On the Laws of Total Local Times for -Paths and Bridges of Symmetric Lévy Processes
The joint law of the total local times at two levels for -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.
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
|
| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/463857 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832549571011543040 |
|---|---|
| author | Masafumi Hayashi Kouji Yano |
| author_facet | Masafumi Hayashi Kouji Yano |
| author_sort | Masafumi Hayashi |
| collection | DOAJ |
| description | The joint law of the total local times at two levels for -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. |
| format | Article |
| id | doaj-art-3e21e55f9e344c198ae7d5e9c9b93645 |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-3e21e55f9e344c198ae7d5e9c9b936452025-02-03T06:10:52ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/463857463857On the Laws of Total Local Times for -Paths and Bridges of Symmetric Lévy ProcessesMasafumi Hayashi0Kouji Yano1Faculty of Science, University of the Ryukyus, 1 Senbaru, Okinawa, Nishihara 903-0213, JapanGraduate School of Science, Kyoto University, Sakyo-ku, Kyoto 606-8502, JapanThe joint law of the total local times at two levels for -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.http://dx.doi.org/10.1155/2013/463857 |
| spellingShingle | Masafumi Hayashi Kouji Yano On the Laws of Total Local Times for -Paths and Bridges of Symmetric Lévy Processes Abstract and Applied Analysis |
| title | On the Laws of Total Local Times for -Paths and Bridges of Symmetric Lévy Processes |
| title_full | On the Laws of Total Local Times for -Paths and Bridges of Symmetric Lévy Processes |
| title_fullStr | On the Laws of Total Local Times for -Paths and Bridges of Symmetric Lévy Processes |
| title_full_unstemmed | On the Laws of Total Local Times for -Paths and Bridges of Symmetric Lévy Processes |
| title_short | On the Laws of Total Local Times for -Paths and Bridges of Symmetric Lévy Processes |
| title_sort | on the laws of total local times for paths and bridges of symmetric levy processes |
| url | http://dx.doi.org/10.1155/2013/463857 |
| work_keys_str_mv | AT masafumihayashi onthelawsoftotallocaltimesforpathsandbridgesofsymmetriclevyprocesses AT koujiyano onthelawsoftotallocaltimesforpathsandbridgesofsymmetriclevyprocesses |