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Smoothness of scale functions for spectrally negative Lévy processes (2010)

First Author: Chan T

Attributed to: Analytical properties of scale functions funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s00440-010-0289-4

Publication URI: http://dx.doi.org/10.1007/s00440-010-0289-4

Type: Journal Article/Review

Parent Publication: Probability Theory and Related Fields

Issue: 3-4