Occupation times for spectrally negative Lévy processes on the last exit time
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Publication:2244451
DOI10.1016/j.spl.2021.109111zbMath1482.60062OpenAlexW3153406693MaRDI QIDQ2244451
Zhao-Hui Peng, Yushao Wei, Ying-qiu Li
Publication date: 12 November 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2021.109111
Processes with independent increments; Lévy processes (60G51) Local time and additive functionals (60J55)
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Cites Work
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