Alexey Kuznetsov

Alexey Kuznetsov

York University - Toronto / Canada
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 796649
person_outline Alexey Kuznetsov's MOST POPULAR ARTICLES
1-) The theory of scale functions for spectrally negative Lévy processesA Kuznetsov, AE Kyprianou, V RiveroLévy Matters II, 97-186, 20132912013
2-) Wiener–Hopf factorization and distribution of extrema for a family of Lévy processesA KuznetsovThe Annals of Applied Probability 20 (5), 1801-1830, 20101212010
3-) Meromorphic Lévy processes and their fluctuation identitiesA Kuznetsov, AE Kyprianou, JC PardoThe Annals of Applied Probability 22 (3), 1101-1135, 20121152012
4-) Explicit formulas for Laplace transforms of stochastic integralsTR Hurd, A KuznetsovMarkov Processes and Related Fields 14 (2), 277-290, 20081232008
5-) On the Convergence of the Gaver--Stehfest AlgorithmA KuznetsovSIAM Journal on Numerical Analysis 51 (6), 2984-2998, 20131182013