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  • 标题:A note on r-balayages of matrix-exponential L'evy processes
  • 本地全文:下载
  • 作者:Sheu, Yuan-Chung ; Chen, Yu-Ting
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2009
  • 卷号:14
  • 页码:165-175
  • DOI:10.1214/ECP.v14-1456
  • 出版社:Electronic Communications in Probability
  • 摘要:In this note we give semi-explicit solutions for $r$-balayages of matrix-exponential-Lévy processes. To this end, we turn to an identity for the joint Laplace transform of the first entry time and the undershoot and a semi-explicit solution of the negative Wiener-Hopf factor. Our result is closely related to the works by Mordecki in [11], Asmussen, Avram and Pistorius in [3], Chen, Lee and Sheu in [7], and many others
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