A note on refracted L\'evy processes without positive jumps
Probability
2016-04-04 v2
Abstract
For a refracted spectrally negative Levy process, we find some new and fantastic formulas for its q-potential measures without killing. Unlike previous results, which are written in terms of the known q-scale functions, our formulas are free of the q-scale functions. This makes our results become extremely important since it is likely that our formulas also hold for a general refracted Levy process.
Cite
@article{arxiv.1603.04944,
title = {A note on refracted L\'evy processes without positive jumps},
author = {Jiang Zhou and Lan Wu},
journal= {arXiv preprint arXiv:1603.04944},
year = {2016}
}