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

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.

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Bibliographic Details
Published inAbstract and Applied Analysis Vol. 2013; no. 2013; pp. 330 - 341-539
Main Authors Hayashi, Masafumi, Yano, Kouji
Format Journal Article
LanguageEnglish
Published Cairo, Egypt Hindawi Limiteds 01.01.2013
Hindawi Publishing Corporation
Subjects
Bridges (structures)
Law
Laws
Representations
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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.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
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ISSN:1085-3375
1687-0409
DOI:10.1155/2013/463857