Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions

DOI10.1016/J.SPL.2008.02.006zbMath1283.60105arXiv0706.3162OpenAlexW1988540296WikidataQ58331061 ScholiaQ58331061MaRDI QIDQ730730

Kouji Yano, Yuko Yano

Publication date: 30 September 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0706.3162

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Fractional derivatives and integrals (26A33) Local time and additive functionals (60J55)

Related Items (5)

Two-time correlation and occupation time for the Brownian bridge and tied-down renewal processes ⋮ Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part ⋮ Distributional properties of means of random probability measures ⋮ Lamperti-type laws ⋮ On simulation and properties of the stable law

Cites Work

• On the occupation time on the half line of pinned diffusion processes
• On a generalized arc-sine law for one-dimensional diffusion processes
• Occupation time distributions for Lévy bridges and excursions
• Functional limit theorems for occupation times of Lamperti's stochastic processes in discrete time
• A density formula for the law of time spent on the positive side of one-dimensional diffusion processes
• On the arc-sine laws for Lévy processes
• An Occupation Time Theorem for A Class of Stochastic Processes
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