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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).
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