On the Joint Law of the Occupation Times for a Diffusion Process on Multiray |
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Authors: | Yuko Yano |
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Institution: | 1.Department of Mathematics,Kyoto Sangyo University,Kyoto,Japan |
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Abstract: | For a diffusion process on multiray, the joint law of the occupation times on rays is studied. Two important formulae, the generalized Williams formula and the double Laplace transform formula, are proved. A limit theorem for the joint law and a representation of the density function are also discussed. The proofs are based on Itô’s excursion theory for Markov processes. |
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