Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151717 | Statistics & Probability Letters | 2014 | 8 Pages |
Abstract
We adopt a new approach to find Laplace transforms of joint occupation times over disjoint intervals for spectrally negative Lévy processes. The Laplace transforms are expressed in terms of scale functions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yingqiu Li, Xiaowen Zhou,