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Generalized scale functions of standard processes with no positive jumps
Published 22 Nov 2017 in math.PR | (1711.08194v2)
Abstract: As a generalization of scale functions of spectrally negative L\'evy processes, we define scale functions of general standard processes with no positive jumps. For this purpose, we utilize excursion measures. Using our new scale functions we study Laplace transforms of hitting times, potential measures and duality.
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