On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes (Q1949461): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q58331042, #quickstatements; #temporary_batch_1705098335825 |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 17:15, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes |
scientific article |
Statements
On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes (English)
0 references
8 May 2013
0 references
Summary: 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.
0 references
total local times at two levels
0 references
symmetric Lévy processes
0 references
squared Bessel processes
0 references