Approximation and duality problems of refracted processes

DOI10.1007/s11118-019-09779-7zbMath1453.60134arXiv1806.05433OpenAlexW2963114565WikidataQ127858720 ScholiaQ127858720MaRDI QIDQ778794

Kei Noba

Publication date: 20 July 2020

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.05433

zbMATH Keywords

Markov processesexcursion theoryscale functionsspectrally negative Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)

Cites Work

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• Refracted Lévy processes
• On the Itô excursion process
• Occupation densities
• Generalized refracted Lévy process and its application to exit problem
• Generalized scale functions of standard processes with no positive jumps
• Fluctuations of Lévy processes with applications. Introductory lectures
• Mesures Associees Aux Fonctionnelles Additives de Markov. I
• Markov Processes, Brownian Motion, and Time Symmetry

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