Special, conjugate and complete scale functions for spectrally negative Lévy Following from recent developments in Hubalek and Kyprianou , the objective . Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted Lévy processes. The latter is a Lévy process. The purpose of this article is to provide, with the help of a fluctuation identity, a generic link between a number of known identities for the first passage time and.
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Probability Theory and Related Fields The Lamperti representation of real-valued self-similar Markov processeswith L. Annals of Probability Vol. Electronic Journal of Probability.
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 Perpetual Integrals for Levy Processes
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