16 citations · 51 across the 8 of their papers we have counts for
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math.PR2017★ 7 cited
Local times for spectrally negative Lévy processes
Bo Li, Xiaowen Zhou
For spectrally negative Lévy processes, adapting an approach from \cite{BoLi:sub1} we identify joint Laplace transforms involving local times evaluated at either the first passage…
math.PR2017★ 16 cited
On weighted occupation times for refracted spectrally negative Lévy processes
Bo Li, Xiaowen Zhou
For refracted spectrally negative Lévy processes, we identify expressions of several quantities related to Laplace transforms on their weighted occupation times until first exit ti…
math.PR2017★ 7 cited
Exit problems for general draw-down times of spectrally negative Lévy processes
Bo Li, Nhat Linh Vu, Xiaowen Zhou
For spectrally negative Lévy processes, we prove several fluctuation results involving a general draw-down time, which is a downward exit time from a dynamic level that depends on…