The Joint Laplace Transforms for Diffusion Occupation Times

By Bin Li, Xiaowen Zhou. Advances in Applied Probability, 2013

53 citations recorded by the source corpus.

Subfields: Demography, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/d657ee7e9054ca017f0c1054f921f9dc65e66cc2

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Bin Li
2. Hongzhong Zhang
3. David Landriault

In Management Science and Operations Research

1. Bin Li
2. Hongzhong Zhang
3. David Landriault

In Statistics and Probability

1. David Landriault

Citations in the corpus

• On magnitude, asymptotics and duration of drawdowns for L\'{e}vy models (2015, background): “[22], Li and Zhou [25], Loeffen et al.”