Pages that link to "Item:Q5396591"
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The following pages link to The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591):
Displaying 23 items.
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115) (← links)
- Ornstein-Uhlenback type Omega model (Q528231) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- Stochastic areas of diffusions and applications (Q905937) (← links)
- Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
- On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
- Occupation times of intervals until last passage times for spectrally negative Lévy processes (Q1800500) (← links)
- \(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes (Q1985945) (← links)
- Occupation time of Lévy processes with jumps rational Laplace transforms (Q1990036) (← links)
- A joint Laplace transform for pre-exit diffusion of occupation times (Q2013127) (← links)
- General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
- Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (Q2152266) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- Diffusion occupation time before exiting (Q2259237) (← links)
- An occupation time related potential measure for diffusion processes (Q2358367) (← links)
- On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
- Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view (Q2806357) (← links)
- A result on the Laplace transform associated with the sticky Brownian motion on an interval (Q3384665) (← links)
- On the last exit times for spectrally negative Lévy processes (Q4684866) (← links)
- A temporal approach to the Parisian risk model (Q4684940) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
- Joint distributions concerning last exit time for diffusion processes (Q6082877) (← links)
