JOURNAL ARTICLE
Local Times for Spectrally Negative Lévy Processes
Year: 2019 Journal: Potential Analysis Vol: 52 (4)Pages: 689-711 Publisher: Springer Science+Business Media
Keywords:
Laplace transform Inverse Laplace transform Lévy process Mathematics Inverse Exponential function Markov process Measure (data warehouse) Process (computing) Scale (ratio) Mathematical analysis Applied mathematics Physics Computer science Statistics Geometry Quantum mechanics
Metrics
7
Cited By
0.42
FWCI (Field Weighted Citation Impact)
23
Refs
0.65
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Probability and Risk Models
Social Sciences → Decision Sciences → Management Science and Operations Research
Stochastic processes and statistical mechanics
Physical Sciences → Mathematics → Mathematical Physics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
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