On the Laws of Total Local Times for h-Paths and Bridges of Symmetric Levy Processes
On the Laws of Total Local Times for h-Paths and Bridges of Symmetric Levy Processes
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对称Levy过程的h路径和桥的总本地时间定律
DOI：
10.1155/2013/463857
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发表时间：
2013
影响因子：
--
通讯作者：
Masafumi Hayashi and Kouji Yano
中科院分区：
文献类型：
--
作者：
S. Hosokawa;H. Sato;K. Mimura;and Y. Tezuka;Masafumi Hayashi and Kouji Yano
证明了对称Lévy过程的两个水平的总局部时的联合定律允许用二维零平方贝塞尔过程的定律来表示。文中还讨论了桥梁单层总当地时的规律。
The joint law of the total local times at two levels forh‐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.