pith. machine review for the scientific record. sign in

arxiv: 1603.04944 · v2 · submitted 2016-03-16 · 🧮 math.PR

Recognition: unknown

A note on refracted L\'evy processes without positive jumps

Authors on Pith no claims yet
classification 🧮 math.PR
keywords formulasrefractedfunctionslevyprocessq-scaleresultswithout
0
0 comments X
read the original 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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.