On the Wiener–Hopf factorization for Lévy processes with bounded positive jumps
Year of publication: |
2012
|
---|---|
Authors: | Kuznetsov, A. ; Peng, X. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 7, p. 2610-2638
|
Publisher: |
Elsevier |
Subject: | Lévy process | Wiener–Hopf factorization | Entire functions of Cartwright class | Distribution of the supremum | Spectrally-negative processes | Scale function |
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