On the laws of total local times for h-paths and bridges of symmetric Lévy processes

DOI10.1155/2013/463857zbMATH Open1273.60097OpenAlexW2047015251WikidataQ58331042 ScholiaQ58331042MaRDI QIDQ1949461FDOQ1949461

Authors: Masafumi Hayashi, Kouji Yano 

Publication date: 8 May 2013

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/463857

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zbMATH Keywords

squared Bessel processestotal local times at two levelssymmetric Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Local time and additive functionals (60J55)

Cites Work

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• Cyclically stationary Brownian local time processes
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• Time change approach to generalized excursion measures, and its application to limit theorems
• A density formula for the law of time spent on the positive side of one-dimensional diffusion processes
• Lévy flights: transitions and meta-stability

Cited In (1)

• On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes

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