Occupation time of Lévy processes with jumps rational Laplace transforms

DOI10.1214/18-ECP169zbMath1401.60150OpenAlexW2896404445MaRDI QIDQ1990036

Djilali Ait Aoudia

Publication date: 24 October 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1539137386

zbMATH Keywords

occupation timesrational Laplace transforms jump-diffusion process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60)

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Cites Work

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