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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Submitted The excursion measure away from zero for spectrally negative Levy processes with Pardo, J. Kyprianou and Weerapat Satitkanitkul. A law of iterated logarithm for increasing self-similar Markov processes Stochastics and Stochastics Reports 75 6 Mexicana 3 19no.
 Perpetual Integrals for Levy Processes
Deep factorisation of the stable process II, potentials and applications. Quasi-stationary distributions and Yaglom limits of self-similar Markov processes, with B. Probability Theory and Related Fields Exact and asymptotic n-tuple laws at first and last passagewith A.
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Mathematics > Probability
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Kyprianou , Loeffen : Refracted Lévy processes
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