{
  "id": "1705.01289",
  "version": "v1",
  "published": "2017-05-03T07:53:04.000Z",
  "updated": "2017-05-03T07:53:04.000Z",
  "title": "Local times for spectrally negative Lévy processes",
  "authors": [
    "Bo Li",
    "Xiaowen Zhou"
  ],
  "comment": "28 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "For spectrally negative L\\'evy processes, adapting an approach from \\cite{BoLi:sub1}, we identify joint Laplace transforms involving local times evaluated at either the first passage times, or independent exponential times, or inverse local times. The Laplace transforms are expressed in terms of the associated scale functions. As an application, a Ray-Knight theorem type result is obtained.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-05-03T07:53:04.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G51",
      "60J55"
    ],
    "keywords": [
      "spectrally negative lévy processes",
      "ray-knight theorem type result",
      "identify joint laplace transforms",
      "first passage times",
      "inverse local times"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 28,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}