.PR2009★ 7 cited

Results on the Supremum of Fractional Brownian Motion

Ceren Vardar

We show that the distribution of the square of the supremum of reflected fractional Brownian motion up to time a, with Hurst parameter-H greater than 1/2, is related to the distrib…