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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
Foss, Sergey G.; Puhalskii, Anatolii A. On the limit law of a random walk conditioned to reach a high level. (English) Zbl 1225.60076 Stochastic Processes Appl. 121, No. 2, 288-313 (2011). MSC: 60G50 60F05 PDFBibTeX XMLCite \textit{S. G. Foss} and \textit{A. A. Puhalskii}, Stochastic Processes Appl. 121, No. 2, 288--313 (2011; Zbl 1225.60076) Full Text: DOI arXiv