n-dimensional Laplace transforms of occupation times for spectrally negative Lévy processes
Year of publication: |
2017
|
---|---|
Authors: | Kuang, Xuebing ; Zhou, Xiaowen |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 5.2017, 1, p. 1-14
|
Publisher: |
Basel : MDPI |
Subject: | spectrally negative Lévy process | occupation time | scale function |
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