Generalized refracted Lévy process and its application to exit problem (Q1999919): Difference between revisions

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+Spectrally negative Lévy processes with Parisian reflection below and classical reflection above
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+Q4888858
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+Normal rank
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+One-point reflection
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+Markov Processes, Brownian Motion, and Time Symmetry
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+Séminaire de Probabilités XXXVIII
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+Q2774021
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Gerber-Shiu risk theory
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+Fluctuations of Lévy processes with applications. Introductory lectures
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+Refracted Lévy processes
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+The excursion measure away from zero for spectrally negative Lévy processes
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+Semigroups of linear operators and applications to partial differential equations
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+Q4508926
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+On the Itô excursion process
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+On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero
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