{
  "id": "2411.09976",
  "version": "v1",
  "published": "2024-11-15T06:17:27.000Z",
  "updated": "2024-11-15T06:17:27.000Z",
  "title": "Occupation times on the legs of a diffusion spider",
  "authors": [
    "Paavo Salminen",
    "David Stenlund"
  ],
  "comment": "21 pages",
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2024-11-15T06:17:27.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J60",
      "60J55",
      "60J65",
      "05A10"
    ],
    "keywords": [
      "occupation times",
      "diffusion spider",
      "joint moments",
      "extends earlier results",
      "one-dimensional diffusion"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 21,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}