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 processes Lévy Matters II, 97-186, 2013
2-) Wiener–Hopf factorization and distribution of extrema for a family of Lévy processes Annals of Applied Probability 20 (5), 1801-1830, 2010
3-) Meromorphic Lévy processes and their fluctuation identities Annals of Applied Probability 22 (3), 1101-1135, 2012
4-) On the Convergence of the Gaver--Stehfest Algorithm SIAM Journal on Numerical Analysis 51 (6), 2984-2998, 2013
5-) Explicit formulas for Laplace transforms of stochastic integrals Markov Processes and Related Fields 14 (2), 277-290, 2008