n-Dimensional Laplace Transforms of Occupation Times for Pre-Exit Diffusion Processes

Autor:	Yingchun Deng, Jieming Zhou, Ya Huang, Xuan Huang, Xuyan Xiang
Rok vydání:	2020
Předmět:	symbols.namesake N dimensional Laplace transform Applied Mathematics General Mathematics Numerical analysis Mathematical analysis symbols Disjoint sets Diffusion (business) Poisson distribution Mathematics
Zdroj:	Indian Journal of Pure and Applied Mathematics. 51:345-360
ISSN:	0975-7465 0019-5588
DOI:	10.1007/s13226-020-0404-x
Popis:	In this paper, we adopt a Poisson approach to find Laplace transforms of joint occupation times over n disjoint intervals for pre-exit diffusion processes. Then we generalize previous result for the 2-dimensional case and the 3-dimensional case.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::0d1f3d5ac50874b6f3173a51146a52a9 https://doi.org/10.1007/s13226-020-0404-x Zobrazit plný text záznamu Full text from SpringerLink