Mathematics > Probability
[Submitted on 15 Nov 2024]
Title:Occupation times on the legs of a diffusion spider
View PDF HTML (experimental)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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