Article ID Journal Published Year Pages File Type
1155156 Statistics & Probability Letters 2008 6 Pages PDF
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.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions
Authors
, ,