On weighted occupation times for refracted spectrally negative Lévy processes

DOI10.1016/j.jmaa.2018.05.077zbMath1404.60066arXiv1703.05952OpenAlexW2611930446MaRDI QIDQ1645119

Bo Li, Xiao-Wen Zhou

Publication date: 28 June 2018

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.05952

zbMATH Keywords

resolventintegral equationexit timespectrally negative Lévy processweighted occupation timerefracted process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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