在最后退出时间处理频谱负的lsamvy过程的可能措施

IF 0.9 4区数学 Q3 MATHEMATICS, APPLIED

Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2026-06-05 DOI:10.1007/s10255-026-0101-6

Ying-qiu Li, Yu-shao Wei, He-song Wang

引用次数: 0

摘要

在本文中，我们考虑了在退出区间上最后退出时间的谱负lsamvy过程的潜在度量，我们的主要结果需要一些退出身份。我们的结果是用尺度函数表示的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Potential Measures for Spectrally Negative Lévy Processes on the Last Exit Time

In this paper, we consider potential measures of spectrally negative Lévy processes for the last exit time killed on exiting interval, some exit identities are needed for our main results. Our results are expressed in terms of scale functions.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Acta Mathematicae Applicatae Sinica, English Series 数学-应用数学

CiteScore

1.30

自引率

0.00%

发文量

审稿时长

3.0 months

期刊介绍： Acta Mathematicae Applicatae Sinica (English Series) is a quarterly journal established by the Chinese Mathematical Society. The journal publishes high quality research papers from all branches of applied mathematics, and particularly welcomes those from partial differential equations, computational mathematics, applied probability, mathematical finance, statistics, dynamical systems, optimization and management science.