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Occupation times on the legs of a diffusion spider

math.PR · 2024-11-15 · conditional · novelty 6.0

Joint moments of occupation times on the legs of a diffusion spider are computed recursively, with an explicit closed form for Bessel and Brownian spiders.

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  • Occupation times on the legs of a diffusion spider math.PR · 2024-11-15 · conditional · none · ref 7

    Joint moments of occupation times on the legs of a diffusion spider are computed recursively, with an explicit closed form for Bessel and Brownian spiders.