Occupation times of intervals until first passage times for spectrally negative Lévy processes

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

    Research output: Contribution to journalArticlepeer-review

    55 Downloads (Pure)
    Original languageEnglish
    Pages (from-to)1408-1435
    Number of pages27
    JournalStochastic Processes and their Applications
    Volume124
    Issue number3
    DOIs
    Publication statusPublished - 1 Mar 2014

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