Local Times for Spectrally Negative Levy Processes

Li, B; Zhou, XW

Zhou, XW (corresponding author), Concordia Univ, Dept Math & Stat, Montreal, PQ, Canada.

POTENTIAL ANALYSIS, 2020; 52 (4): 689

Abstract

For spectrally negative Levy processes, adapting an approach from Li and Palmowski (Stoch. Process. Appl. 128(10), 3273-3299 2018) we identify joint L......

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