Generalized scale functions of standard processes with no positive jumps

Kei Noba

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arXiv · 1711.08194

Generalized scale functions of standard processes with no positive jumps

Kei Noba

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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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Kei Noba. 2017-11-22. Generalized scale functions of standard processes with no positive jumps. https://arxiv.org/abs/1711.08194

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