A joint Laplace transform for pre-exit diffusion of occupation times (Q2013127): Difference between revisions

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+Exit identities for Lévy processes observed at Poisson arrival times
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+Occupation and local times for skew Brownian motion with applications to dispersion across an interface
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+Q3150773
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+Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options
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+Diffusion Processes in One Dimension
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+The Omega model: from bankruptcy to occupation times in the red
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+Occupation times of spectrally negative Lévy processes with applications
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+On the constructions of the skew Brownian motion
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+The Joint Laplace Transforms for Diffusion Occupation Times
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+On pre-exit joint occupation times for spectrally negative Lévy processes
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+Diffusion occupation time before exiting
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+Occupation times of intervals until first passage times for spectrally negative Lévy processes
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+Laplace transforms related to excursions of a one-dimensional diffusion
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+Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches
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+Probability theory III. Stochastic calculus. Transl. from the Russian by P. B. Slater
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+Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
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