文章基本信息

标题：n -Dimensional Laplace Transforms of Occupation Times for Spectrally Negative Lévy Processes
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作者：Kuang, Xuebing ; Zhou, Xiaowen
期刊名称：Risks
印刷版ISSN：2227-9091
出版年度：2017
卷号：5
期号：1
页码：1-14
出版社：MDPI, Open Access Journal
摘要：Using a Poisson approach, we find Laplace transforms of joint occupation times over n disjoint intervals for spectrally negative Lévy processes. They generalize previous results for dimension two.
关键词：spectrally negative Lévy process; occupation time; scale function