Occupation times for spectrally negative Lévy processes on the last exit time (Q2244451): Difference between revisions

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-Ying-qiu Li
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+Ying-qiu Li
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2021.109111
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@@ Property / OpenAlex ID @@
+W3153406693
@@ Property / OpenAlex ID: W3153406693 / rank @@
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@@ Property / cites work @@
+Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes
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@@ Property / cites work @@
+Occupation Times for Markov-Modulated Brownian Motion
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@@ Property / cites work @@
+Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options
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@@ Property / cites work @@
+The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model
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+When does the surplus reach a given target?
@@ Property / cites work: When does the surplus reach a given target? / rank @@
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@@ Property / cites work @@
+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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@@ Property / cites work @@
+Fluctuations of Lévy processes with applications. Introductory lectures
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@@ Property / cites work @@
+Occupation times of spectrally negative Lévy processes with applications
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@@ Property / cites work @@
+Occupation times of intervals until last passage times for spectrally negative Lévy processes
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@@ Property / cites work @@
+Exit identities for diffusion processes observed at Poisson arrival times
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+On the last exit times for spectrally negative Lévy processes
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@@ Property / cites work @@
+On pre-exit joint occupation times for spectrally negative Lévy processes
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@@ Property / cites work @@
+Occupation times of intervals until first passage times for spectrally negative Lévy processes
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@@ Property / cites work @@
+Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches
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@@ links / mardi / name / links / mardi / name @@
+Publication:2244451