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math.PR2026
Poissonian potential measures for refracted-reflected Lévy processes
Noah Beelders, Lewis Ramsden, Apostolos D. Papaioannou
In this paper we study the potential measures and the Laplace transforms of the occupation times of a refracted-reflected spectrally negative Lévy process when the process is obser…
math.PR2026
Lévy processes with partially stochastic resetting
Zbigniew Palmowski, Noah Beelders, Lewis Ramsden +1
In this paper, we solve exit problems for a Lévy process that resets proportionally to its current position at independent Poisson epochs times. This resetting causes an additional…