On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes (Q1949461)
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scientific article; zbMATH DE number 6161337
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| English | On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes |
scientific article; zbMATH DE number 6161337 |
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On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes (English)
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8 May 2013
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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.
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total local times at two levels
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symmetric Lévy processes
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squared Bessel processes
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0.7667481303215027
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0.7648170590400696
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0.7637784481048584
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0.7632104158401489
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