JOURNAL ARTICLE

Local Times for Spectrally Negative Lévy Processes

Bo LiXiaowen Zhou

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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