%0 Journal Article
%T Formula for the supremum distribution of a spectrally positive L¨¦vy process
%A Zbigniew Michna
%J Mathematics
%D 2011
%I arXiv
%X In this article we derive formula for probability $\Prob(\sup_{t\leq T} (X(t)-ct)>u)$ where $X=\{X(t)\}$ is a spectrally positive L\'evy process and $c\in\RL$. As an example we investigate the inverse Gaussian L\'evy process.
%U http://arxiv.org/abs/1104.1976v6