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

Kouji Yano and Yuko Yano

Statistics & Probability Letters, 2008, vol. 78, issue 14, 2175-2180

Abstract: Smoothness and asymptotic behaviors of the probability densities of the occupation time are studied for Bessel bridges and stable excursions. The difficulty is that the densities are implicitly expressed using Riemann-Liouville fractional integrals.

Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00107-7
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:78:y:2008:i:14:p:2175-2180

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().