SU\G(𝔾)/K·U

Xuan Huang

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All published works
Action Title Year Authors
+ General Draw-Down Times for Refracted Spectrally Negative LĂ©vy Processes 2022 Xuan Huang
Jieming Zhou
+ n-Dimensional Laplace Transforms of Occupation Times for Pre-Exit Diffusion Processes 2020 Yingchun Deng
Xuan Huang
Ya Huang
Xuyan Xiang
Jieming Zhou
Common Coauthors
Coauthor Papers Together
Jieming Zhou 2
Xuyan Xiang 1
Yingchun Deng 1
Ya Huang 1
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Chat Occupation times of spectrally negative LĂ©vy processes with applications 2011 David Landriault
Jean‐François Renaud
Xiaowen Zhou
 2
+ PDF Chat Hitting, occupation and inverse local times of one-dimensional diffusions: martingale and excursion approaches 2003 Jim Pitman
Marc Yor
 2
+ PDF Chat The Joint Laplace Transforms for Diffusion Occupation Times 2013 Bin Li
Xiaowen Zhou
 2
+ PDF Chat Laplace Transforms Related to Excursions of a One-Dimensional Diffusion 1999 Jim Pitman
Marc Yor
 2
+ Occupation times of intervals until first passage times for spectrally negative LĂ©vy processes 2013 Ronnie Loeffen
Jean‐François Renaud
Xiaowen Zhou
 2
+ PDF Chat On the Time Spent in the Red by a Refracted LĂ©vy Risk Process 2014 Jean‐François Renaud
 2
+ PDF Chat On the occupation times in a delayed Sparre Andersen risk model with exponential claims 2016 Can Jin
Shuanming Li
Xueyuan Wu
 1
+ An occupation time related potential measure for diffusion processes 2017 Ye Chen
Yingqiu Li
Xiaowen Zhou
 1
+ Occupation times of LĂ©vy-driven Ornstein–Uhlenbeck processes with two-sided exponential jumps and applications 2017 Jiang Zhou
Lan Wu
Yang Bai
 1
+ Generalized refracted LĂ©vy process and its application to exit problem 2018 Kei Noba
Kouji Yano
 1
+ Fluctuation theory for level-dependent LĂ©vy risk processes 2019 Irmina Czarna
José Luis Pérez
Tomasz Rolski
Kazutoshi Yamazaki
 1
+ PDF Chat On the refracted–reflected spectrally negative LĂ©vy processes 2017 JosĂ© Luis PĂ©rez
Kazutoshi Yamazaki
 1
+ PDF Chat Parisian ruin for a refracted LĂ©vy process 2017 Mohamed Amine Lkabous
Irmina Czarna
Jean‐François Renaud
 1
+ PDF Chat Exit problems for general draw-down times of spectrally negative LĂ©vy processes 2019 Bo Li
Nhat Linh Vu
Xiaowen Zhou
 1
+ PDF Chat A Drawdown Reflected Spectrally Negative LĂ©vy Process 2019 Wenyuan Wang
Xiaowen Zhou
 1
+ n-Dimensional Laplace Transforms of Occupation Times for Pre-Exit Diffusion Processes 2020 Yingchun Deng
Xuan Huang
Ya Huang
Xuyan Xiang
Jieming Zhou
 1
+ PDF Chat Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions 2015 Hongzhong Zhang
 1
+ Introductory Lectures on Fluctuations of LĂ©vy Processes with Applications 2006 Andreas E. Kyprianou
 1
+ Handbook of Brownian Motion - Facts and Formulae 2002 A. N. Borodin
Paavo Salminen
 1
+ Occupation times of hyper-exponential jump diffusion processes with application to price step options 2015 Lan Wu
Jiang Zhou
 1
+ Advances in Applied Probability 1981 1
+ PDF Chat Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view 2016 HélÚne Guérin
Jean‐François Renaud
 1
+ Diffusion occupation time before exiting 2014 Yingqiu Li
Suxin Wang
Xiaowen Zhou
Na Zhu
 1
+ PDF Chat Occupation Times of Refracted LĂ©vy Processes 2013 Andreas E. Kyprianou
Juan Carlos Pardo
José Luis Pérez
 1
+ On the drawdown of completely asymmetric LĂ©vy processes 2012 Aleksandar Mijatović
Martijn Pistorius
 1
+ Constructions of derived equivalences for algebras and rings 2016 Changchang Xi
 1