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Abstract: Following from recent developments by Hubalek and Kyprianou, the objective ofthis paper is to provide further methods for constructing new families of scalefunctions for spectrally negative L\-evy processes which are completelyexplicit. This is the result of an observation in the aforementioned paperwhich permits feeding the theory of Bernstein functions directly into theWiener-Hopf factorization for spectrally negative L\-evy processes. Many new,concrete examples of scale functions are offered although the methodology inprinciple delivers still more explicit examples than those listed.



Author: Andreas E. Kyprianou, Ví ctor Rivero

Source: https://arxiv.org/







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