Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
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Publication:1336263
DOI10.1007/BF01204951zbMATH Open0808.60066OpenAlexW2073617217MaRDI QIDQ1336263FDOQ1336263
Authors: Marc Yor, Philippe Carmona, F. Petit 
Publication date: 12 March 1995
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01204951
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Cited In (27)
- Asymptotics of first-passage time over a one-sided stochastic boundary
- An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions
- An infinite-dimensional representation of the Ray-Knight theorems
- Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero
- An excursion approach to Ray-Knight theorems for perturbed Brownian motion
- Large deviations for perturbed reflected diffusion processes
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
- Title not available (Why is that?)
- Diffusions on a space of interval partitions: the two-parameter model
- Doubly perturbed jump-diffusion processes
- Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps
- Extreme value statistics and Arcsine laws of Brownian motion in the presence of a permeable barrier
- The three arcsine laws
- Squared Bessel processes of positive and negative dimension embedded in Brownian local times
- Brownian analogues of Burke's theorem.
- Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching
- 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
- Path decompositions of perturbed reflecting Brownian motions
- A scaling proof for Walsh's Brownian motion extended arc-sine law
- On certain discounted arc-sine laws
- Some calculations for doubly perturbed Brownian motion
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