A new approach to fluctuations of reflected L\'{e}vy processes
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Publication:6502669
arXiv1004.3857MaRDI QIDQ6502669FDOQ6502669
Abstract: We present a new approach to fluctuation identities for reflected L'{e}vy processes with one-sided jumps. This approach is based on a number of easy to understand observations and does not involve excursion theory or It^{o} calculus. It also leads to more general results.
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