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arXiv · 0706.3162

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

Kouji Yano·Yuko Yano
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Abstract

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.

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Kouji Yano, Yuko Yano. 2007-06-21. Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions. https://arxiv.org/abs/0706.3162

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