On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications
Work
Year: 2018
Type: article
Abstract: As well known, all functionals of a Markov process may be expressed in terms of the generator operator, modulo some analytic work. In the case of spectrally negative Markov processes however, it is co... more
Authors Florin Avram, Xiaowen Zhou
Cites: 44
Cited by: 6
Related to: 10
FWCI: 1.155
Citation percentile (by year/subfield): 58.7
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green