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math.PR2004
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^{(-)…
math.PR2004
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…