**Remark 4.**


> We define the stopping times *<sup>τ</sup>a*− and *<sup>τ</sup>a*<sup>+</sup> , respectively, as follows,

> > *τ* − *a* := inf {*t* > 0 : *Xt* < *a*} and *τ*+*a* := inf {*t* > 0 : *Xt* > *a*} , *a* ∈ R;

here and further on, let inf ∅ = ∞. By Theorem 8.1 in Kyprianou (2014), we have that

$$\begin{aligned} \mathbb{E}\_{\mathbf{x}}\left[\mathbf{e}^{-q\tau\_{a}^{+}}\mathbf{1}\_{\left\{\tau\_{a}^{+}<\tau\_{b}^{-}\right\}}\right] &= \frac{W^{(q)}(\mathbf{x}-b)}{W^{(q)}(a-b)},\\ \mathbb{E}\_{\mathbf{x}}\left[\mathbf{e}^{-q\tau\_{b}^{-}}\mathbf{1}\_{\left\{\tau\_{a}^{+}>\tau\_{b}^{-}\right\}}\right] &= Z^{(q)}(\mathbf{x}-b) - Z^{(q)}(a-b)\frac{W^{(q)}(\mathbf{x}-b)}{W^{(q)}(a-b)},\end{aligned} \quad \text{for } a > b \text{ and } \mathbf{x} \le a. \tag{5}$$
