Small ball probability of collision local time for symmetric stable processes

Minhao Hong; Qian Yu

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arXiv · 2603.03720

Small ball probability of collision local time for symmetric stable processes

Minhao Hong·Qian Yu

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Abstract

In this article, the small ball probability is obtained for the collision local time of two independent symmetric $\alpha-$stable processes with parameters $\alpha_1,\alpha_2\in(0,2]$ satisfying $\max\{\alpha_1,\alpha_2\}>1$. The proof is based on obtaining the asymptotic behavior of moment generating function by contour integration.

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Minhao Hong, Qian Yu. 2026-03-04. Small ball probability of collision local time for symmetric stable processes. https://arxiv.org/abs/2603.03720

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