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تسجيل مستخدم جديدOccupation times of intervals until last passage times for spectrally negative Levy processes
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In this paper, we derive the joint Laplace transforms of occupation times until its last passage times as well as its positions. Motivated by Baurdoux [2], the last times before an independent exponential variable are studied. By applying dual arguments, explicit formulas are derived in terms of new analytical identities from Loeffen et al. [12].
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