5 papers · 1 filter
Tanaka formula for symmetric Lévy processes
Paavo Salminen, Marc Yor
Starting from the potential theoretic definition of the local times of a Markov process - when these exist - we obtain a Tanaka formula for the local times of symmetric Lévy proces…
On some exponential integral functionals of BM() and BES(3)
A. N. Borodin, Paavo Salminen
In this paper we derive the Laplace transforms of the integral functionals $$ \int_0^\infty (p(\exp(R…
On occupation times of stationary excursions
Marina Kozlova, Paavo Salminen
In this paper excursions of a stationary diffusion in stationary state are studied. In particular, we compute the joint distribution of the occupation times and $I^{(-)…
Diffusion local time storage
M. Kozlova, P. Salminen
In this paper we study a storage process or a liquid queue in which the input process is the local time of a positively recurrent stationary diffusion in stationary state and the p…
Perpetual integral functionals as hitting and occupation times
Paavo Salminen, Marc Yor
Let be a linear diffusion and a non-negative, Borel measurable function. We are interested in finding conditions on and which imply that the perpetual integral func…