The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off


  1. F. Avram, A.E. Kyprianou and M.R. Pistorius. Exit problems for spectrally negative Leevy processes and applications to (Canadized) Russian options. Annals of Applied Probability, 2005. Math. Review 2005c:60053
  2. J. Bertoin. Levy Processes. Cambridge Tracts in Mathematics 121 (1998) Math. Review 98e:60117
  3. S.K. Chiu and C. Yin. Passage times for a spectrally negative Levy process with applications to risk theory. to appear in Bernouilli. Math. Review number not available.
  4. T. Chan, E.A. Kyprianou and M. Savov. Smoothness of Scale Functions for Spectrally negative Levy Processes to appear in Probability Theory and Related Fields. Math. Review number not available.
  5. R. Doney and M. Savov. Right-inverses of Levy Processes. Annals of Probability 4 (2010), 1390-1400. Math. Review number not available.
  6. K. van Harn and F.W. Steutel. Stationarity of delayed subordinators. Stoch. Models. 17 (2001), 369-374 Math. Review 2002g:60050
  7. H. Kesten. Hitting probabilities of single points for processes with stationary independent increments Mem. of the American Mathematical Society 93 (1969). Math. Review 42 #6940
  8. J.F.C. Kingman. Regenerative Phenomena. Wiley Series in Probability and Mathematical Statistics (1972). Math. Review 50 #3353
  9. J.F.C. Kingman. The stochastic theory of regenerative events. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 2 (1964), 180-224. Math. Review 32 #1758"
  10. F. Spitzer. Principles of Random Walk. Graduate Texts in Mathematics, Springer 34 (1976) Math. Review 52 #9383"
  11. T. W. Koerner. Fourier analysis. Cambridge University Press, Cambridge (1989). Math. Review 90j:42001
  12. R. Song and Z. Vondracek. Potential theory of special subordinators and subordinate killed stable processes. J. Theor. Prob. 19 (2006), 817-847. Math. Review 2008g:60237"

Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.