On q-scale functions of spectrally negative Lévy processes

DOI10.1017/apr.2022.10zbMath1527.60034arXiv2109.09359OpenAlexW3199193247WikidataQ113858383 ScholiaQ113858383MaRDI QIDQ6043460

Unnamed Author, Anita Behme, Rene L. Schilling

Publication date: 5 May 2023

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.09359

zbMATH Keywords

Laplace transformsmoothnessseries expansionsBernstein functionsVolterra equationsspectrally one-sided Lévy processes\(q\)-scale functionsDoney's conjecture

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45) Actuarial mathematics (91G05)

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