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arXiv:2411.09976 [math.PR]AbstractReferencesReviewsResources

Occupation times on the legs of a diffusion spider

Paavo Salminen, David Stenlund

Published 2024-11-15Version 1

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.

Comments: 21 pages
Categories: math.PR
Subjects: 60J60, 60J55, 60J65, 05A10
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