Kyprianou, Andreas E. Fluctuations of Lévy processes with applications. Introductory lectures. 2nd ed. (English) Zbl 1384.60003 Universitext. Berlin: Springer (ISBN 978-3-642-37631-3/pbk; 978-3-642-37632-0/ebook). xviii, 455 p. (2014). MSC: 60-01 60G51 60G50 60G52 PDF BibTeX XML Cite \textit{A. E. Kyprianou}, Fluctuations of Lévy processes with applications. Introductory lectures. 2nd ed. Berlin: Springer (2014; Zbl 1384.60003) Full Text: DOI OpenURL
Chen, Yu-Ting; Sheu, Yuan-Chung; Chang, Ming-Chi A note on first passage functionals for hyper-exponential jump-diffusion processes. (English) Zbl 1307.60112 Electron. Commun. Probab. 18, Paper No. 2, 8 p. (2013). MSC: 60J75 60J60 91G80 PDF BibTeX XML Cite \textit{Y.-T. Chen} et al., Electron. Commun. Probab. 18, Paper No. 2, 8 p. (2013; Zbl 1307.60112) Full Text: DOI OpenURL