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

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  • Masafumi Hayashi
  • Kouji Yano

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.

Suggested Citation

  • Masafumi Hayashi & Kouji Yano, 2013. "On the Laws of Total Local Times for h‐Paths and Bridges of Symmetric Lévy Processes," Abstract and Applied Analysis, John Wiley & Sons, vol. 2013(1).
    • Handle: RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:463857
    DOI: 10.1155/2013/463857
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    References listed on IDEAS

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    1. Patrick J. Fitzsimmons & Kouji Yano, 2008. "Time Change Approach to Generalized Excursion Measures, and Its Application to Limit Theorems," Journal of Theoretical Probability, Springer, vol. 21(1), pages 246-265, March.
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