文章基本信息
- 标题：n -Dimensional Laplace Transforms of Occupation Times for Spectrally Negative Lévy Processes
- 本地全文：下载
- 作者：Kuang, Xuebing ; Zhou, Xiaowen
- 期刊名称：Risks
- 印刷版ISSN：2227-9091
- 出版年度：2017
- 卷号：5
- 期号：1
- 页码：1-14
- 出版社：MDPI, Open Access Journal
- 摘要：Using a Poisson approach, we find Laplace transforms of joint occupation times over n disjoint intervals for spectrally negative Lévy processes. They generalize previous results for dimension two.
- 关键词：spectrally negative Lévy process; occupation time; scale function
