Occupation times on the legs of a diffusion spider
Probability
2024-11-18 v1
Abstract
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.
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Cite
@article{arxiv.2411.09976,
title = {Occupation times on the legs of a diffusion spider},
author = {Paavo Salminen and David Stenlund},
journal= {arXiv preprint arXiv:2411.09976},
year = {2024}
}
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21 pages