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2013 On the Laws of Total Local Times for h -Paths and Bridges of Symmetric Lévy Processes
Masafumi Hayashi, Kouji Yano
Abstr. Appl. Anal. 2013(SI04): 1-12 (2013). DOI: 10.1155/2013/463857

Abstract

The joint law of the total local times at two levels for h -paths of symmetric Lévy processes is shown to admit an explicit representation in terms of the laws of the squared Bessel processes of dimensions two and zero. The law of the total local time at a single level for bridges is also discussed.

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Masafumi Hayashi. Kouji Yano. "On the Laws of Total Local Times for h -Paths and Bridges of Symmetric Lévy Processes." Abstr. Appl. Anal. 2013 (SI04) 1 - 12, 2013. https://doi.org/10.1155/2013/463857

Information

Published: 2013
First available in Project Euclid: 26 February 2014

zbMATH: 1273.60097
MathSciNet: MR3034905
Digital Object Identifier: 10.1155/2013/463857

Rights: Copyright © 2013 Hindawi

Vol.2013 • No. SI04 • 2013
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