Fluctuations of Omega-killed spectrally negative Lévy processes
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DOI: 10.1016/j.spa.2017.10.018
Abstract: In this paper we solve the exit problems for a (reflected) spectrally negative L\'evy process exponentially killed with killing intensity depending on the present state of the process. We analyze respective resolvents. All identities are… read more here.
Keywords: fluctuations omega; omega killed; evy process; spectrally negative ... See more keywords