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On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes. (English) Zbl 1273.60097

Summary: The joint law of the total local times at two levels for \(h\)-paths of symmetric Lévy processes is shown to admit an explicit representation in terms of the laws of the squared Bessel processes of dimensions two and zero. The law of the total local time at a single level for bridges is also discussed.

MSC:

60J55 Local time and additive functionals
60G51 Processes with independent increments; Lévy processes
60J25 Continuous-time Markov processes on general state spaces
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