A Joint Laplace Transform for Pre-exit Diffusion of Occupation Times

Ye CHEN, Xiang Qun YANG, Xiao Wen ZHOU

数学学报(英文) ›› 2017, Vol. 33 ›› Issue (4) : 509-525.

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PDF(244 KB)
数学学报(英文) ›› 2017, Vol. 33 ›› Issue (4) : 509-525. DOI: 10.1007/s10114-016-5184-1

A Joint Laplace Transform for Pre-exit Diffusion of Occupation Times

    Ye CHEN1,2, Xiang Qun YANG1, Xiao Wen ZHOU3
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A Joint Laplace Transform for Pre-exit Diffusion of Occupation Times

    Ye CHEN1,2, Xiang Qun YANG1, Xiao Wen ZHOU3
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2017, 33(4): 509-525 https://doi.org/10.1007/s10114-016-5184-1
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2017, 33(4): 509-525 https://doi.org/10.1007/s10114-016-5184-1
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