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Abstracts > Pantí Henry

A series representation for the q-scale function of spectrally negative Lévy processes with bounded variation jumps
Henry Pantí  1@  , Ehyter Martín-González  2  , Antonio Murillo-Salas  2  
1 : UADY
2 : UG

We present a series representation for the $q$-scale function for spectrally negative Lévy processes whose jumps part has bounded variation paths. This series representation is expressed in terms of known parameters of the associated Lévy process and allows us to prove Doney's conjecture in the case where the Lévy process does not have a Gaussian component, as well as to approximate it numerically.


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