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Write \\(\\psi\\) for the characteristic (Laplace) exponent of \\(X_t\\) and denote by \\(T\\) the first exit time from \\([0,a]\\). The two-sided exit problem for such a process was studied by \\textit{J. Bertoin} [Bull. Lond. Math. Soc. 28, No. 5, 514-520 (1996; Zbl 0863.60068) and Ann. Appl. Probab. 7, No. 1, 156-169 (1997; Zbl 0880.60077)]. Building on these earlier results, the author considers the problem to find the distribution \\(\\mathbb{P}_x^\\updownarrow\\), \\(x\\in[0,a]\\), under which the process \\(X_t\\) stays in \\([0,a]\\). This is achieved by showing that the limit \\(\\lim_{t\\to \\infty}\\mathbb{P}_x (\\Lambda\\mid T>t= \\mathbb{P}_x^\\updownarrow (\\Lambda)\\) exists and defines a new probability measure under which \\((X_t,\\mathbb{P}_x^\\updownarrow)\\) is a Feller process with values in \\([0,a]\\). It turns out that \\(\\mathbb{P}_x^\\updownarrow\\) can be realized as a Doob \\(h\\)-transform of the original measure \\(\\mathbb{P}_x\\) with respect to the \\(\\mathbb{P}_x\\)-martingale (under the original filtration)  \\[ D_t=e^{\\rho t}1_{\\{t< T\\}}{W^{(-\\rho)} (X_t)\\over W^{(-\\rho)} (x)}. \\]  In this formula, \\(W^{(q)}(x)\\) is the scale function of the process \\(X_t\\) killed at the constant rate \\(q\\),  \\[ \\int^\\infty_0 e^{-\\lambda x}W^{(q)}(x)dx= {1\\over\\psi (\\lambda)-q}, \\]  and \\(\\rho= \\rho(a)\\) is the first zero of \\(q\\mapsto W^{(-q)}(a)\\). Several properties of \\(\\mathbb{P}^\\updownarrow\\) and of \\(X_t\\) under \\(\\mathbb{P}^\\updownarrow\\) are established, e.g., an explicit representation of the resolvent kernels in terms of the scale function is given and the two-sided exit problem within \\([0,a]\\) is solved.   Moreover, the author studies some elements of fluctuation theory of \\((X_t, \\mathbb{P}^\\updownarrow)\\), in particular the excursion measure (away from a point \\(x \\in[0,a])\\) of the confined process which is expressed in terms of the excursion measure of the original process. This is then used to study local times \\(L^x_t\\) (and their inverses) of the confined process, and the value of the almost sure limit \\(\\lim_{t\\to\\infty} (L^x_t/t)\\) is explicitly found. If \\(X_t\\) is of unbounded variation, \\(t(a-\\sup_{s\\leq t}X_s)\\) converges as \\(t\\to\\infty\\) in distribution to an exponential random variable with parameter \\(|\\rho' (a) |\\); a simple integral criterion is provided for convergence or divergence of the upper and lower limits of \\((a-\\sup_{s\\leq t}X_s)/f(t)\\), \\(t\\to\\infty\\). The proofs use variants of techniques for unconfined processes [cf. the monograph ``L\u00e9vy processes'' by \\textit{J. Bertoin} (1996; Zbl 0861.60003)], but they rely crucially on the explicit form of the law and excursion measure of the confined 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