6 citations · 8 across the 4 of their papers we have counts for
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Hélène Guérin, Jean-François Renaud
For a spectrally negative Lévy process X, we study the following distribution: $$ \mathbb{E}_x \left[ \mathrm{e}^{- q \int_0^t \mathbf{1}_{(a,b)} (X_s) \mathrm{d}s } ; X_t \in \m…