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

2008/02/19 by Kouji Yano, Yuko Yano · 1 citation
Economics, Econometrics and Finance · Mathematics · #Fractional Differential Equations Solutions #Nonlinear Differential Equations Analysis #Stochastic processes and financial applications

paper · doi:10.1016/j.spl.2008.02.006

openalex publication_date 2008/02/19 · openalex created_date 2025/10/10 · openalex updated_date 2026/06/21

Cited by

• Two-time correlation and occupation time for the Brownian bridge and tied-down renewal processes