Occupation times on the legs of a diffusion spider
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866913578706010112 |
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| author | Salminen, Paavo Stenlund, David |
| author_facet | Salminen, Paavo Stenlund, David |
| contents | We study the joint moments of occupation times on the legs of a diffusion spider. Specifically, we give a recursive formula for the Laplace transform of the joint moments, which extends earlier results for a one-dimensional diffusion. For a Bessel spider, of which the Brownian spider is a special case, our approach yields an explicit formula for the joint moments of the occupation times. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_09976 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Occupation times on the legs of a diffusion spider Salminen, Paavo Stenlund, David Probability 60J60 (Primary) 60J55, 60J65, 05A10 (Secondary) We study the joint moments of occupation times on the legs of a diffusion spider. Specifically, we give a recursive formula for the Laplace transform of the joint moments, which extends earlier results for a one-dimensional diffusion. For a Bessel spider, of which the Brownian spider is a special case, our approach yields an explicit formula for the joint moments of the occupation times. |
| title | Occupation times on the legs of a diffusion spider |
| topic | Probability 60J60 (Primary) 60J55, 60J65, 05A10 (Secondary) |
| url | https://arxiv.org/abs/2411.09976 |