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Occupation Times on the Legs of a Diffusion Spider
Paavo Salminen1, David Stenlund2
1Faculty of Science and Engineering, Åbo Akademi University, 20500 Åbo, Finland.
Entropy (Basel, Switzerland)
|February 26, 2025
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.

