Small ball probability of collision local time for symmetric stable processes
Abstract
In this article, the small ball probability is obtained for the collision local time of two independent symmetric $α-$stable processes with parameters $α_1,α_2\in(0,2]$ satisfying $\max\{α_1,α_2\}>1$. The proof is based on obtaining the asymptotic behavior of moment generating function by contour integration.
Fields of Study & Subjects
Stochastic processes and statistical mechanics
Probability and Statistical Research
Probability and Risk Models
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 4 March 2026
- Language
- EN
- Document type
- Preprint