A joint Laplace transform for pre-exit diffusion of occupation times
type: Item
instance of: scholarly article
title: A joint Laplace transform for pre-exit diffusion of occupation times
zbMATH Open document ID: 1370.60134
author: Ye Chen
author: Xiangqun Yang
author: Yingqiu Li
author: Xiaowen Zhou
publication date: 2017-08-03T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 6756283
zbMATH Keywords: time-homogeneous diffusion
zbMATH Keywords: Laplace transform
zbMATH Keywords: occupation time
zbMATH Keywords: exit time
zbMATH Keywords: Brownian motion
zbMATH Keywords: alternating drift
zbMATH Keywords: skew Brownian motion
MaRDI profile type: Publication
full work available at URL: s10114-016-5184-1
OpenAlex ID: W2555364801
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DOI: 10.1007/S10114-016-5184-1
published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 6756283