Occupation times on the legs of a diffusion spider

Paavo Salminen; David Stenlund

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arXiv · 2411.09976

Occupation times on the legs of a diffusion spider

Paavo Salminen·David Stenlund

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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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Paavo Salminen, David Stenlund. 2024-11-15. Occupation times on the legs of a diffusion spider. https://arxiv.org/abs/2411.09976

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