Occupation time distributions for Lévy bridges and excursions

DOI10.1016/0304-4149(95)00013-WzbMath0837.60071OpenAlexW2049130527MaRDI QIDQ1899256

Patrick J. Fitzsimmons, Ronald Getoor

Publication date: 20 May 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00013-w

zbMATH Keywords

Laplace transformoccupation timeLévy processexcursion

Mathematics Subject Classification ID

Diffusion processes (60J60) Markov processes (60J99)

Related Items

General gauge and conditional gauge theorems ⋮ On a Lévy process pinned at random time ⋮ Brownian bridge with random length and pinning point for modelling of financial information ⋮ The uniform law for sojourn measures of random fields ⋮ Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part ⋮ Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions ⋮ An extension of Vervaat's transformation and its consequences ⋮ Distribution of the occupation time for a Lévy process at passage times at 0 ⋮ Ballot theorems and sojourn laws for stationary processes ⋮ Conditioned point processes with application to Lévy bridges

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