Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren The \(W, Z\) scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems. (English) Zbl 1461.60028 ESAIM, Probab. Stat. 24, 454-525 (2020). MSC: 60G51 60G40 60J45 PDFBibTeX XMLCite \textit{F. Avram} et al., ESAIM, Probab. Stat. 24, 454--525 (2020; Zbl 1461.60028) Full Text: DOI arXiv
Avram, Florin; Zhou, Xiaowen On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. (English) Zbl 1382.60071 Theory Probab. Math. Stat. 95, 17-40 (2017) and Teor. Jmovirn. Mat. Stat. 95, 14-36 (2016). MSC: 60G51 60K30 60J75 PDFBibTeX XMLCite \textit{F. Avram} and \textit{X. Zhou}, Theory Probab. Math. Stat. 95, 17--40 (2017; Zbl 1382.60071) Full Text: DOI arXiv