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Long-term behaviour of refracted Lévy processes in a half-line

Samanta, Ramkrishna Jyoti et al.
arXiv (All) · Papers
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probability
We study the long-term behaviour of refracted Lévy processes within a half-line, with killing on exiting the domain and at state-dependent rate inside it. We identify the decay rate of the killed semigroup together with the associated invariant function and measure, and we obtain convergence at expo
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