On the first-passage area of a L$\acute{\text{e}}$vy process

Mario Abundo, Sara Furia

Let be $X(t)=x-\mu t+\sigma B_t-N_t$ a L$\acute{\text{e}}$vy process starting from $x>0,$ where $\mu \ge 0,\sigma \ge 0,B_t$ is a standard BM, and $N_t$ is a homogeneous Poisson proce…