Fluctuation identities for spectrally negative Lévy processes killed by general additive functionals are expressed via generalized scale functions that solve Volterra-type integral equations driven by Radon measures.
The theory of scale functions for spectrally negative L ´evy processes.L ´evy Matters II, Springer Lecture Notes in Mathematics, (2013)
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Fluctuation theory for spectrally negative L\'evy processes killed by additive functionals
Fluctuation identities for spectrally negative Lévy processes killed by general additive functionals are expressed via generalized scale functions that solve Volterra-type integral equations driven by Radon measures.