On certain discounted arc-sine laws

DOI10.1016/S0304-4149(97)00049-5MaRDI QIDQ1965871zbMATH OpenOpenAlexFDO

Authors Marc Yor

Publication date 1 March 2000

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(97)00049-5

zbMATH Keywords

local timesarc-sine laws

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

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Cites work

• Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
• Symmetry characterizations of certain distributions, 1
• Symmetry characterizations of certain distributions, 2: Discounted additive functionals and large deviations

Cited in

(1)

• scientific article; zbMATH DE number 936376 (Why is no real title available?)

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