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Article overview
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Alternative approach to derive q-potential measures of refracted spectrally L'evy processes | Jiang Zhou
; Lan Wu
; | Date: |
13 Apr 2016 | Abstract: | For a refracted L’evy process driven by a spectrally negative L’evy
process, we use a different approach to derive expressions for its q-potential
measures without killing. Unlike previous methods whose derivations depend on
scale functions which are defined only for spectrally negative L’evy
processes, our approach is free of scale functions. This makes it possible to
extend the result here to a quite general refracted L’evy process by applying
the approach presented below. | Source: | arXiv, 1604.3636 | Services: | Forum | Review | PDF | Favorites |
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