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Article

n-Dimensional Laplace Transforms of Occupation Times for Spectrally Negative Lévy Processes

1
School of Mathematics and Statistics, Changsha University of Science and Technology, Changsha 4100114, China
2
Department of Mathematics and Statistics, Concordia University, 1455 de Maisonneuve Blvd. West, Montreal, QC H3G 1M8, Canada
*
Author to whom correspondence should be addressed.
Academic Editor: Qihe Tang
Received: 30 November 2016 / Revised: 3 January 2017 / Accepted: 17 January 2017 / Published: 29 January 2017
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. View Full-Text
Keywords: spectrally negative Lévy process; occupation time; scale function spectrally negative Lévy process; occupation time; scale function
MDPI and ACS Style

Kuang, X.; Zhou, X. n-Dimensional Laplace Transforms of Occupation Times for Spectrally Negative Lévy Processes. Risks 2017, 5, 8. https://doi.org/10.3390/risks5010008

AMA Style

Kuang X, Zhou X. n-Dimensional Laplace Transforms of Occupation Times for Spectrally Negative Lévy Processes. Risks. 2017; 5(1):8. https://doi.org/10.3390/risks5010008

Chicago/Turabian Style

Kuang, Xuebing, and Xiaowen Zhou. 2017. "n-Dimensional Laplace Transforms of Occupation Times for Spectrally Negative Lévy Processes" Risks 5, no. 1: 8. https://doi.org/10.3390/risks5010008

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