Special, conjugate and complete scale functions for spectrally negative Levy processes (2008)

First Author: Kyprianou A. E.
Attributed to:  L\'evy processes optimal stopping problems and stochastic games funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Type: Journal Article/Review

Volume: 13

Parent Publication: ELECTRONIC JOURNAL OF PROBABILITY

ISSN: 1083-6489