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A note on r-balayages of matrix-exponential L'evy processes

   
@article{ECP1456,
	author = {Yuan-Chung Sheu and Yu-Ting Chen},
	title = {A note on r-balayages of matrix-exponential L'evy processes},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {14},
	year = {2009},
	keywords = {},
	abstract = {In this note we give semi-explicit solutions for $r$-balayages of matrix-exponential-Lévy processes. To this end, we turn to an identity for the joint Laplace transform of the first entry time and the undershoot and a semi-explicit solution of the negative Wiener-Hopf factor. Our result is closely related to the works by Mordecki in [11], Asmussen, Avram and Pistorius in [3], Chen, Lee and Sheu in [7], and many others},
	pages = {no. 16, 165-175},
	issn = {1083-589X},
	doi = {10.1214/ECP.v14-1456},    
        url = {http://ecp.ejpecp.org/article/view/1456}}