Occupation times of intervals until first passage times for spectrally negative LÃ©vy processes

Ronnie L. Loeffen, Jean-Francois Renaud, Xiaowen Zhou

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Original language	English
Pages (from-to)	1408-1435
Number of pages	27
Journal	Stochastic Processes and their Applications
Volume	124
Issue number	3
DOIs	https://doi.org/10.1016/j.spa.2013.11.005
Publication status	Published - 1 Mar 2014

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title = "Occupation times of intervals until first passage times for spectrally negative L{\~A}{\textcopyright}vy processes",

author = "Loeffen, {Ronnie L.} and Jean-Francois Renaud and Xiaowen Zhou",

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T1 - Occupation times of intervals until first passage times for spectrally negative LÃ©vy processes

AU - Loeffen, Ronnie L.

AU - Renaud, Jean-Francois

AU - Zhou, Xiaowen

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DO - 10.1016/j.spa.2013.11.005

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JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

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