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On the last exit times for spectrally negative L��vy processes
- Publication Year :
- 2016
- Publisher :
- arXiv, 2016.
-
Abstract
- Using a new approach, for spectrally negative L��vy processes we find joint Laplace transforms involving the last exit time (from a semi-infinite interval), the value of the process at the last exit time and the associated occupation time, which generalizes some previous results.<br />16pages
- Subjects :
- Probability (math.PR)
FOS: Mathematics
Subjects
Details
- Database :
- OpenAIRE
- Accession number :
- edsair.doi...........3b07b64845609edfdb47d717fcd68f43
- Full Text :
- https://doi.org/10.48550/arxiv.1606.04622