On the exit and ergodicity of reflected Levy processes

Consider a spectrally one-sided Levy process X and reflect it at

its past infimum I. Call this process Y. We determine the law of the

first crossing time of Y of a positive level a in terms of its

'scale' functions. Next we study the exponential decay of the

transition probabilities of Y killed upon leaving [0,a]. Restricting

ourselves to the case where X has absolutely continuous transition

probabilities, we also find the quasi-stationary distribution of

this killed process. We construct then the process Y confined in

[0,a] and prove some properties of this process.