A joint Laplace transform for pre-exit diffusion of occupation times (Q2013127)
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scientific article; zbMATH DE number 6756283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A joint Laplace transform for pre-exit diffusion of occupation times |
scientific article; zbMATH DE number 6756283 |
Statements
A joint Laplace transform for pre-exit diffusion of occupation times (English)
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3 August 2017
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time-homogeneous diffusion
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Laplace transform
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occupation time
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exit time
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Brownian motion
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alternating drift
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skew Brownian motion
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