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Occupation Times on the Legs of a Diffusion Spider Salminen, Paavo; Stenlund, David

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.

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Title
Occupation Times on the Legs of a Diffusion Spider
Creator
Salminen, Paavo; Stenlund, David
Publisher
Multidisciplinary Digital Publishing Institute
Date Issued
2025-02-08
Description
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.
Subject
diffusions on graphs; Walsh’s Brownian motion; Green’s function; resolvent; Kac’s moment formula; additive functional; moment generating function
Genre
Article
Type
Text
Language
eng
Date Available
2025-02-26
Provider
Vancouver : University of British Columbia Library
Rights
CC BY 4.0
DOI
10.14288/1.0448135
URI
http://hdl.handle.net/2429/90429
Affiliation
Science, Faculty of; Non UBC; Mathematics, Department of
Citation
Entropy 27 (2): 179 (2025)
Publisher DOI
10.3390/e27020179
Peer Review Status
Reviewed
Scholarly Level
Faculty
Rights URI
https://creativecommons.org/licenses/by/4.0/
Aggregated Source Repository
DSpace

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Rights

CC BY 4.0