The distribution of refracted Lévy processes with jumps having rational Laplace transforms

Jiang Zhou, Lan Wu. The distribution of refracted Lévy processes with jumps having rational Laplace transforms. J. Applied Probability, 54(4):1167-1192, 2017. [doi]

@article{ZhouW17-9,
  title = {The distribution of refracted Lévy processes with jumps having rational Laplace transforms},
  author = {Jiang Zhou and Lan Wu},
  year = {2017},
  doi = {10.1017/jpr.2017.58},
  url = {https://doi.org/10.1017/jpr.2017.58},
  researchr = {https://researchr.org/publication/ZhouW17-9},
  cites = {0},
  citedby = {0},
  journal = {J. Applied Probability},
  volume = {54},
  number = {4},
  pages = {1167-1192},
}