Occupation Times on the Legs of a Diffusion Spider

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.

Publication Details

Journal
Open Collections
Published
2025-01-01
DOI
https://doi.org/10.14288/1.0448135
Primary Topic
Wheat and Barley Genetics and Pathology
Type
article
Field-Weighted Citation Impact
0.00
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article

Occupation Times on the Legs of a Diffusion Spider

Open Collections
Wheat and Barley Genetics and Pathology
article

Occupation Times on the Legs of a Diffusion Spider

article en

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.

Open Collections
Openalex Percentile: Top 37%
Wheat and Barley Genetics and Pathology
DOIOpen Access PDFOpenAlex
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Occupation Times on the Legs of a Diffusion Spider · Open Collections (2025) | TGRS Research Map | TGRS