On the Laws of Total Local Times for h-Paths and Bridges of Symmetric Lévy Processes
Joint Authors
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-02-10
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Hayashi, Masafumi& Yano, Kouji. 2013. On the Laws of Total Local Times for h-Paths and Bridges of Symmetric Lévy Processes. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-12.
https://search.emarefa.net/detail/BIM-1003166
Modern Language Association (MLA)
Hayashi, Masafumi& Yano, Kouji. On the Laws of Total Local Times for h-Paths and Bridges of Symmetric Lévy Processes. Abstract and Applied Analysis No. 2013 (2013), pp.1-12.
https://search.emarefa.net/detail/BIM-1003166
American Medical Association (AMA)
Hayashi, Masafumi& Yano, Kouji. On the Laws of Total Local Times for h-Paths and Bridges of Symmetric Lévy Processes. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-12.
https://search.emarefa.net/detail/BIM-1003166
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1003166
