The Joint Laplace Transforms for Diffusion Occupation Times
Work
Year: 2013
Type: article
Abstract: In this paper we adopt the perturbation approach of Landriault, Renaud and Zhou (2011) to find expressions for the joint Laplace transforms of occupation times for time-homogeneous diffusion processes... more
Source: Advances in Applied Probability
Authors Bin Li, Xiaowen Zhou
Institution University of Iowa
Cites: 29
Cited by: 37
Related to: 10
FWCI: 6.726
Citation percentile (by year/subfield): 96.69
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze