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- W2789896256 abstract "For a spectrally negative Levy process (snLp) $X$, killed according to a rate that is a function $omega$ of its position, we analyse the exit probability of the one-sided upwards-passage problem. When $omega$ is strictly positive, this problem is related to the determination of the Laplace transform of the first passage time upwards for $X$ that has been time-changed by the inverse of the additive functional $int_0^cdot omega(X_u)du$. In particular our findings thus shed extra light on related results concerning first passage times upwards (downwards) of spectrally negative positive self-similar Markov processes (continuous state branching processes)." @default.
- W2789896256 created "2018-03-29" @default.
- W2789896256 creator A5026962152 @default.
- W2789896256 date "2018-03-13" @default.
- W2789896256 modified "2023-09-23" @default.
- W2789896256 title "First passage upwards for state dependent-killed spectrally negative L'evy processes" @default.
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- W2789896256 hasPublicationYear "2018" @default.
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