Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor The theory of scale functions for spectrally negative Lévy processes. (English) Zbl 1261.60047 Cohen, Serge (ed.) et al., Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions. Berlin: Springer (ISBN 978-3-642-31406-3/pbk; 978-3-642-31407-0/ebook). Lecture Notes in Mathematics 2061. Lévy Matters, 97-186 (2012). Reviewer: Mathias Trabs (Berlin) MSC: 60G51 60G40 60J45 91B70 PDFBibTeX XMLCite \textit{A. Kuznetsov} et al., Lect. Notes Math. 2061, 97--186 (2012; Zbl 1261.60047) Full Text: DOI arXiv
Kuznetsov, A.; Peng, X. On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps. (English) Zbl 1246.60072 Stochastic Processes Appl. 122, No. 7, 2610-2638 (2012). MSC: 60G51 PDFBibTeX XMLCite \textit{A. Kuznetsov} and \textit{X. Peng}, Stochastic Processes Appl. 122, No. 7, 2610--2638 (2012; Zbl 1246.60072) Full Text: DOI arXiv