کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
8899316 1631544 2018 23 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On weighted occupation times for refracted spectrally negative Lévy processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
On weighted occupation times for refracted spectrally negative Lévy processes
چکیده انگلیسی
For refracted spectrally negative Lévy processes, we identify expressions for several quantities related to the Laplace transforms of their weighted occupation times until first exit times. Such quantities are expressed in terms of the unique solutions to integral equations involving weight functions and scale functions for the associated spectrally negative Lévy processes. Previous results on refracted Lévy processes are recovered.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 466, Issue 1, 1 October 2018, Pages 215-237
نویسندگان
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