Occupation times of general Lévy processes
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Publication:1692245
DOI10.1007/s10959-016-0690-8zbMath1408.60037arXiv1604.00097OpenAlexW2963407325MaRDI QIDQ1692245
Publication date: 26 January 2018
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.00097
Laplace transformLévy processesinfinitely divisible distributionstrong Markov propertycontinuity theoremoccupation times
Related Items (2)
Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps ⋮ Occupation times of alternating renewal processes with Lévy applications
Cites Work
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