On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes
type: Item
instance of: scholarly article
title: On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes
zbMATH Open document ID: 1273.60097
DOI: 10.1155/2013/463857
author: Masafumi Hayashi
author: Kouji Yano
published in: Abstract and Applied Analysis
publication date: 2013-05-08T00:00:00Z
review text: Summary: 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.
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 6161337
zbMATH Keywords: total local times at two levels
zbMATH Keywords: symmetric Lévy processes
zbMATH Keywords: squared Bessel processes
Wikidata QID: Q58331042
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2013/463857
OpenAlex ID: W2047015251
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description: scientific article; zbMATH DE number 6161337