Two-sided discounted potential measures for spectrally negative Lévy processes

DOI10.1016/j.spl.2015.01.022zbMath1320.60113OpenAlexW2085163823MaRDI QIDQ2348319

Na Zhu, Ying-qiu Li, Xiao-Wen Zhou

Publication date: 11 June 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.01.022

zbMATH Keywords

Laplace transformjoint occupation timespectrally negative Lévy processespotential measures

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45)

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