On occupation times of one-dimensional diffusions
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Publication:2031021
DOI10.1007/S10959-020-00993-3zbMath1483.60115arXiv1911.10839OpenAlexW3008720238MaRDI QIDQ2031021
David Stenlund, Paavo H. Salminen
Publication date: 8 June 2021
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.10839
arcsine lawadditive functionalGreen kernelBrownian spideroscillating Brownian motionLamperti distribution
Factorials, binomial coefficients, combinatorial functions (05A10) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)
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Cites Work
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