Formula for the supremum distribution of a spectrally positive L\'evy   process
  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. 
Zbigniew Michna
math.PR