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
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