Beelders, Noah, RAMSDEN, LEWIS and Papaioannou, Apostolos (Accepted: 2026) Poissonian Potential Measures and Occupation Times for Refracted-Reflected Levy Processes. Stochastic Models. ISSN: 1532-4214 (In Press)
Abstract
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 observed at the arrival epochs of two independent Poisson processes. In this case, the rates of observing the underlying process differ in time which deviates from the classical theory of Poissonian observations. Explicit expressions for the so-called Poissonian potential measures and the Poissonian occupation times are derived in terms of (known) scale functions. Other fluctuation identities are also derived.
Metadata
| Item Type: | Article |
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| Authors/Creators: |
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| Copyright, Publisher and Additional Information: | This is an author-produced version of the published paper. Uploaded in accordance with the University’s Research Publications and Open Access policy. |
| Dates: |
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| Institution: | The University of York |
| Academic Units: | The University of York > Faculty of Social Sciences (York) > The York Management School |
| Date Deposited: | 03 Jul 2026 15:00 |
| Last Modified: | 03 Jul 2026 15:00 |
| Published Version: | https://doi.org/10.1080/15326349.2026.2697895 |
| Status: | In Press |
| Refereed: | Yes |
| Identification Number: | 10.1080/15326349.2026.2697895 |
| Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:242882 |
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