Votre Lévy Rampe‐T‐IL?

64 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Fluctuations of Lévy Processes with Applications (2014, background): “However, Zhou (2005) makes the important observation, from the point of view of Lévy insurance risk processes, that the penalty function can be expressed in a straightforward way in terms of scale functions.”
The Theory of Scale Functions for Spectrally Negative Lévy Processes (2011, methodology): “nward ladder height process of some spectrally negative L´evy process or equivalently a veriﬁcation method for the Step 2. The following theorem, taken from Hubalek and Kyprianou [48] (see also Vigon [104]), shows how one may identify a spectrally negative Levy process´ X (called the parent process)”
On the Lamperti stable processes (2008, background): “In this case, a result due to Vigon [37] says that XL creeps upwards if and only if the following integral converges,”
Old and New Examples of Scale Functions for Spectrally Negative Levy Processes (2007, methodology): “Moreover, if Υ is the Lévy measure of H then Υ(x,∞) = eΦ(0)x ∫ ∞ x e−Φ(0)uΠ(−∞,−u)du for x > 0, (27) see for example Vigon (2002a).”
Special, conjugate and complete scale functions for spectrally negative Lévy processes (2007, unknown): “x e−Φ(0)uΠ(−∞,−u)du for x > 0, see for example [62].”