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n -Dimensional Laplace Transforms of Occupation Times for Pre-Exit Diffusion Processes
Indian Journal of Pure and Applied Mathematics ( IF 0.4 ) Pub Date : 2020-03-13 , DOI: 10.1007/s13226-020-0404-x
Yingchun Deng , Xuan Huang , Ya Huang , Xuyan Xiang , Jieming Zhou

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.

中文翻译:

出口扩散过程占用时间的n维Laplace变换

在本文中,我们采用Poisson方法在n个不相交的区间内找到联合占领时间的Laplace变换,以用于出口扩散过程。然后,我们针对2维情况和3维情况概括了先前的结果。
更新日期:2020-03-13
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