Small ball probability of collision local time for symmetric stable processes
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866917312406224896 |
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| author | Hong, Minhao Yu, Qian |
| author_facet | Hong, Minhao Yu, Qian |
| contents | In this article, the small ball probability is obtained for the collision local time of two independent symmetric $α-$stable processes with parameters $α_1,α_2\in(0,2]$ satisfying $\max\{α_1,α_2\}>1$. The proof is based on obtaining the asymptotic behavior of moment generating function by contour integration. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_03720 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Small ball probability of collision local time for symmetric stable processes Hong, Minhao Yu, Qian Probability In this article, the small ball probability is obtained for the collision local time of two independent symmetric $α-$stable processes with parameters $α_1,α_2\in(0,2]$ satisfying $\max\{α_1,α_2\}>1$. The proof is based on obtaining the asymptotic behavior of moment generating function by contour integration. |
| title | Small ball probability of collision local time for symmetric stable processes |
| topic | Probability |
| url | https://arxiv.org/abs/2603.03720 |