Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions

Details Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions

2007-06-21

arxiv.org/abs/0706.3162v1

Mathematics

Probability

Scientific paper

Smoothness and asymptotic behaviors are studied for the densities of the law
of the occupation time on the positive line for Bessel bridges and the
normalized excursion of strictly stable processes. The key role is played by
these properties for functions defined by Riemann--Liouville fractional
integrals.

Affiliated with

Also associated with

No associations

Rating

Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-192742