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A note on refracted Lévy processes without positive jumps (1603.04944v2)
Published 16 Mar 2016 in math.PR
Abstract: For a refracted spectrally negative Levy process, we find some new and fantastic formulas for its q-potential measures without killing. Unlike previous results, which are written in terms of the known q-scale functions, our formulas are free of the q-scale functions. This makes our results become extremely important since it is likely that our formulas also hold for a general refracted Levy process.