| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151405 | Statistics & Probability Letters | 2015 | 10 Pages |
Abstract
For spectrally negative Lévy processes, we find expressions of potential measures that are discounted by their joint occupation times over semi-infinite intervals (−∞,0)(−∞,0) and (0,∞)(0,∞). These expressions are in terms of the associated scale functions and the inverse functions of Laplace exponents.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yingqiu Li, Xiaowen Zhou, Na Zhu,