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

Simple item page
dc.creatorYano, Kouji
dc.creatorYano, Yuko
dc.date2007-06-21
dc.date.accessioned2026-07-07T08:11:33Z
dc.date.available2026-07-07T08:11:33Z
dc.descriptionSmoothness 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.
dc.identifierhttps://arxiv.org/abs/0706.3162
dc.identifierhttp://arxiv.org/abs/0706.3162
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/132157
dc.subjectProbability
dc.subject60J55; 60J25; 26A33
dc.titleRemarks on the density of the law of the occupation time for Bessel bridges and stable excursions
dc.typetext

Files

Collections

arXiv