Occupation Times of General Lévy Processes

  title={Occupation Times of General L{\'e}vy Processes},
  author={Lan Wu and Jiang Zhou and Shuang Yu},
  journal={Journal of Theoretical Probability},
For an arbitrary Lévy process X which is not a compound Poisson process, we are interested in its occupation times. We use a quite novel and useful approach to derive formulas for the Laplace transform of the joint distribution of X and its occupation times. Our formulas are compact, and more importantly, the forms of the formulas clearly demonstrate the essential quantities for the calculation of occupation times of X. It is believed that our results are important not only for the study of… 
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