Li, Yingqiu; Zhou, Xiaowen; Zhu, Na - In: Statistics & Probability Letters 100 (2015) C, pp. 67-76
For spectrally negative Lévy processes, we find expressions of potential measures that are discounted by their joint occupation times over semi-infinite intervals (−∞,0) and (0,∞). These expressions are in terms of the associated scale functions and the inverse functions of Laplace exponents.