IDEAS home Printed from https://ideas.repec.org/a/hin/jnlaaa/463857.html
   My bibliography  Save this article

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

Author

Listed:
  • Masafumi Hayashi
  • Kouji Yano

Abstract

The joint law of the total local times at two levels for -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.

Suggested Citation

  • Masafumi Hayashi & Kouji Yano, 2013. "On the Laws of Total Local Times for -Paths and Bridges of Symmetric Lévy Processes," Abstract and Applied Analysis, Hindawi, vol. 2013, pages 1-12, February.
    • Handle: RePEc:hin:jnlaaa:463857
    DOI: 10.1155/2013/463857
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/AAA/2013/463857.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/AAA/2013/463857.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2013/463857?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jnlaaa:463857. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.