Occupation times for spectrally negative Lévy processes on the last exit time (Q2244451)
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scientific article; zbMATH DE number 7425257
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| default for all languages | No label defined |
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| English | Occupation times for spectrally negative Lévy processes on the last exit time |
scientific article; zbMATH DE number 7425257 |
Statements
Occupation times for spectrally negative Lévy processes on the last exit time (English)
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12 November 2021
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spectrally negative Lévy process
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last exit time
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occupation time
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Poisson approach
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perturbation approach
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0.9661977
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0.9657182
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0.96531904
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0.95610964
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0.9506011
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0.94783866
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0.9384426
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0.9301607
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0.9121001
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0.9001658
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