Chazal, Marie; Kyprianou, Andreas E.; Patie, Pierre A transformation for spectrally negative Lévy processes and applications. (English) Zbl 1496.60046 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 157-180 (2021). MSC: 60G51 60E10 PDFBibTeX XMLCite \textit{M. Chazal} et al., Prog. Probab. 78, 157--180 (2021; Zbl 1496.60046) Full Text: DOI
Kyprianou, Andreas E.; Ott, Curdin Spectrally negative Lévy processes perturbed by functionals of their running supremum. (English) Zbl 1260.60094 J. Appl. Probab. 49, No. 4, 1005-1014 (2012). MSC: 60G51 60K05 60K15 91B30 PDFBibTeX XMLCite \textit{A. E. Kyprianou} and \textit{C. Ott}, J. Appl. Probab. 49, No. 4, 1005--1014 (2012; Zbl 1260.60094) Full Text: DOI arXiv Euclid
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
Kyprianou, A. E.; Patie, P. A Ciesielski-Taylor type identity for positive self-similar Markov processes. (English. French summary) Zbl 1231.60031 Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 3, 917-928 (2011). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60G18 60G51 60G52 PDFBibTeX XMLCite \textit{A. E. Kyprianou} and \textit{P. Patie}, Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 3, 917--928 (2011; Zbl 1231.60031) Full Text: DOI arXiv EuDML