Abstract and Applied Analysis

On the Laws of Total Local Times for h -Paths and Bridges of Symmetric Lévy Processes

Masafumi Hayashi and Kouji Yano

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Abstract

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.

Article information

Source
Abstr. Appl. Anal., Volume 2013, Special Issue (2012), Article ID 463857, 12 pages.

Dates
First available in Project Euclid: 26 February 2014

Permanent link to this document
https://projecteuclid.org/euclid.aaa/1393450201

Digital Object Identifier
doi:10.1155/2013/463857

Mathematical Reviews number (MathSciNet)
MR3034905

Zentralblatt MATH identifier
1273.60097

Citation

Hayashi, Masafumi; Yano, Kouji. On the Laws of Total Local Times for $h$ -Paths and Bridges of Symmetric Lévy Processes. Abstr. Appl. Anal. 2013, Special Issue (2012), Article ID 463857, 12 pages. doi:10.1155/2013/463857. https://projecteuclid.org/euclid.aaa/1393450201


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