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Special, conjugate and complete scale functions for spectrally negative Lévy Following from recent developments in Hubalek and Kyprianou [28], the objective . Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted Lévy processes. The latter is a Lévy process. The purpose of this article is to provide, with the help of a fluctuation identity, a generic link between a number of known identities for the first passage time and.

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A law of iterated logarithm for increasing kypriahou Markov processes Stochastics and Stochastics Reports 75 6 Emilia Caballero and Juan Ruiz de Chavez. A copy of this manuscript is available from the author upon request.

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Mathematics > Probability

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