Independent factorization of the last zero arcsine law for Bessel processes with drift (Q2064818)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Independent factorization of the last zero arcsine law for Bessel processes with drift |
scientific article |
Statements
Independent factorization of the last zero arcsine law for Bessel processes with drift (English)
0 references
6 January 2022
0 references
additivity property
0 references
arcsine law
0 references
Bessel bridge
0 references
Bessel process with drift
0 references
last exit time
0 references
time inversion property
0 references
0 references
0 references
