Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
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(27)- Some calculations for doubly perturbed Brownian motion
- An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions
- Asymptotics of first-passage time over a one-sided stochastic boundary
- An infinite-dimensional representation of the Ray-Knight theorems
- An excursion approach to Ray-Knight theorems for perturbed Brownian motion
- Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
- Large deviations for perturbed reflected diffusion processes
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- Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps
- Doubly perturbed jump-diffusion processes
- Diffusions on a space of interval partitions: the two-parameter model
- Extreme value statistics and Arcsine laws of Brownian motion in the presence of a permeable barrier
- Squared Bessel processes of positive and negative dimension embedded in Brownian local times
- The three arcsine laws
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- Some properties of the arc-sine law related to its invariance under a family of rational maps
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- Random Brownian scaling identities and splicing of Bessel processes
- Perturbed uncertain differential equations and perturbed reflected canonical process
- Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\)
- The arc-sine law and its analogs for processes governed by signed and complex measures
- On Paul Lévy's arc sine law and Shiga-Watanabe's time inversion result
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