The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591): Difference between revisions

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+https://doi.org/10.1239/aap/1386857857
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+W1997567442
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+FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
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+Randomized observation periods for the compound Poisson risk model: Dividends
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+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
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+The optimal dividend barrier in the gamma-omega model
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+Controlled diffusion models for optimal dividend pay-out
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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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+The First Passage Problem for a Continuous Markov Process
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+How long is the surplus below zero?
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+Diffusion Processes in One Dimension
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+On optimal dividends: from reflection to refraction
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+The Omega model: from bankruptcy to occupation times in the red
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+Occupation times of refracted Lévy processes
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+Occupation times of spectrally negative Lévy processes with applications
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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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+The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise
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+Diffusion processes with continuous coefficients, I
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+Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
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+Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
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