Abstract
In this note we consider first exit problems of completely asymmetric (reflected) Lévy processes and present an alternative derivation of their Laplace transforms essentially based on potential theory of Markov processes.
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© 2005 Springer-Verlag Berlin/Heidelberg
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Pistorius, M.R. (2005). A Potential-theoretical Review of some Exit Problems of Spectrally Negative Lévy Processes. In: Émery, M., Ledoux, M., Yor, M. (eds) Séminaire de Probabilités XXXVIII. Lecture Notes in Mathematics, vol 1857. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-31449-3_4
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DOI: https://doi.org/10.1007/978-3-540-31449-3_4
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-23973-4
Online ISBN: 978-3-540-31449-3
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